ECBOT 5 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 02-Aug-2022

Day Change Summary
	Previous	Current
	01-Aug-2022	02-Aug-2022	Change	Change %	Previous Week
Open	113-245	113-305	0-060	0.2%	113-005
High	113-318	114-078	0-080	0.2%	113-315
Low	113-198	112-262	-0-255	-0.7%	112-232
Close	113-260	112-280	-0-300	-0.8%	113-232
Range	0-120	1-135	1-015	279.2%	1-082
ATR	0-219	0-236	0-017	7.7%	0-000
Volume	890,763	1,283,434	392,671	44.1%	5,430,538

Daily Pivots for day following 02-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	117-185	116-208	113-210
R3	116-050	115-072	113-085
R2	114-235	114-235	113-043
R1	113-258	113-258	113-002	113-179
PP	113-100	113-100	113-100	113-061
S1	112-122	112-122	112-238	112-044
S2	111-285	111-285	112-197
S3	110-150	110-308	112-155
S4	109-015	109-172	112-030

Weekly Pivots for week ending 29-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	117-081	116-239	114-134
R3	115-318	115-157	114-023
R2	114-236	114-236	113-306
R1	114-074	114-074	113-269	114-155
PP	113-153	113-153	113-153	113-194
S1	112-312	112-312	113-196	113-072
S2	112-071	112-071	113-159
S3	110-308	111-229	113-122
S4	109-226	110-147	113-011

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-078	112-232	1-165	1.3%	0-258	0.7%	10%	True	False	1,194,051
10	114-078	111-110	2-288	2.6%	0-241	0.7%	53%	True	False	1,072,774
20	114-078	111-110	2-288	2.6%	0-230	0.6%	53%	True	False	1,001,029
40	114-078	109-058	5-020	4.5%	0-244	0.7%	73%	True	False	1,067,410
60	114-078	109-058	5-020	4.5%	0-221	0.6%	73%	True	False	937,674
80	114-078	109-058	5-020	4.5%	0-215	0.6%	73%	True	False	703,522

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-048
Widest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	120-091
2.618	117-309
1.618	116-174
1.000	115-212
0.618	115-039
HIGH	114-078
0.618	113-224
0.500	113-170
0.382	113-116
LOW	112-262
0.618	111-301
1.000	111-128
1.618	110-166
2.618	109-031
4.250	106-249

Fisher Pivots for day following 02-Aug-2022
Pivot	1 day	3 day
R1	113-170	113-170
PP	113-100	113-100
S1	113-030	113-030

Download as Excel Spreadsheet

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

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