ECBOT 5 Year T-Note Future December 2022

Trading Metrics calculated at close of trading on 22-Sep-2022

Day Change Summary
	Previous	Current
	21-Sep-2022	22-Sep-2022	Change	Change %	Previous Week
Open	108-232	108-180	-0-052	-0.2%	110-042
High	108-315	108-190	-0-125	-0.4%	110-152
Low	108-058	107-250	-0-128	-0.4%	108-302
Close	108-275	107-280	-0-315	-0.9%	109-098
Range	0-258	0-260	0-002	1.0%	1-170
ATR	0-186	0-198	0-011	6.1%	0-000
Volume	1,252,580	1,481,833	229,253	18.3%	4,971,942

Daily Pivots for day following 22-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	110-167	110-003	108-103
R3	109-227	109-063	108-032
R2	108-287	108-287	108-008
R1	108-123	108-123	107-304	108-075
PP	108-027	108-027	108-027	108-002
S1	107-183	107-183	107-256	107-135
S2	107-087	107-087	107-232
S3	106-147	106-243	107-208
S4	105-207	105-303	107-137

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	109-118	107-250	1-188	1.5%	0-188	0.5%	6%	False	True	1,034,539
10	110-198	107-250	2-268	2.6%	0-187	0.5%	3%	False	True	992,019
20	111-165	107-250	3-235	3.5%	0-181	0.5%	3%	False	True	1,068,651
40	114-105	107-250	6-175	6.1%	0-194	0.6%	1%	False	True	615,262

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-039
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	112-015
2.618	110-231
1.618	109-291
1.000	109-130
0.618	109-031
HIGH	108-190
0.618	108-091
0.500	108-060
0.382	108-029
LOW	107-250
0.618	107-089
1.000	106-310
1.618	106-149
2.618	105-209
4.250	104-105

Fisher Pivots for day following 22-Sep-2022
Pivot	1 day	3 day
R1	108-060	108-136
PP	108-027	108-078
S1	107-313	108-019

Download as Excel Spreadsheet

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

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