ECBOT 5 Year T-Note Future December 2022

Trading Metrics calculated at close of trading on 19-Sep-2022

Day Change Summary
	Previous	Current
	16-Sep-2022	19-Sep-2022	Change	Change %	Previous Week
Open	109-032	109-085	0-052	0.2%	110-042
High	109-118	109-102	-0-015	0.0%	110-152
Low	108-302	108-280	-0-022	-0.1%	108-302
Close	109-098	108-308	-0-110	-0.3%	109-098
Range	0-135	0-142	0-008	5.6%	1-170
ATR	0-187	0-184	-0-003	-1.7%	0-000
Volume	889,871	678,640	-211,231	-23.7%	4,971,942

Daily Pivots for day following 19-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	110-124	110-038	109-066
R3	109-302	109-216	109-027
R2	109-159	109-159	109-014
R1	109-073	109-073	109-001	109-045
PP	109-017	109-017	109-017	109-002
S1	108-251	108-251	108-294	108-222
S2	108-194	108-194	108-281
S3	108-052	108-108	108-268
S4	107-229	107-286	108-229

Weekly Pivots for week ending 16-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	114-054	113-086	110-047
R3	112-204	111-236	109-232
R2	111-034	111-034	109-187
R1	110-066	110-066	109-142	109-285
PP	109-184	109-184	109-184	109-134
S1	108-216	108-216	109-053	108-115
S2	108-014	108-014	109-008
S3	106-164	107-046	108-283
S4	104-314	105-196	108-148

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	110-152	108-280	1-192	1.5%	0-183	0.5%	5%	False	True	996,211
10	110-310	108-280	2-030	1.9%	0-188	0.5%	4%	False	True	889,034
20	111-295	108-280	3-015	2.8%	0-174	0.5%	3%	False	True	1,026,902
40	114-105	108-280	5-145	5.0%	0-187	0.5%	2%	False	True	525,168

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-046
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	111-068
2.618	110-156
1.618	110-013
1.000	109-245
0.618	109-191
HIGH	109-102
0.618	109-048
0.500	109-031
0.382	109-014
LOW	108-280
0.618	108-192
1.000	108-138
1.618	108-049
2.618	107-227
4.250	106-314

Fisher Pivots for day following 19-Sep-2022
Pivot	1 day	3 day
R1	109-031	109-050
PP	109-017	109-029
S1	109-002	109-008

Download as Excel Spreadsheet

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

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