ECBOT 5 Year T-Note Future December 2022

Trading Metrics calculated at close of trading on 02-Sep-2022

Day Change Summary
	Previous	Current
	01-Sep-2022	02-Sep-2022	Change	Change %	Previous Week
Open	110-165	110-105	-0-060	-0.2%	111-010
High	110-212	110-310	0-098	0.3%	111-055
Low	110-038	110-090	0-052	0.1%	110-038
Close	110-092	110-265	0-172	0.5%	110-265
Range	0-175	0-220	0-045	25.7%	1-018
ATR	0-183	0-186	0-003	1.4%	0-000
Volume	1,003,365	969,963	-33,402	-3.3%	5,284,172

Daily Pivots for day following 02-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	112-242	112-153	111-066
R3	112-022	111-253	111-006
R2	111-122	111-122	110-305
R1	111-033	111-033	110-285	111-078
PP	110-222	110-222	110-222	110-244
S1	110-133	110-133	110-245	110-178
S2	110-002	110-002	110-225
S3	109-102	109-233	110-204
S4	108-202	109-013	110-144

Weekly Pivots for week ending 02-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	113-278	113-129	111-131
R3	112-261	112-112	111-038
R2	111-243	111-243	111-007
R1	111-094	111-094	110-296	111-000
PP	110-226	110-226	110-226	110-179
S1	110-077	110-077	110-234	109-302
S2	109-208	109-208	110-203
S3	108-191	109-059	110-172
S4	107-173	108-042	110-079

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	111-055	110-038	1-018	1.0%	0-166	0.5%	67%	False	False	1,056,834
10	111-295	110-038	1-258	1.6%	0-160	0.4%	39%	False	False	1,164,769
20	113-080	110-038	3-042	2.8%	0-169	0.5%	23%	False	False	604,524

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	0-038
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	113-285
2.618	112-246
1.618	112-026
1.000	111-210
0.618	111-126
HIGH	110-310
0.618	110-226
0.500	110-200
0.382	110-174
LOW	110-090
0.618	109-274
1.000	109-190
1.618	109-054
2.618	108-154
4.250	107-115

Fisher Pivots for day following 02-Sep-2022
Pivot	1 day	3 day
R1	110-243	110-235
PP	110-222	110-204
S1	110-200	110-174

Download as Excel Spreadsheet

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

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