ECBOT 5 Year T-Note Future December 2022

Trading Metrics calculated at close of trading on 21-Sep-2022

Day Change Summary
	Previous	Current
	20-Sep-2022	21-Sep-2022	Change	Change %	Previous Week
Open	109-008	108-232	-0-095	-0.3%	110-042
High	109-022	108-315	-0-028	-0.1%	110-152
Low	108-195	108-058	-0-138	-0.4%	108-302
Close	108-230	108-275	0-045	0.1%	109-098
Range	0-148	0-258	0-110	74.6%	1-170
ATR	0-181	0-186	0-005	3.0%	0-000
Volume	869,774	1,252,580	382,806	44.0%	4,971,942

Daily Pivots for day following 21-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	111-028	110-249	109-097
R3	110-091	109-312	109-026
R2	109-153	109-153	109-002
R1	109-054	109-054	108-299	109-104
PP	108-216	108-216	108-216	108-241
S1	108-117	108-117	108-251	108-166
S2	107-278	107-278	108-228
S3	107-021	107-179	108-204
S4	106-083	106-242	108-133

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	109-140	108-058	1-082	1.2%	0-164	0.5%	54%	False	True	915,850
10	110-285	108-058	2-228	2.5%	0-182	0.5%	25%	False	True	928,777
20	111-205	108-058	3-148	3.2%	0-177	0.5%	20%	False	True	1,079,635
40	114-105	108-058	6-048	5.6%	0-191	0.5%	11%	False	True	578,220

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	0-048
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	112-129
2.618	111-029
1.618	110-092
1.000	109-252
0.618	109-154
HIGH	108-315
0.618	108-217
0.500	108-186
0.382	108-156
LOW	108-058
0.618	107-218
1.000	107-120
1.618	106-281
2.618	106-023
4.250	104-243

Fisher Pivots for day following 21-Sep-2022
Pivot	1 day	3 day
R1	108-245	108-263
PP	108-216	108-252
S1	108-186	108-240

Download as Excel Spreadsheet

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

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