ECBOT 10 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 08-Aug-2022

Day Change Summary
	Previous	Current
	05-Aug-2022	08-Aug-2022	Change	Change %	Previous Week
Open	120-195	119-100	-1-095	-1.1%	121-020
High	120-245	120-005	-0-240	-0.6%	122-020
Low	119-075	119-085	0-010	0.0%	119-075
Close	119-120	119-275	0-155	0.4%	119-120
Range	1-170	0-240	-0-250	-51.0%	2-265
ATR	1-043	1-034	-0-009	-2.4%	0-000
Volume	1,540,474	973,724	-566,750	-36.8%	8,073,585

Daily Pivots for day following 08-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	121-308	121-212	120-087
R3	121-068	120-292	120-021
R2	120-148	120-148	119-319
R1	120-052	120-052	119-297	120-100
PP	119-228	119-228	119-228	119-252
S1	119-132	119-132	119-253	119-180
S2	118-308	118-308	119-231
S3	118-068	118-212	119-209
S4	117-148	117-292	119-143

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%	1-086	1.1%	22%	False	False	1,538,889
10	122-020	119-075	2-265	2.4%	1-038	0.9%	22%	False	False	1,533,695
20	122-020	117-145	4-195	3.8%	1-020	0.9%	52%	False	False	1,479,179
40	122-020	114-075	7-265	6.5%	1-059	1.0%	72%	False	False	1,587,218
60	122-020	114-075	7-265	6.5%	1-016	0.9%	72%	False	False	1,393,412
80	122-020	114-075	7-265	6.5%	1-017	0.9%	72%	False	False	1,046,850
100	124-200	114-075	10-125	8.7%	1-006	0.8%	54%	False	False	837,494

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-080
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	123-065
2.618	121-313
1.618	121-073
1.000	120-245
0.618	120-153
HIGH	120-005
0.618	119-233
0.500	119-205
0.382	119-177
LOW	119-085
0.618	118-257
1.000	118-165
1.618	118-017
2.618	117-097
4.250	116-025

Fisher Pivots for day following 08-Aug-2022
Pivot	1 day	3 day
R1	119-252	120-022
PP	119-228	120-000
S1	119-205	119-298

Download as Excel Spreadsheet

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

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