ECBOT 10 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 28-Jul-2022

Day Change Summary
	Previous	Current
	27-Jul-2022	28-Jul-2022	Change	Change %	Previous Week
Open	119-230	120-000	0-090	0.2%	118-210
High	120-155	121-085	0-250	0.6%	120-110
Low	119-195	119-235	0-040	0.1%	117-145
Close	120-135	120-315	0-180	0.5%	119-285
Range	0-280	1-170	0-210	75.0%	2-285
ATR	1-016	1-027	0-011	3.3%	0-000
Volume	1,309,166	1,861,248	552,082	42.2%	6,735,801

Daily Pivots for day following 28-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	125-082	124-208	121-264
R3	123-232	123-038	121-130
R2	122-062	122-062	121-085
R1	121-188	121-188	121-040	121-285
PP	120-212	120-212	120-212	120-260
S1	120-018	120-018	120-270	120-115
S2	119-042	119-042	120-225
S3	117-192	118-168	120-180
S4	116-022	116-318	120-046

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	121-085	118-300	2-105	1.9%	1-014	0.9%	88%	True	False	1,425,488
10	121-085	117-145	3-260	3.2%	0-319	0.8%	93%	True	False	1,327,075
20	121-085	117-140	3-265	3.2%	1-040	0.9%	93%	True	False	1,480,950
40	121-085	114-075	7-010	5.8%	1-033	0.9%	96%	True	False	1,532,961
60	121-085	114-075	7-010	5.8%	1-014	0.9%	96%	True	False	1,211,358
80	122-060	114-075	7-305	6.6%	1-010	0.9%	85%	False	False	908,859
100	128-165	114-075	14-090	11.8%	0-312	0.8%	47%	False	False	727,095

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-060
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	127-248
2.618	125-088
1.618	123-238
1.000	122-255
0.618	122-068
HIGH	121-085
0.618	120-218
0.500	120-160
0.382	120-102
LOW	119-235
0.618	118-252
1.000	118-065
1.618	117-082
2.618	115-232
4.250	113-072

Fisher Pivots for day following 28-Jul-2022
Pivot	1 day	3 day
R1	120-263	120-257
PP	120-212	120-198
S1	120-160	120-140

Download as Excel Spreadsheet

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

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