ECBOT 5 Year T-Note Future December 2022

Trading Metrics calculated at close of trading on 20-Sep-2022

Day Change Summary
	Previous	Current
	19-Sep-2022	20-Sep-2022	Change	Change %	Previous Week
Open	109-085	109-008	-0-078	-0.2%	110-042
High	109-102	109-022	-0-080	-0.2%	110-152
Low	108-280	108-195	-0-085	-0.2%	108-302
Close	108-308	108-230	-0-078	-0.2%	109-098
Range	0-142	0-148	0-005	3.5%	1-170
ATR	0-184	0-181	-0-003	-1.4%	0-000
Volume	678,640	869,774	191,134	28.2%	4,971,942

Daily Pivots for day following 20-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	110-058	109-292	108-311
R3	109-231	109-144	108-271
R2	109-083	109-083	108-257
R1	108-317	108-317	108-244	108-286
PP	108-256	108-256	108-256	108-241
S1	108-169	108-169	108-216	108-139
S2	108-108	108-108	108-203
S3	107-281	108-022	108-189
S4	107-133	107-194	108-149

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	109-192	108-195	0-318	0.9%	0-140	0.4%	11%	False	True	876,189
10	110-285	108-195	2-090	2.1%	0-174	0.5%	5%	False	True	880,430
20	111-260	108-195	3-065	2.9%	0-172	0.5%	3%	False	True	1,059,322
40	114-105	108-195	5-230	5.3%	0-188	0.5%	2%	False	True	546,909

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-042
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	111-009
2.618	110-089
1.618	109-261
1.000	109-170
0.618	109-114
HIGH	109-022
0.618	108-286
0.500	108-269
0.382	108-251
LOW	108-195
0.618	108-104
1.000	108-048
1.618	107-276
2.618	107-129
4.250	106-208

Fisher Pivots for day following 20-Sep-2022
Pivot	1 day	3 day
R1	108-269	108-316
PP	108-256	108-288
S1	108-243	108-259

Download as Excel Spreadsheet

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

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