ECBOT 5 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 19-Jul-2022

Day Change Summary
	Previous	Current
	18-Jul-2022	19-Jul-2022	Change	Change %	Previous Week
Open	112-002	111-250	-0-072	-0.2%	111-218
High	112-065	111-312	-0-072	-0.2%	112-168
Low	111-212	111-168	-0-045	-0.1%	111-172
Close	111-308	111-185	-0-122	-0.3%	112-005
Range	0-172	0-145	-0-028	-15.9%	0-315
ATR	0-232	0-226	-0-006	-2.7%	0-000
Volume	634,465	622,711	-11,754	-1.9%	5,141,749

Daily Pivots for day following 19-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	113-017	112-246	111-265
R3	112-192	112-101	111-225
R2	112-047	112-047	111-212
R1	111-276	111-276	111-198	111-249
PP	111-222	111-222	111-222	111-208
S1	111-131	111-131	111-172	111-104
S2	111-077	111-077	111-158
S3	110-252	110-306	111-145
S4	110-107	110-161	111-105

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	112-148	111-168	0-300	0.8%	0-198	0.6%	6%	False	True	958,544
10	113-192	111-168	2-025	1.9%	0-218	0.6%	3%	False	True	929,284
20	113-192	110-042	3-150	3.1%	0-228	0.6%	42%	False	False	985,634
40	113-210	109-058	4-152	4.0%	0-221	0.6%	54%	False	False	1,128,412
60	113-210	109-058	4-152	4.0%	0-216	0.6%	54%	False	False	759,212

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-055
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	113-289
2.618	113-052
1.618	112-227
1.000	112-138
0.618	112-082
HIGH	111-312
0.618	111-257
0.500	111-240
0.382	111-223
LOW	111-168
0.618	111-078
1.000	111-022
1.618	110-253
2.618	110-108
4.250	109-191

Fisher Pivots for day following 19-Jul-2022
Pivot	1 day	3 day
R1	111-240	111-305
PP	111-222	111-265
S1	111-203	111-225

Download as Excel Spreadsheet

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

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