ECBOT 5 Year T-Note Future December 2022

Trading Metrics calculated at close of trading on 06-Sep-2022

Day Change Summary
	Previous	Current
	02-Sep-2022	06-Sep-2022	Change	Change %	Previous Week
Open	110-105	110-255	0-150	0.4%	111-010
High	110-310	110-310	0-000	0.0%	111-055
Low	110-090	110-022	-0-068	-0.2%	110-038
Close	110-265	110-052	-0-212	-0.6%	110-265
Range	0-220	0-288	0-068	30.7%	1-018
ATR	0-186	0-193	0-007	3.9%	0-000
Volume	969,963	955,812	-14,151	-1.5%	5,284,172

Daily Pivots for day following 06-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	113-031	112-169	110-211
R3	112-063	111-202	110-132
R2	111-096	111-096	110-105
R1	110-234	110-234	110-079	110-181
PP	110-128	110-128	110-128	110-102
S1	109-267	109-267	110-026	109-214
S2	109-161	109-161	110-000
S3	108-193	108-299	109-293
S4	107-226	108-012	109-214

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	110-022	1-032	1.0%	0-198	0.6%	9%	False	True	1,009,179
10	111-260	110-022	1-238	1.6%	0-171	0.5%	5%	False	True	1,238,213
20	113-080	110-022	3-058	2.9%	0-176	0.5%	3%	False	True	652,261

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	0-039
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	114-252
2.618	113-103
1.618	112-135
1.000	111-278
0.618	111-168
HIGH	110-310
0.618	110-200
0.500	110-166
0.382	110-132
LOW	110-022
0.618	109-165
1.000	109-055
1.618	108-197
2.618	107-230
4.250	106-081

Fisher Pivots for day following 06-Sep-2022
Pivot	1 day	3 day
R1	110-166	110-166
PP	110-128	110-128
S1	110-090	110-090

Download as Excel Spreadsheet

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

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