ECBOT 5 Year T-Note Future December 2022

Trading Metrics calculated at close of trading on 14-Sep-2022

Day Change Summary
	Previous	Current
	13-Sep-2022	14-Sep-2022	Change	Change %	Previous Week
Open	110-048	109-172	-0-195	-0.6%	110-255
High	110-152	109-192	-0-280	-0.8%	110-310
Low	109-110	109-058	-0-052	-0.2%	110-012
Close	109-158	109-142	-0-015	0.0%	110-045
Range	1-042	0-135	-0-228	-62.8%	0-298
ATR	0-199	0-194	-0-005	-2.3%	0-000
Volume	1,469,887	1,054,275	-415,612	-28.3%	3,239,762

Daily Pivots for day following 14-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	110-216	110-154	109-217
R3	110-081	110-019	109-180
R2	109-266	109-266	109-167
R1	109-204	109-204	109-155	109-168
PP	109-131	109-131	109-131	109-112
S1	109-069	109-069	109-130	109-032
S2	108-316	108-316	109-118
S3	108-181	108-254	109-105
S4	108-046	108-119	109-068

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	109-058	1-228	1.6%	0-200	0.6%	16%	False	True	941,704
10	110-310	109-058	1-252	1.6%	0-200	0.6%	15%	False	True	950,030
20	112-138	109-058	3-080	3.0%	0-179	0.5%	8%	False	True	917,867

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	0-046
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	111-126
2.618	110-226
1.618	110-091
1.000	110-008
0.618	109-276
HIGH	109-192
0.618	109-141
0.500	109-125
0.382	109-109
LOW	109-058
0.618	108-294
1.000	108-242
1.618	108-159
2.618	108-024
4.250	107-124

Fisher Pivots for day following 14-Sep-2022
Pivot	1 day	3 day
R1	109-137	109-265
PP	109-131	109-224
S1	109-125	109-183

Download as Excel Spreadsheet

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

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