ECBOT 5 Year T-Note Future December 2022

Trading Metrics calculated at close of trading on 13-Sep-2022

Day Change Summary
	Previous	Current
	12-Sep-2022	13-Sep-2022	Change	Change %	Previous Week
Open	110-042	110-048	0-005	0.0%	110-255
High	110-145	110-152	0-008	0.0%	110-310
Low	110-018	109-110	-0-228	-0.6%	110-012
Close	110-045	109-158	-0-208	-0.6%	110-045
Range	0-128	1-042	0-235	184.3%	0-298
ATR	0-186	0-199	0-013	6.8%	0-000
Volume	669,524	1,469,887	800,363	119.5%	3,239,762

Daily Pivots for day following 13-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	113-054	112-148	110-037
R3	112-012	111-106	109-257
R2	110-289	110-289	109-224
R1	110-063	110-063	109-191	109-315
PP	109-247	109-247	109-247	109-212
S1	109-021	109-021	109-124	108-272
S2	108-204	108-204	109-091
S3	107-162	107-298	109-058
S4	106-119	106-256	108-278

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	110-285	109-110	1-175	1.4%	0-208	0.6%	10%	False	True	884,672
10	111-055	109-110	1-265	1.7%	0-203	0.6%	8%	False	True	946,925
20	112-258	109-110	3-148	3.2%	0-180	0.5%	4%	False	True	868,184

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-051
Widest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	115-093
2.618	113-142
1.618	112-099
1.000	111-195
0.618	111-057
HIGH	110-152
0.618	110-014
0.500	109-291
0.382	109-248
LOW	109-110
0.618	108-206
1.000	108-068
1.618	107-163
2.618	106-121
4.250	104-169

Fisher Pivots for day following 13-Sep-2022
Pivot	1 day	3 day
R1	109-291	109-314
PP	109-247	109-262
S1	109-202	109-210

Download as Excel Spreadsheet

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

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