ECBOT 10 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 27-Jul-2022

Day Change Summary
	Previous	Current
	26-Jul-2022	27-Jul-2022	Change	Change %	Previous Week
Open	119-265	119-230	-0-035	-0.1%	118-210
High	120-155	120-155	0-000	0.0%	120-110
Low	119-215	119-195	-0-020	-0.1%	117-145
Close	119-275	120-135	0-180	0.5%	119-285
Range	0-260	0-280	0-020	7.7%	2-285
ATR	1-020	1-016	-0-004	-1.3%	0-000
Volume	1,126,477	1,309,166	182,689	16.2%	6,735,801

Daily Pivots for day following 27-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	122-255	122-155	120-289
R3	121-295	121-195	120-212
R2	121-015	121-015	120-186
R1	120-235	120-235	120-161	120-285
PP	120-055	120-055	120-055	120-080
S1	119-275	119-275	120-109	120-005
S2	119-095	119-095	120-084
S3	118-135	118-315	120-058
S4	117-175	118-035	119-301

Weekly Pivots for week ending 22-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	127-288	126-252	121-154
R3	125-003	123-287	120-219
R2	122-038	122-038	120-135
R1	121-002	121-002	120-050	121-180
PP	119-073	119-073	119-073	119-162
S1	118-037	118-037	119-200	118-215
S2	116-108	116-108	119-115
S3	113-143	115-072	119-031
S4	110-178	112-107	118-096

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-155	117-145	3-010	2.5%	1-028	0.9%	98%	True	False	1,416,049
10	120-155	117-145	3-010	2.5%	0-304	0.8%	98%	True	False	1,306,701
20	120-165	116-265	3-220	3.1%	1-028	0.9%	97%	False	False	1,449,640
40	120-165	114-075	6-090	5.2%	1-029	0.9%	99%	False	False	1,547,446
60	120-195	114-075	6-120	5.3%	1-011	0.9%	97%	False	False	1,180,369
80	122-105	114-075	8-030	6.7%	1-007	0.8%	76%	False	False	885,594
100	128-165	114-075	14-090	11.9%	0-310	0.8%	43%	False	False	708,482

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-057
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	124-065
2.618	122-248
1.618	121-288
1.000	121-115
0.618	121-008
HIGH	120-155
0.618	120-048
0.500	120-015
0.382	119-302
LOW	119-195
0.618	119-022
1.000	118-235
1.618	118-062
2.618	117-102
4.250	115-285

Fisher Pivots for day following 27-Jul-2022
Pivot	1 day	3 day
R1	120-095	120-088
PP	120-055	120-042
S1	120-015	119-315

Download as Excel Spreadsheet

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

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