ECBOT 5 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 05-Aug-2022

Day Change Summary
	Previous	Current
	04-Aug-2022	05-Aug-2022	Change	Change %	Previous Week
Open	113-000	113-062	0-062	0.2%	113-245
High	113-120	113-090	-0-030	-0.1%	114-078
Low	112-252	112-065	-0-188	-0.5%	112-065
Close	113-088	112-092	-0-315	-0.9%	112-092
Range	0-188	1-025	0-158	84.0%	2-012
ATR	0-235	0-243	0-008	3.4%	0-000
Volume	866,490	1,038,107	171,617	19.8%	5,282,901

Daily Pivots for day following 05-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	115-264	115-043	112-282
R3	114-239	114-018	112-187
R2	113-214	113-214	112-156
R1	112-313	112-313	112-124	112-251
PP	112-189	112-189	112-189	112-158
S1	111-288	111-288	112-061	111-226
S2	111-164	111-164	112-029
S3	110-139	110-263	111-318
S4	109-114	109-238	111-223

Weekly Pivots for week ending 05-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	119-009	117-223	113-131
R3	116-317	115-211	112-272
R2	114-304	114-304	112-212
R1	113-198	113-198	112-152	113-085
PP	112-292	112-292	112-292	112-235
S1	111-186	111-186	112-033	111-072
S2	110-279	110-279	111-293
S3	108-267	109-173	111-233
S4	106-254	107-161	111-054

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-078	112-065	2-012	1.8%	0-275	0.8%	4%	False	True	1,056,580
10	114-078	112-065	2-012	1.8%	0-236	0.7%	4%	False	True	1,071,343
20	114-078	111-110	2-288	2.6%	0-229	0.6%	33%	False	False	1,011,768
40	114-078	109-058	5-020	4.5%	0-254	0.7%	61%	False	False	1,088,976
60	114-078	109-058	5-020	4.5%	0-224	0.6%	61%	False	False	988,969
80	114-078	109-058	5-020	4.5%	0-222	0.6%	61%	False	False	742,373

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	0-052
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	117-276
2.618	116-033
1.618	115-008
1.000	114-115
0.618	113-303
HIGH	113-090
0.618	112-278
0.500	112-238
0.382	112-197
LOW	112-065
0.618	111-172
1.000	111-040
1.618	110-147
2.618	109-122
4.250	107-199

Fisher Pivots for day following 05-Aug-2022
Pivot	1 day	3 day
R1	112-238	112-252
PP	112-189	112-199
S1	112-141	112-146

Download as Excel Spreadsheet

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

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