ECBOT 5 Year T-Note Future December 2022

Trading Metrics calculated at close of trading on 01-Sep-2022

Day Change Summary
	Previous	Current
	31-Aug-2022	01-Sep-2022	Change	Change %	Previous Week
Open	110-278	110-165	-0-112	-0.3%	111-258
High	110-302	110-212	-0-090	-0.3%	111-295
Low	110-160	110-038	-0-122	-0.3%	111-018
Close	110-262	110-092	-0-170	-0.5%	111-070
Range	0-142	0-175	0-032	22.8%	0-278
ATR	0-180	0-183	0-003	1.8%	0-000
Volume	1,093,529	1,003,365	-90,164	-8.2%	6,363,526

Daily Pivots for day following 01-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	111-319	111-221	110-189
R3	111-144	111-046	110-141
R2	110-289	110-289	110-125
R1	110-191	110-191	110-109	110-152
PP	110-114	110-114	110-114	110-095
S1	110-016	110-016	110-076	109-298
S2	109-259	109-259	110-060
S3	109-084	109-161	110-044
S4	108-229	108-306	109-316

Weekly Pivots for week ending 26-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	114-000	113-152	111-223
R3	113-042	112-195	111-146
R2	112-085	112-085	111-121
R1	111-238	111-238	111-095	111-182
PP	111-128	111-128	111-128	111-100
S1	110-280	110-280	111-045	110-225
S2	110-170	110-170	111-019
S3	109-212	110-002	110-314
S4	108-255	109-045	110-237

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	111-165	110-038	1-128	1.3%	0-152	0.4%	12%	False	True	1,176,371
10	112-052	110-038	2-015	1.9%	0-154	0.4%	8%	False	True	1,078,753
20	113-120	110-038	3-082	3.0%	0-176	0.5%	5%	False	True	556,142

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-037
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	112-316
2.618	112-031
1.618	111-176
1.000	111-068
0.618	111-001
HIGH	110-212
0.618	110-146
0.500	110-125
0.382	110-104
LOW	110-038
0.618	109-249
1.000	109-182
1.618	109-074
2.618	108-219
4.250	107-254

Fisher Pivots for day following 01-Sep-2022
Pivot	1 day	3 day
R1	110-125	110-206
PP	110-114	110-168
S1	110-103	110-130

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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