ECBOT 10 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 29-Jul-2022

Day Change Summary
	Previous	Current
	28-Jul-2022	29-Jul-2022	Change	Change %	Previous Week
Open	120-000	120-310	0-310	0.8%	120-020
High	121-085	121-125	0-040	0.1%	121-125
Low	119-235	120-170	0-255	0.7%	119-155
Close	120-315	121-045	0-050	0.1%	121-045
Range	1-170	0-275	-0-215	-43.9%	1-290
ATR	1-027	1-022	-0-005	-1.5%	0-000
Volume	1,861,248	1,992,752	131,504	7.1%	7,321,149

Daily Pivots for day following 29-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	123-192	123-073	121-196
R3	122-237	122-118	121-121
R2	121-282	121-282	121-095
R1	121-163	121-163	121-070	121-222
PP	121-007	121-007	121-007	121-036
S1	120-208	120-208	121-020	120-268
S2	120-052	120-052	120-315
S3	119-097	119-253	120-289
S4	118-142	118-298	120-214

Weekly Pivots for week ending 29-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	126-125	125-215	122-060
R3	124-155	123-245	121-213
R2	122-185	122-185	121-157
R1	121-275	121-275	121-101	122-070
PP	120-215	120-215	120-215	120-272
S1	119-305	119-305	120-309	120-100
S2	118-245	118-245	120-253
S3	116-275	118-015	120-197
S4	114-305	116-045	120-030

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-125	119-155	1-290	1.6%	0-299	0.8%	87%	True	False	1,464,229
10	121-125	117-145	3-300	3.3%	1-006	0.8%	94%	True	False	1,405,695
20	121-125	117-145	3-300	3.3%	1-036	0.9%	94%	True	False	1,488,118
40	121-125	114-075	7-050	5.9%	1-032	0.9%	97%	True	False	1,539,276
60	121-125	114-075	7-050	5.9%	1-015	0.9%	97%	True	False	1,244,536
80	122-035	114-075	7-280	6.5%	1-012	0.9%	88%	False	False	933,768
100	126-310	114-075	12-235	10.5%	0-313	0.8%	54%	False	False	747,022

Crabel Price Patterns
NR	True
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	0-072
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125-014
2.618	123-205
1.618	122-250
1.000	122-080
0.618	121-295
HIGH	121-125
0.618	121-020
0.500	120-308
0.382	120-275
LOW	120-170
0.618	120-000
1.000	119-215
1.618	119-045
2.618	118-090
4.250	116-281

Fisher Pivots for day following 29-Jul-2022
Pivot	1 day	3 day
R1	121-026	120-297
PP	121-007	120-228
S1	120-308	120-160

Download as Excel Spreadsheet

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

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