ECBOT 5 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 04-Aug-2022

Day Change Summary
	Previous	Current
	03-Aug-2022	04-Aug-2022	Change	Change %	Previous Week
Open	112-290	113-000	0-030	0.1%	113-005
High	113-045	113-120	0-075	0.2%	113-315
Low	112-098	112-252	0-155	0.4%	112-232
Close	112-258	113-088	0-150	0.4%	113-232
Range	0-268	0-188	-0-080	-29.9%	1-082
ATR	0-238	0-235	-0-004	-1.5%	0-000
Volume	1,204,107	866,490	-337,617	-28.0%	5,430,538

Daily Pivots for day following 04-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	114-289	114-216	113-191
R3	114-102	114-028	113-139
R2	113-234	113-234	113-122
R1	113-161	113-161	113-105	113-198
PP	113-047	113-047	113-047	113-065
S1	112-293	112-293	113-070	113-010
S2	112-179	112-179	113-053
S3	111-312	112-106	113-036
S4	111-124	111-238	112-304

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%	0-240	0.7%	50%	False	False	1,115,634
10	114-078	112-082	1-315	1.8%	0-234	0.6%	51%	False	False	1,089,367
20	114-078	111-110	2-288	2.6%	0-224	0.6%	67%	False	False	1,006,217
40	114-078	109-058	5-020	4.5%	0-247	0.7%	81%	False	False	1,081,253
60	114-078	109-058	5-020	4.5%	0-222	0.6%	81%	False	False	971,845
80	114-078	109-058	5-020	4.5%	0-219	0.6%	81%	False	False	729,397

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	0-054
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	115-277
2.618	114-291
1.618	114-103
1.000	113-308
0.618	113-236
HIGH	113-120
0.618	113-048
0.500	113-026
0.382	113-004
LOW	112-252
0.618	112-137
1.000	112-065
1.618	111-269
2.618	111-082
4.250	110-096

Fisher Pivots for day following 04-Aug-2022
Pivot	1 day	3 day
R1	113-067	113-088
PP	113-047	113-088
S1	113-026	113-088

Download as Excel Spreadsheet

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

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