ECBOT 10 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 11-Aug-2022

Day Change Summary
	Previous	Current
	10-Aug-2022	11-Aug-2022	Change	Change %	Previous Week
Open	119-180	119-245	0-065	0.2%	121-020
High	120-220	120-075	-0-145	-0.4%	122-020
Low	119-110	118-310	-0-120	-0.3%	119-075
Close	119-240	119-030	-0-210	-0.5%	119-120
Range	1-110	1-085	-0-025	-5.8%	2-265
ATR	1-028	1-032	0-004	1.2%	0-000
Volume	1,694,075	1,468,557	-225,518	-13.3%	8,073,585

Daily Pivots for day following 11-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	123-073	122-137	119-253
R3	121-308	121-052	119-141
R2	120-223	120-223	119-104
R1	119-287	119-287	119-067	119-212
PP	119-138	119-138	119-138	119-101
S1	118-202	118-202	118-313	118-128
S2	118-053	118-053	118-276
S3	116-288	117-117	118-239
S4	115-203	116-032	118-127

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	120-245	118-310	1-255	1.5%	1-030	0.9%	7%	False	True	1,327,638
10	122-020	118-310	3-030	2.6%	1-038	0.9%	4%	False	True	1,516,405
20	122-020	117-145	4-195	3.9%	1-018	0.9%	36%	False	False	1,421,740
40	122-020	114-100	7-240	6.5%	1-041	0.9%	62%	False	False	1,517,903
60	122-020	114-075	7-265	6.6%	1-020	0.9%	62%	False	False	1,460,964
80	122-020	114-075	7-265	6.6%	1-016	0.9%	62%	False	False	1,098,391
100	123-310	114-075	9-235	8.2%	1-012	0.9%	50%	False	False	878,734

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	0-088
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-196
2.618	123-175
1.618	122-090
1.000	121-160
0.618	121-005
HIGH	120-075
0.618	119-240
0.500	119-192
0.382	119-145
LOW	118-310
0.618	118-060
1.000	117-225
1.618	116-295
2.618	115-210
4.250	113-189

Fisher Pivots for day following 11-Aug-2022
Pivot	1 day	3 day
R1	119-192	119-265
PP	119-138	119-187
S1	119-084	119-108

Download as Excel Spreadsheet

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

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