ECBOT 10 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 24-Aug-2022

Day Change Summary
	Previous	Current
	23-Aug-2022	24-Aug-2022	Change	Change %	Previous Week
Open	117-270	117-220	-0-050	-0.1%	119-110
High	118-070	117-290	-0-100	-0.3%	119-310
Low	117-145	117-035	-0-110	-0.3%	118-010
Close	117-200	117-080	-0-120	-0.3%	118-035
Range	0-245	0-255	0-010	4.1%	1-300
ATR	0-305	0-301	-0-004	-1.2%	0-000
Volume	1,884,881	2,864,145	979,264	52.0%	5,521,439

Daily Pivots for day following 24-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	119-260	119-105	117-220
R3	119-005	118-170	117-150
R2	118-070	118-070	117-127
R1	117-235	117-235	117-103	117-185
PP	117-135	117-135	117-135	117-110
S1	116-300	116-300	117-057	116-250
S2	116-200	116-200	117-033
S3	115-265	116-045	117-010
S4	115-010	115-110	116-260

Weekly Pivots for week ending 19-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	124-165	123-080	119-056
R3	122-185	121-100	118-206
R2	120-205	120-205	118-149
R1	119-120	119-120	118-092	119-012
PP	118-225	118-225	118-225	118-171
S1	117-140	117-140	117-298	117-032
S2	116-245	116-245	117-241
S3	114-265	115-160	117-184
S4	112-285	113-180	117-014

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-075	117-035	2-040	1.8%	0-249	0.7%	7%	False	True	1,679,849
10	120-075	117-035	3-040	2.7%	0-262	0.7%	5%	False	True	1,416,601
20	122-020	117-035	4-305	4.2%	0-314	0.8%	3%	False	True	1,486,138
40	122-020	116-265	5-075	4.5%	1-011	0.9%	8%	False	False	1,467,889
60	122-020	114-075	7-265	6.7%	1-017	0.9%	39%	False	False	1,527,010
80	122-020	114-075	7-265	6.7%	1-006	0.9%	39%	False	False	1,256,811
100	122-105	114-075	8-030	6.9%	1-004	0.9%	37%	False	False	1,005,703
120	128-165	114-075	14-090	12.2%	0-310	0.8%	21%	False	False	838,091

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	0-061
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-094
2.618	119-318
1.618	119-063
1.000	118-225
0.618	118-128
HIGH	117-290
0.618	117-193
0.500	117-162
0.382	117-132
LOW	117-035
0.618	116-197
1.000	116-100
1.618	115-262
2.618	115-007
4.250	113-231

Fisher Pivots for day following 24-Aug-2022
Pivot	1 day	3 day
R1	117-162	117-248
PP	117-135	117-192
S1	117-108	117-136

Download as Excel Spreadsheet

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

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