ECBOT 5 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 14-Jul-2022

Day Change Summary
	Previous	Current
	13-Jul-2022	14-Jul-2022	Change	Change %	Previous Week
Open	112-055	112-040	-0-015	0.0%	112-310
High	112-148	112-070	-0-078	-0.2%	113-192
Low	111-182	111-172	-0-010	0.0%	111-185
Close	112-060	111-318	-0-062	-0.2%	111-212
Range	0-285	0-218	-0-068	-23.7%	2-008
ATR	0-244	0-242	-0-002	-0.8%	0-000
Volume	1,505,164	1,186,974	-318,190	-21.1%	4,107,003

Daily Pivots for day following 14-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	113-306	113-209	112-117
R3	113-088	112-312	112-057
R2	112-191	112-191	112-037
R1	112-094	112-094	112-017	112-034
PP	111-293	111-293	111-293	111-263
S1	111-197	111-197	111-298	111-136
S2	111-076	111-076	111-278
S3	110-178	110-299	111-258
S4	109-281	110-082	111-198

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	112-168	111-172	0-315	0.9%	0-224	0.6%	46%	False	True	1,045,084
10	113-192	111-165	2-028	1.9%	0-267	0.7%	23%	False	False	1,095,536
20	113-192	109-085	4-108	3.9%	0-256	0.7%	63%	False	False	1,076,562
40	113-210	109-058	4-152	4.0%	0-225	0.6%	63%	False	False	1,083,492
60	113-210	109-058	4-152	4.0%	0-217	0.6%	63%	False	False	724,203

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	0-059
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115-034
2.618	113-319
1.618	113-102
1.000	112-288
0.618	112-204
HIGH	112-070
0.618	111-307
0.500	111-281
0.382	111-256
LOW	111-172
0.618	111-038
1.000	110-275
1.618	110-141
2.618	109-243
4.250	108-208

Fisher Pivots for day following 14-Jul-2022
Pivot	1 day	3 day
R1	111-305	112-010
PP	111-293	112-006
S1	111-281	112-002

Download as Excel Spreadsheet

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

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