ECBOT 5 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 09-Aug-2022

Day Change Summary
	Previous	Current
	08-Aug-2022	09-Aug-2022	Change	Change %	Previous Week
Open	112-088	112-188	0-100	0.3%	113-245
High	112-210	112-208	-0-002	0.0%	114-078
Low	112-068	112-062	-0-005	0.0%	112-065
Close	112-182	112-072	-0-110	-0.3%	112-092
Range	0-142	0-145	0-002	1.8%	2-012
ATR	0-235	0-229	-0-006	-2.7%	0-000
Volume	614,018	677,380	63,362	10.3%	5,282,901

Daily Pivots for day following 09-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	113-229	113-136	112-152
R3	113-084	112-311	112-112
R2	112-259	112-259	112-099
R1	112-166	112-166	112-086	112-140
PP	112-114	112-114	112-114	112-101
S1	112-021	112-021	112-059	111-315
S2	111-289	111-289	112-046
S3	111-144	111-196	112-033
S4	110-319	111-051	111-313

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	113-120	112-062	1-058	1.1%	0-218	0.6%	3%	False	True	880,020
10	114-078	112-062	2-015	1.8%	0-238	0.7%	2%	False	True	1,037,035
20	114-078	111-110	2-288	2.6%	0-224	0.6%	30%	False	False	996,028
40	114-078	109-058	5-020	4.5%	0-250	0.7%	60%	False	False	1,057,233
60	114-078	109-058	5-020	4.5%	0-222	0.6%	60%	False	False	1,010,016
80	114-078	109-058	5-020	4.5%	0-218	0.6%	60%	False	False	758,510

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-049
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114-184
2.618	113-267
1.618	113-122
1.000	113-032
0.618	112-297
HIGH	112-208
0.618	112-152
0.500	112-135
0.382	112-118
LOW	112-062
0.618	111-293
1.000	111-238
1.618	111-148
2.618	111-003
4.250	110-086

Fisher Pivots for day following 09-Aug-2022
Pivot	1 day	3 day
R1	112-135	112-236
PP	112-114	112-182
S1	112-093	112-127

Download as Excel Spreadsheet

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

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