ECBOT 5 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 15-Jul-2022

Day Change Summary
	Previous	Current
	14-Jul-2022	15-Jul-2022	Change	Change %	Previous Week
Open	112-040	111-295	-0-065	-0.2%	111-218
High	112-070	112-122	0-052	0.1%	112-168
Low	111-172	111-275	0-102	0.3%	111-172
Close	111-318	112-005	0-008	0.0%	112-005
Range	0-218	0-168	-0-050	-23.0%	0-315
ATR	0-242	0-237	-0-005	-2.2%	0-000
Volume	1,186,974	843,410	-343,564	-28.9%	5,141,749

Daily Pivots for day following 15-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	113-210	113-115	112-097
R3	113-042	112-268	112-051
R2	112-195	112-195	112-036
R1	112-100	112-100	112-020	112-148
PP	112-028	112-028	112-028	112-051
S1	111-252	111-252	111-310	111-300
S2	111-180	111-180	111-294
S3	111-012	111-085	111-279
S4	110-165	110-238	111-233

Weekly Pivots for week ending 15-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	114-313	114-154	112-178
R3	113-318	113-159	112-092
R2	113-003	113-003	112-063
R1	112-164	112-164	112-034	112-244
PP	112-008	112-008	112-008	112-048
S1	111-169	111-169	111-296	111-249
S2	111-013	111-013	111-267
S3	110-018	110-174	111-238
S4	109-023	109-179	111-152

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%	0-209	0.6%	48%	False	False	1,028,349
10	113-192	111-172	2-020	1.8%	0-260	0.7%	23%	False	False	1,059,746
20	113-192	109-108	4-085	3.8%	0-246	0.7%	63%	False	False	1,045,809
40	113-210	109-058	4-152	4.0%	0-223	0.6%	63%	False	False	1,103,314
60	113-210	109-058	4-152	4.0%	0-216	0.6%	63%	False	False	738,260

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	0-058
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	114-194
2.618	113-241
1.618	113-074
1.000	112-290
0.618	112-226
HIGH	112-122
0.618	112-059
0.500	112-039
0.382	112-019
LOW	111-275
0.618	111-171
1.000	111-108
1.618	111-004
2.618	110-156
4.250	109-203

Fisher Pivots for day following 15-Jul-2022
Pivot	1 day	3 day
R1	112-039	112-003
PP	112-028	112-002
S1	112-016	112-000

Download as Excel Spreadsheet

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

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