ECBOT 5 Year T-Note Future December 2022

Trading Metrics calculated at close of trading on 15-Sep-2022

Day Change Summary
	Previous	Current
	14-Sep-2022	15-Sep-2022	Change	Change %	Previous Week
Open	109-172	109-118	-0-055	-0.2%	110-255
High	109-192	109-140	-0-052	-0.1%	110-310
Low	109-058	109-000	-0-058	-0.2%	110-012
Close	109-142	109-025	-0-118	-0.3%	110-045
Range	0-135	0-140	0-005	3.7%	0-298
ATR	0-194	0-191	-0-004	-1.9%	0-000
Volume	1,054,275	888,385	-165,890	-15.7%	3,239,762

Daily Pivots for day following 15-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	110-155	110-070	109-102
R3	110-015	109-250	109-064
R2	109-195	109-195	109-051
R1	109-110	109-110	109-038	109-082
PP	109-055	109-055	109-055	109-041
S1	108-290	108-290	109-012	108-262
S2	108-235	108-235	108-319
S3	108-095	108-150	108-306
S4	107-275	108-010	108-268

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	110-198	109-000	1-198	1.5%	0-185	0.5%	5%	False	True	949,499
10	110-310	109-000	1-310	1.8%	0-200	0.6%	4%	False	True	929,516
20	112-120	109-000	3-120	3.1%	0-176	0.5%	2%	False	True	959,058
40	114-105	109-000	5-105	4.9%	0-193	0.6%	1%	False	True	485,976

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	0-046
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	111-095
2.618	110-187
1.618	110-047
1.000	109-280
0.618	109-227
HIGH	109-140
0.618	109-087
0.500	109-070
0.382	109-053
LOW	109-000
0.618	108-233
1.000	108-180
1.618	108-093
2.618	107-273
4.250	107-045

Fisher Pivots for day following 15-Sep-2022
Pivot	1 day	3 day
R1	109-070	109-236
PP	109-055	109-166
S1	109-040	109-095

Download as Excel Spreadsheet

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

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