ECBOT 5 Year T-Note Future September 2022

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

Day Change Summary
	Previous	Current
	01-Jul-2022	05-Jul-2022	Change	Change %	Previous Week
Open	112-028	112-310	0-282	0.8%	111-108
High	113-122	113-138	0-015	0.0%	113-122
Low	112-012	112-158	0-145	0.4%	110-258
Close	112-268	113-068	0-120	0.3%	112-268
Range	1-110	0-300	-0-130	-30.2%	2-185
ATR	0-239	0-244	0-004	1.8%	0-000
Volume	1,348,713	1,213,084	-135,629	-10.1%	4,874,013

Daily Pivots for day following 05-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	115-274	115-151	113-232
R3	114-294	114-171	113-150
R2	113-314	113-314	113-122
R1	113-191	113-191	113-095	113-252
PP	113-014	113-014	113-014	113-045
S1	112-211	112-211	113-040	112-272
S2	112-034	112-034	113-012
S3	111-054	111-231	112-305
S4	110-074	110-251	112-222

Weekly Pivots for week ending 01-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	120-024	119-011	114-081
R3	117-159	116-146	113-174
R2	114-294	114-294	113-099
R1	113-281	113-281	113-023	114-128
PP	112-109	112-109	112-109	112-192
S1	111-096	111-096	112-192	111-262
S2	109-244	109-244	112-116
S3	107-059	108-231	112-041
S4	104-194	106-046	111-134

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-138	110-258	2-200	2.3%	0-255	0.7%	92%	True	False	1,037,470
10	113-138	110-042	3-095	2.9%	0-237	0.7%	93%	True	False	1,041,985
20	113-138	109-058	4-080	3.8%	0-258	0.7%	95%	True	False	1,133,792
40	113-210	109-058	4-152	4.0%	0-217	0.6%	90%	False	False	905,997
60	113-240	109-058	4-182	4.0%	0-210	0.6%	88%	False	False	604,353

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	0-041
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117-132
2.618	115-283
1.618	114-303
1.000	114-118
0.618	114-003
HIGH	113-138
0.618	113-023
0.500	112-308
0.382	112-272
LOW	112-158
0.618	111-292
1.000	111-178
1.618	110-312
2.618	110-012
4.250	108-162

Fisher Pivots for day following 05-Jul-2022
Pivot	1 day	3 day
R1	113-041	112-309
PP	113-014	112-230
S1	112-308	112-151

Download as Excel Spreadsheet

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

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