ECBOT 5 Year T-Note Future December 2022

Trading Metrics calculated at close of trading on 07-Sep-2022

Day Change Summary
	Previous	Current
	06-Sep-2022	07-Sep-2022	Change	Change %	Previous Week
Open	110-255	110-040	-0-215	-0.6%	111-010
High	110-310	110-188	-0-122	-0.3%	111-055
Low	110-022	110-012	-0-010	0.0%	110-038
Close	110-052	110-175	0-122	0.3%	110-265
Range	0-288	0-175	-0-112	-39.1%	1-018
ATR	0-193	0-192	-0-001	-0.7%	0-000
Volume	955,812	769,115	-186,697	-19.5%	5,284,172

Daily Pivots for day following 07-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	112-010	111-268	110-271
R3	111-155	111-092	110-223
R2	110-300	110-300	110-207
R1	110-238	110-238	110-191	110-269
PP	110-125	110-125	110-125	110-141
S1	110-062	110-062	110-159	110-094
S2	109-270	109-270	110-143
S3	109-095	109-208	110-127
S4	108-240	109-032	110-079

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	110-310	110-012	0-298	0.8%	0-200	0.6%	55%	False	True	958,356
10	111-205	110-012	1-192	1.4%	0-172	0.5%	32%	False	True	1,230,494
20	113-080	110-012	3-068	2.9%	0-178	0.5%	16%	False	True	690,272

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-035
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	112-291
2.618	112-006
1.618	111-151
1.000	111-042
0.618	110-296
HIGH	110-188
0.618	110-121
0.500	110-100
0.382	110-079
LOW	110-012
0.618	109-224
1.000	109-158
1.618	109-049
2.618	108-194
4.250	107-229

Fisher Pivots for day following 07-Sep-2022
Pivot	1 day	3 day
R1	110-150	110-170
PP	110-125	110-166
S1	110-100	110-161

Download as Excel Spreadsheet

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

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