ECBOT 5 Year T-Note Future December 2022

Trading Metrics calculated at close of trading on 26-Sep-2022

Day Change Summary
	Previous	Current
	23-Sep-2022	26-Sep-2022	Change	Change %	Previous Week
Open	107-268	107-200	-0-068	-0.2%	109-085
High	107-312	107-200	-0-112	-0.3%	109-102
Low	107-052	106-205	-0-168	-0.5%	107-052
Close	107-185	106-268	-0-238	-0.7%	107-185
Range	0-260	0-315	0-055	21.2%	2-050
ATR	0-202	0-210	0-008	4.0%	0-000
Volume	1,348,205	1,441,610	93,405	6.9%	5,631,032

Daily Pivots for day following 26-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	109-316	109-127	107-121
R3	109-001	108-132	107-034
R2	108-006	108-006	107-005
R1	107-137	107-137	106-296	107-074
PP	107-011	107-011	107-011	106-299
S1	106-142	106-142	106-239	106-079
S2	106-016	106-016	106-210
S3	105-021	105-147	106-181
S4	104-026	104-152	106-094

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	109-022	106-205	2-138	2.3%	0-248	0.7%	8%	False	True	1,278,800
10	110-152	106-205	3-268	3.6%	0-216	0.6%	5%	False	True	1,137,506
20	111-055	106-205	4-170	4.2%	0-197	0.6%	4%	False	True	1,028,425
40	114-105	106-205	7-220	7.2%	0-197	0.6%	3%	False	True	685,001

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	0-037
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	111-259
2.618	110-065
1.618	109-070
1.000	108-195
0.618	108-075
HIGH	107-200
0.618	107-080
0.500	107-042
0.382	107-005
LOW	106-205
0.618	106-010
1.000	105-210
1.618	105-015
2.618	104-020
4.250	102-146

Fisher Pivots for day following 26-Sep-2022
Pivot	1 day	3 day
R1	107-042	107-198
PP	107-011	107-114
S1	106-299	107-031

Download as Excel Spreadsheet

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

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