ECBOT 5 Year T-Note Future December 2022

Trading Metrics calculated at close of trading on 23-Sep-2022

Day Change Summary
	Previous	Current
	22-Sep-2022	23-Sep-2022	Change	Change %	Previous Week
Open	108-180	107-268	-0-232	-0.7%	109-085
High	108-190	107-312	-0-198	-0.6%	109-102
Low	107-250	107-052	-0-198	-0.6%	107-052
Close	107-280	107-185	-0-095	-0.3%	107-185
Range	0-260	0-260	0-000	0.0%	2-050
ATR	0-198	0-202	0-004	2.2%	0-000
Volume	1,481,833	1,348,205	-133,628	-9.0%	5,631,032

Daily Pivots for day following 23-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	110-003	109-194	108-008
R3	109-063	108-254	107-256
R2	108-123	108-123	107-233
R1	107-314	107-314	107-209	107-249
PP	107-183	107-183	107-183	107-151
S1	107-054	107-054	107-161	106-309
S2	106-243	106-243	107-137
S3	105-303	106-114	107-114
S4	105-043	105-174	107-042

Weekly Pivots for week ending 23-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	114-157	113-061	108-244
R3	112-107	111-011	108-055
R2	110-057	110-057	107-312
R1	108-281	108-281	107-248	108-144
PP	108-007	108-007	108-007	107-258
S1	106-231	106-231	107-122	106-094
S2	105-277	105-277	107-058
S3	103-227	104-181	106-315
S4	101-177	102-131	106-126

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	109-102	107-052	2-050	2.0%	0-214	0.6%	19%	False	True	1,126,206
10	110-152	107-052	3-100	3.1%	0-197	0.6%	13%	False	True	1,060,297
20	111-165	107-052	4-112	4.0%	0-189	0.5%	10%	False	True	1,034,727
40	114-105	107-052	7-052	6.7%	0-192	0.6%	6%	False	True	648,965

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
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	0-039

Fibonacci Retracements and Extensions
4.250	111-138
2.618	110-033
1.618	109-093
1.000	108-252
0.618	108-153
HIGH	107-312
0.618	107-213
0.500	107-182
0.382	107-152
LOW	107-052
0.618	106-212
1.000	106-112
1.618	105-272
2.618	105-012
4.250	103-228

Fisher Pivots for day following 23-Sep-2022
Pivot	1 day	3 day
R1	107-184	108-024
PP	107-183	107-291
S1	107-182	107-238

Download as Excel Spreadsheet

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

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