ECBOT 5 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 25-Jul-2022

Day Change Summary
	Previous	Current
	22-Jul-2022	25-Jul-2022	Change	Change %	Previous Week
Open	112-128	113-005	0-198	0.5%	112-002
High	113-088	113-020	-0-068	-0.2%	113-088
Low	112-082	112-242	0-160	0.4%	111-110
Close	112-302	112-270	-0-032	-0.1%	112-302
Range	1-005	0-098	-0-228	-70.0%	1-298
ATR	0-238	0-228	-0-010	-4.2%	0-000
Volume	1,218,343	796,133	-422,210	-34.7%	4,380,181

Daily Pivots for day following 25-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	113-257	113-201	113-004
R3	113-159	113-103	112-297
R2	113-062	113-062	112-288
R1	113-006	113-006	112-279	112-305
PP	112-284	112-284	112-284	112-274
S1	112-228	112-228	112-261	112-208
S2	112-187	112-187	112-252
S3	112-089	112-131	112-243
S4	111-312	112-033	112-216

Weekly Pivots for week ending 22-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	118-099	117-178	114-002
R3	116-122	115-201	113-152
R2	114-144	114-144	113-096
R1	113-223	113-223	113-039	114-024
PP	112-167	112-167	112-167	112-227
S1	111-246	111-246	112-246	112-046
S2	110-189	110-189	112-189
S3	108-212	109-268	112-133
S4	106-234	107-291	111-283

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-088	111-110	1-298	1.7%	0-218	0.6%	78%	False	False	908,369
10	113-088	111-110	1-298	1.7%	0-210	0.6%	78%	False	False	961,008
20	113-192	110-258	2-255	2.5%	0-229	0.6%	73%	False	False	964,953
40	113-210	109-058	4-152	4.0%	0-228	0.6%	82%	False	False	1,069,918
60	113-210	109-058	4-152	4.0%	0-218	0.6%	82%	False	False	824,492

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-041
Narrowest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	114-114
2.618	113-275
1.618	113-178
1.000	113-118
0.618	113-080
HIGH	113-020
0.618	112-303
0.500	112-291
0.382	112-280
LOW	112-242
0.618	112-182
1.000	112-145
1.618	112-085
2.618	111-307
4.250	111-148

Fisher Pivots for day following 25-Jul-2022
Pivot	1 day	3 day
R1	112-291	112-213
PP	112-284	112-156
S1	112-277	112-099

Download as Excel Spreadsheet

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

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