ECBOT 5 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 03-Aug-2022

Day Change Summary
	Previous	Current
	02-Aug-2022	03-Aug-2022	Change	Change %	Previous Week
Open	113-305	112-290	-1-015	-0.9%	113-005
High	114-078	113-045	-1-032	-1.0%	113-315
Low	112-262	112-098	-0-165	-0.5%	112-232
Close	112-280	112-258	-0-022	-0.1%	113-232
Range	1-135	0-268	-0-188	-41.2%	1-082
ATR	0-236	0-238	0-002	1.0%	0-000
Volume	1,283,434	1,204,107	-79,327	-6.2%	5,430,538

Daily Pivots for day following 03-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	115-082	114-278	113-085
R3	114-135	114-010	113-011
R2	113-188	113-188	112-307
R1	113-062	113-062	112-282	112-311
PP	112-240	112-240	112-240	112-204
S1	112-115	112-115	112-233	112-044
S2	111-292	111-292	112-208
S3	111-025	111-168	112-184
S4	110-078	110-220	112-110

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	112-098	1-300	1.7%	0-272	0.8%	26%	False	True	1,235,286
10	114-078	111-110	2-288	2.6%	0-251	0.7%	50%	False	False	1,122,519
20	114-078	111-110	2-288	2.6%	0-224	0.6%	50%	False	False	1,007,110
40	114-078	109-058	5-020	4.5%	0-247	0.7%	72%	False	False	1,079,346
60	114-078	109-058	5-020	4.5%	0-223	0.6%	72%	False	False	957,628
80	114-078	109-058	5-020	4.5%	0-217	0.6%	72%	False	False	718,566

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	0-052
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	116-222
2.618	115-105
1.618	114-158
1.000	113-312
0.618	113-210
HIGH	113-045
0.618	112-263
0.500	112-231
0.382	112-200
LOW	112-098
0.618	111-252
1.000	111-150
1.618	110-305
2.618	110-037
4.250	108-241

Fisher Pivots for day following 03-Aug-2022
Pivot	1 day	3 day
R1	112-249	113-088
PP	112-240	113-038
S1	112-231	112-308

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols