ECBOT 10 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 01-Aug-2022

Day Change Summary
	Previous	Current
	29-Jul-2022	01-Aug-2022	Change	Change %	Previous Week
Open	120-310	121-020	0-030	0.1%	120-020
High	121-125	121-200	0-075	0.2%	121-125
Low	120-170	120-270	0-100	0.3%	119-155
Close	121-045	121-115	0-070	0.2%	121-045
Range	0-275	0-250	-0-025	-9.1%	1-290
ATR	1-022	1-015	-0-007	-1.9%	0-000
Volume	1,992,752	1,352,861	-639,891	-32.1%	7,321,149

Daily Pivots for day following 01-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	123-198	123-087	121-252
R3	122-268	122-157	121-184
R2	122-018	122-018	121-161
R1	121-227	121-227	121-138	121-282
PP	121-088	121-088	121-088	121-116
S1	120-297	120-297	121-092	121-032
S2	120-158	120-158	121-069
S3	119-228	120-047	121-046
S4	118-298	119-117	120-298

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	121-200	119-195	2-005	1.7%	0-311	0.8%	87%	True	False	1,528,500
10	121-200	117-145	4-055	3.4%	1-002	0.8%	94%	True	False	1,447,497
20	121-200	117-145	4-055	3.4%	1-018	0.9%	94%	True	False	1,456,197
40	121-200	114-075	7-125	6.1%	1-035	0.9%	96%	True	False	1,546,579
60	121-200	114-075	7-125	6.1%	1-014	0.9%	96%	True	False	1,266,970
80	121-200	114-075	7-125	6.1%	1-009	0.8%	96%	True	False	950,678
100	126-310	114-075	12-235	10.5%	0-315	0.8%	56%	False	False	760,551

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-070
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	124-302
2.618	123-214
1.618	122-284
1.000	122-130
0.618	122-034
HIGH	121-200
0.618	121-104
0.500	121-075
0.382	121-046
LOW	120-270
0.618	120-116
1.000	120-020
1.618	119-186
2.618	118-256
4.250	117-168

Fisher Pivots for day following 01-Aug-2022
Pivot	1 day	3 day
R1	121-102	121-042
PP	121-088	120-290
S1	121-075	120-218

Download as Excel Spreadsheet

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

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