ECBOT 5 Year T-Note Future September 2022

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

Day Change Summary
	Previous	Current
	07-Jul-2022	08-Jul-2022	Change	Change %	Previous Week
Open	112-125	112-058	-0-068	-0.2%	112-310
High	112-198	112-108	-0-090	-0.2%	113-192
Low	112-002	111-185	-0-138	-0.4%	111-185
Close	112-025	111-212	-0-132	-0.4%	111-212
Range	0-195	0-242	0-048	24.4%	2-008
ATR	0-250	0-249	-0-001	-0.2%	0-000
Volume	884,350	927,084	42,734	4.8%	4,107,003

Daily Pivots for day following 08-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	114-042	113-210	112-026
R3	113-120	112-288	111-279
R2	112-198	112-198	111-257
R1	112-045	112-045	111-235	112-000
PP	111-275	111-275	111-275	111-252
S1	111-122	111-122	111-190	111-078
S2	111-032	111-032	111-168
S3	110-110	110-200	111-146
S4	109-188	109-278	111-079

Weekly Pivots for week ending 08-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	118-112	117-010	112-249
R3	116-105	115-002	112-071
R2	114-098	114-098	112-011
R1	112-315	112-315	111-272	112-202
PP	112-090	112-090	112-090	112-034
S1	110-308	110-308	111-153	110-195
S2	110-082	110-082	111-094
S3	108-075	108-300	111-034
S4	106-068	106-292	110-176

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-192	111-185	2-008	1.8%	0-310	0.9%	4%	False	True	1,091,143
10	113-192	110-258	2-255	2.5%	0-245	0.7%	31%	False	False	994,858
20	113-192	109-058	4-135	4.0%	0-278	0.8%	56%	False	False	1,166,185
40	113-210	109-058	4-152	4.0%	0-222	0.6%	55%	False	False	977,569
60	113-240	109-058	4-182	4.1%	0-220	0.6%	54%	False	False	652,575

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	0-059
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115-178
2.618	114-102
1.618	113-180
1.000	113-030
0.618	112-257
HIGH	112-108
0.618	112-015
0.500	111-306
0.382	111-278
LOW	111-185
0.618	111-035
1.000	110-262
1.618	110-113
2.618	109-190
4.250	108-114

Fisher Pivots for day following 08-Jul-2022
Pivot	1 day	3 day
R1	111-306	112-189
PP	111-275	112-090
S1	111-244	111-311

Download as Excel Spreadsheet

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

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