ECBOT 5 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 07-Jul-2022

Day Change Summary
	Previous	Current
	06-Jul-2022	07-Jul-2022	Change	Change %	Previous Week
Open	113-060	112-125	-0-255	-0.7%	111-108
High	113-192	112-198	-0-315	-0.9%	113-122
Low	112-128	112-002	-0-125	-0.3%	110-258
Close	112-178	112-025	-0-152	-0.4%	112-268
Range	1-065	0-195	-0-190	-49.4%	2-185
ATR	0-254	0-250	-0-004	-1.7%	0-000
Volume	1,082,485	884,350	-198,135	-18.3%	4,874,013

Daily Pivots for day following 07-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	114-020	113-218	112-132
R3	113-145	113-022	112-079
R2	112-270	112-270	112-061
R1	112-148	112-148	112-043	112-111
PP	112-075	112-075	112-075	112-057
S1	111-272	111-272	112-007	111-236
S2	111-200	111-200	111-309
S3	111-005	111-078	111-291
S4	110-130	110-202	111-238

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	113-192	111-165	2-028	1.9%	0-310	0.9%	27%	False	False	1,145,988
10	113-192	110-258	2-255	2.5%	0-254	0.7%	46%	False	False	1,052,955
20	113-192	109-058	4-135	3.9%	0-271	0.8%	66%	False	False	1,156,290
40	113-210	109-058	4-152	4.0%	0-221	0.6%	65%	False	False	954,658
60	113-240	109-058	4-182	4.1%	0-217	0.6%	63%	False	False	637,124

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-056
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	115-066
2.618	114-068
1.618	113-193
1.000	113-072
0.618	112-318
HIGH	112-198
0.618	112-123
0.500	112-100
0.382	112-077
LOW	112-002
0.618	111-202
1.000	111-128
1.618	111-007
2.618	110-132
4.250	109-134

Fisher Pivots for day following 07-Jul-2022
Pivot	1 day	3 day
R1	112-100	112-258
PP	112-075	112-180
S1	112-050	112-102

Download as Excel Spreadsheet

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

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