ECBOT 5 Year T-Note Future December 2022

Trading Metrics calculated at close of trading on 08-Sep-2022

Day Change Summary
	Previous	Current
	07-Sep-2022	08-Sep-2022	Change	Change %	Previous Week
Open	110-040	110-170	0-130	0.4%	111-010
High	110-188	110-285	0-098	0.3%	111-055
Low	110-012	110-072	0-060	0.2%	110-038
Close	110-175	110-120	-0-055	-0.2%	110-265
Range	0-175	0-212	0-038	21.4%	1-018
ATR	0-192	0-193	0-001	0.8%	0-000
Volume	769,115	849,407	80,292	10.4%	5,284,172

Daily Pivots for day following 08-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	112-157	112-031	110-237
R3	111-264	111-138	110-178
R2	111-052	111-052	110-159
R1	110-246	110-246	110-139	110-202
PP	110-159	110-159	110-159	110-138
S1	110-033	110-033	110-101	109-310
S2	109-267	109-267	110-081
S3	109-054	109-141	110-062
S4	108-162	108-248	110-003

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%	0-214	0.6%	36%	False	False	909,532
10	111-165	110-012	1-152	1.3%	0-176	0.5%	23%	False	False	1,145,283
20	113-000	110-012	2-308	2.7%	0-173	0.5%	11%	False	False	731,763

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-041
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	113-228
2.618	112-201
1.618	111-309
1.000	111-178
0.618	111-096
HIGH	110-285
0.618	110-204
0.500	110-179
0.382	110-154
LOW	110-072
0.618	109-261
1.000	109-180
1.618	109-049
2.618	108-156
4.250	107-129

Fisher Pivots for day following 08-Sep-2022
Pivot	1 day	3 day
R1	110-179	110-161
PP	110-159	110-148
S1	110-140	110-134

Download as Excel Spreadsheet

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

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