ECBOT 5 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 11-Aug-2022

Day Change Summary
	Previous	Current
	10-Aug-2022	11-Aug-2022	Change	Change %	Previous Week
Open	112-095	112-175	0-080	0.2%	113-245
High	113-050	112-300	-0-070	-0.2%	114-078
Low	112-045	112-070	0-025	0.1%	112-065
Close	112-178	112-095	-0-082	-0.2%	112-092
Range	1-005	0-230	-0-095	-29.2%	2-012
ATR	0-236	0-235	0-000	-0.2%	0-000
Volume	1,257,031	980,312	-276,719	-22.0%	5,282,901

Daily Pivots for day following 11-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	114-205	114-060	112-222
R3	113-295	113-150	112-158
R2	113-065	113-065	112-137
R1	112-240	112-240	112-116	112-198
PP	112-155	112-155	112-155	112-134
S1	112-010	112-010	112-074	111-288
S2	111-245	111-245	112-053
S3	111-015	111-100	112-032
S4	110-105	110-190	111-288

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	113-090	112-045	1-045	1.0%	0-238	0.7%	14%	False	False	913,369
10	114-078	112-045	2-032	1.9%	0-239	0.7%	7%	False	False	1,014,502
20	114-078	111-110	2-288	2.6%	0-227	0.6%	33%	False	False	973,288
40	114-078	109-085	4-312	4.4%	0-242	0.7%	61%	False	False	1,024,925
60	114-078	109-058	5-020	4.5%	0-226	0.6%	62%	False	False	1,046,757
80	114-078	109-058	5-020	4.5%	0-220	0.6%	62%	False	False	786,474

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-056
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115-318
2.618	114-262
1.618	114-032
1.000	113-210
0.618	113-122
HIGH	112-300
0.618	112-212
0.500	112-185
0.382	112-158
LOW	112-070
0.618	111-248
1.000	111-160
1.618	111-018
2.618	110-108
4.250	109-052

Fisher Pivots for day following 11-Aug-2022
Pivot	1 day	3 day
R1	112-185	112-208
PP	112-155	112-170
S1	112-125	112-132

Download as Excel Spreadsheet

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

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