ECBOT 5 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 26-Jul-2022

Day Change Summary
	Previous	Current
	25-Jul-2022	26-Jul-2022	Change	Change %	Previous Week
Open	113-005	112-305	-0-020	-0.1%	112-002
High	113-020	113-105	0-085	0.2%	113-088
Low	112-242	112-252	0-010	0.0%	111-110
Close	112-270	112-290	0-020	0.1%	112-302
Range	0-098	0-172	0-075	76.9%	1-298
ATR	0-228	0-224	-0-004	-1.7%	0-000
Volume	796,133	838,345	42,212	5.3%	4,380,181

Daily Pivots for day following 26-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	114-200	114-098	113-065
R3	114-028	113-245	113-017
R2	113-175	113-175	113-002
R1	113-072	113-072	112-306	113-038
PP	113-002	113-002	113-002	112-305
S1	112-220	112-220	112-274	112-185
S2	112-150	112-150	112-258
S3	111-298	112-048	112-243
S4	111-125	111-195	112-195

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	113-105	111-110	1-315	1.8%	0-224	0.6%	79%	True	False	951,496
10	113-105	111-110	1-315	1.8%	0-211	0.6%	79%	True	False	955,020
20	113-192	110-258	2-255	2.5%	0-229	0.6%	75%	False	False	961,883
40	113-192	109-058	4-135	3.9%	0-229	0.6%	84%	False	False	1,054,145
60	113-210	109-058	4-152	4.0%	0-218	0.6%	83%	False	False	838,462

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	0-046
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115-198
2.618	114-237
1.618	114-064
1.000	113-278
0.618	113-212
HIGH	113-105
0.618	113-039
0.500	113-019
0.382	112-318
LOW	112-252
0.618	112-146
1.000	112-080
1.618	111-293
2.618	111-121
4.250	110-159

Fisher Pivots for day following 26-Jul-2022
Pivot	1 day	3 day
R1	113-019	112-278
PP	113-002	112-266
S1	112-306	112-254

Download as Excel Spreadsheet

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

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