ECBOT 5 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 08-Aug-2022

Day Change Summary
	Previous	Current
	05-Aug-2022	08-Aug-2022	Change	Change %	Previous Week
Open	113-062	112-088	-0-295	-0.8%	113-245
High	113-090	112-210	-0-200	-0.6%	114-078
Low	112-065	112-068	0-002	0.0%	112-065
Close	112-092	112-182	0-090	0.3%	112-092
Range	1-025	0-142	-0-202	-58.7%	2-012
ATR	0-243	0-235	-0-007	-2.9%	0-000
Volume	1,038,107	614,018	-424,089	-40.9%	5,282,901

Daily Pivots for day following 08-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	113-261	113-204	112-261
R3	113-118	113-062	112-222
R2	112-296	112-296	112-209
R1	112-239	112-239	112-196	112-268
PP	112-153	112-153	112-153	112-168
S1	112-097	112-097	112-169	112-125
S2	112-011	112-011	112-156
S3	111-188	111-274	112-143
S4	111-046	111-132	112-104

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%	0-280	0.8%	18%	False	False	1,001,231
10	114-078	112-065	2-012	1.8%	0-241	0.7%	18%	False	False	1,053,132
20	114-078	111-110	2-288	2.6%	0-226	0.6%	42%	False	False	1,007,070
40	114-078	109-058	5-020	4.5%	0-254	0.7%	67%	False	False	1,081,427
60	114-078	109-058	5-020	4.5%	0-222	0.6%	67%	False	False	999,005
80	114-078	109-058	5-020	4.5%	0-220	0.6%	67%	False	False	750,049

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-052
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	114-176
2.618	113-263
1.618	113-121
1.000	113-032
0.618	112-298
HIGH	112-210
0.618	112-156
0.500	112-139
0.382	112-122
LOW	112-068
0.618	111-299
1.000	111-245
1.618	111-157
2.618	111-014
4.250	110-102

Fisher Pivots for day following 08-Aug-2022
Pivot	1 day	3 day
R1	112-168	112-252
PP	112-153	112-229
S1	112-139	112-206

Download as Excel Spreadsheet

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

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