ECBOT 5 Year T-Note Future December 2022

Trading Metrics calculated at close of trading on 03-Aug-2022

Day Change Summary
	Previous	Current
	02-Aug-2022	03-Aug-2022	Change	Change %	Previous Week
Open	114-075	113-055	-1-020	-0.9%	113-012
High	114-105	113-070	-1-035	-1.0%	114-002
Low	112-288	112-122	-0-165	-0.5%	112-252
Close	112-300	112-282	-0-018	0.0%	113-252
Range	1-138	0-268	-0-190	-41.5%	1-070
ATR
Volume	9,561	4,307	-5,254	-55.0%	662

Daily Pivots for day following 03-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	115-108	114-302	113-110
R3	114-160	114-035	113-036
R2	113-212	113-212	113-012
R1	113-088	113-088	112-307	113-016
PP	112-265	112-265	112-265	112-229
S1	112-140	112-140	112-258	112-069
S2	111-318	111-318	112-233
S3	111-050	111-192	112-209
S4	110-102	110-245	112-135

Weekly Pivots for week ending 29-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	117-059	116-226	114-147
R3	115-309	115-156	114-040
R2	114-239	114-239	114-004
R1	114-086	114-086	113-288	114-162
PP	113-169	113-169	113-169	113-208
S1	113-016	113-016	113-217	113-092
S2	112-099	112-099	113-181
S3	111-029	111-266	113-145
S4	109-279	110-196	113-038

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-105	112-122	1-302	1.7%	0-258	0.7%	26%	False	True	2,899
10	114-105	111-138	2-288	2.6%	0-222	0.6%	50%	False	False	1,572

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	0-024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	116-247
2.618	115-130
1.618	114-183
1.000	114-018
0.618	113-235
HIGH	113-070
0.618	112-288
0.500	112-256
0.382	112-225
LOW	112-122
0.618	111-277
1.000	111-175
1.618	111-010
2.618	110-062
4.250	108-266

Fisher Pivots for day following 03-Aug-2022
Pivot	1 day	3 day
R1	112-274	113-114
PP	112-265	113-063
S1	112-256	113-013

Download as Excel Spreadsheet

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

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