ECBOT 5 Year T-Note Future December 2022

Trading Metrics calculated at close of trading on 12-Sep-2022

Day Change Summary
	Previous	Current
	09-Sep-2022	12-Sep-2022	Change	Change %	Previous Week
Open	110-082	110-042	-0-040	-0.1%	110-255
High	110-198	110-145	-0-052	-0.1%	110-310
Low	110-038	110-018	-0-020	-0.1%	110-012
Close	110-045	110-045	0-000	0.0%	110-045
Range	0-160	0-128	-0-032	-20.3%	0-298
ATR	0-191	0-186	-0-005	-2.4%	0-000
Volume	665,428	669,524	4,096	0.6%	3,239,762

Daily Pivots for day following 12-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	111-132	111-056	110-115
R3	111-004	110-248	110-080
R2	110-197	110-197	110-068
R1	110-121	110-121	110-057	110-159
PP	110-069	110-069	110-069	110-088
S1	109-313	109-313	110-033	110-031
S2	109-262	109-262	110-022
S3	109-134	109-186	110-010
S4	109-007	109-058	109-295

Weekly Pivots for week ending 09-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	113-055	112-188	110-209
R3	112-078	111-210	110-127
R2	111-100	111-100	110-100
R1	110-232	110-232	110-072	110-178
PP	110-122	110-122	110-122	110-095
S1	109-255	109-255	110-018	109-200
S2	109-145	109-145	109-310
S3	108-168	108-278	109-283
S4	107-190	107-300	109-201

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%	0-192	0.5%	11%	False	False	781,857
10	111-055	110-012	1-042	1.0%	0-179	0.5%	9%	False	False	919,345
20	112-270	110-012	2-258	2.5%	0-170	0.5%	4%	False	False	796,204

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-043
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	112-047
2.618	111-159
1.618	111-031
1.000	110-272
0.618	110-224
HIGH	110-145
0.618	110-096
0.500	110-081
0.382	110-066
LOW	110-018
0.618	109-259
1.000	109-210
1.618	109-131
2.618	109-004
4.250	108-116

Fisher Pivots for day following 12-Sep-2022
Pivot	1 day	3 day
R1	110-081	110-151
PP	110-069	110-116
S1	110-057	110-080

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

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