ECBOT 10 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 05-Aug-2022

Day Change Summary
	Previous	Current
	04-Aug-2022	05-Aug-2022	Change	Change %	Previous Week
Open	120-120	120-195	0-075	0.2%	121-020
High	120-290	120-245	-0-045	-0.1%	122-020
Low	120-030	119-075	-0-275	-0.7%	119-075
Close	120-235	119-120	-1-115	-1.1%	119-120
Range	0-260	1-170	0-230	88.5%	2-265
ATR	1-033	1-043	0-010	2.8%	0-000
Volume	1,335,255	1,540,474	205,219	15.4%	8,073,585

Daily Pivots for day following 05-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	124-123	123-132	120-070
R3	122-273	121-282	119-255
R2	121-103	121-103	119-210
R1	120-112	120-112	119-165	120-022
PP	119-253	119-253	119-253	119-209
S1	118-262	118-262	119-075	118-172
S2	118-083	118-083	119-030
S3	116-233	117-092	118-305
S4	115-063	115-242	118-170

Weekly Pivots for week ending 05-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	128-227	126-278	120-298
R3	125-282	124-013	120-049
R2	123-017	123-017	119-286
R1	121-068	121-068	119-203	120-230
PP	120-072	120-072	120-072	119-312
S1	118-123	118-123	119-037	117-285
S2	117-127	117-127	118-274
S3	114-182	115-178	118-191
S4	111-237	112-233	117-262

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-020	119-075	2-265	2.4%	1-088	1.1%	5%	False	True	1,614,717
10	122-020	119-075	2-265	2.4%	1-034	0.9%	5%	False	True	1,539,473
20	122-020	117-145	4-195	3.9%	1-024	0.9%	42%	False	False	1,485,412
40	122-020	114-075	7-265	6.6%	1-057	1.0%	66%	False	False	1,597,718
60	122-020	114-075	7-265	6.6%	1-019	0.9%	66%	False	False	1,377,684
80	122-020	114-075	7-265	6.6%	1-020	0.9%	66%	False	False	1,034,682
100	125-035	114-075	10-280	9.1%	1-005	0.9%	47%	False	False	827,757

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	0-078
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	127-088
2.618	124-248
1.618	123-078
1.000	122-095
0.618	121-228
HIGH	120-245
0.618	120-058
0.500	120-000
0.382	119-262
LOW	119-075
0.618	118-092
1.000	117-225
1.618	116-242
2.618	115-072
4.250	112-232

Fisher Pivots for day following 05-Aug-2022
Pivot	1 day	3 day
R1	120-000	120-022
PP	119-253	119-268
S1	119-187	119-194

Download as Excel Spreadsheet

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

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