ECBOT 5 Year T-Note Future September 2022


Trading Metrics calculated at close of trading on 30-Sep-2022
Day Change Summary
Previous Current
29-Sep-2022 30-Sep-2022 Change Change % Previous Week
Open 107-285 108-050 0-085 0.2% 107-132
High 107-318 108-165 0-168 0.5% 108-165
Low 107-228 108-050 0-142 0.4% 106-270
Close 107-302 108-090 0-108 0.3% 108-090
Range 0-090 0-115 0-025 27.8% 1-215
ATR 0-211 0-209 -0-002 -1.0% 0-000
Volume 13 39 26 200.0% 1,199
Daily Pivots for day following 30-Sep-2022
Classic Woodie Camarilla DeMark
R4 109-127 109-063 108-153
R3 109-012 108-268 108-122
R2 108-217 108-217 108-111
R1 108-153 108-153 108-101 108-185
PP 108-102 108-102 108-102 108-118
S1 108-038 108-038 108-079 108-070
S2 107-307 107-307 108-069
S3 107-192 107-243 108-058
S4 107-077 107-128 108-027
Weekly Pivots for week ending 30-Sep-2022
Classic Woodie Camarilla DeMark
R4 112-287 112-083 109-064
R3 111-072 110-188 108-237
R2 109-177 109-177 108-188
R1 108-293 108-293 108-139 109-075
PP 107-282 107-282 107-282 108-012
S1 107-078 107-078 108-041 107-180
S2 106-067 106-067 107-312
S3 104-172 105-183 107-263
S4 102-277 103-288 107-116
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108-165 106-270 1-215 1.5% 0-203 0.6% 86% True False 239
10 109-055 106-270 2-105 2.2% 0-186 0.5% 62% False False 256
20 110-318 106-270 4-048 3.8% 0-183 0.5% 35% False False 3,932
40 113-090 106-270 6-140 5.9% 0-179 0.5% 22% False False 516,689
60 114-078 106-270 7-128 6.8% 0-194 0.6% 19% False False 679,865
80 114-078 106-270 7-128 6.8% 0-213 0.6% 19% False False 798,971
100 114-078 106-270 7-128 6.8% 0-205 0.6% 19% False False 789,782
120 114-078 106-270 7-128 6.8% 0-205 0.6% 19% False False 658,494
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110-014
2.618 109-146
1.618 109-031
1.000 108-280
0.618 108-236
HIGH 108-165
0.618 108-121
0.500 108-108
0.382 108-094
LOW 108-050
0.618 107-299
1.000 107-255
1.618 107-184
2.618 107-069
4.250 106-201
Fisher Pivots for day following 30-Sep-2022
Pivot 1 day 3 day
R1 108-108 108-028
PP 108-102 107-286
S1 108-096 107-224

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

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