ECBOT 5 Year T-Note Future December 2022

Trading Metrics calculated at close of trading on 04-Aug-2022

Day Change Summary
	Previous	Current
	03-Aug-2022	04-Aug-2022	Change	Change %	Previous Week
Open	113-055	113-008	-0-048	-0.1%	113-012
High	113-070	113-145	0-075	0.2%	114-002
Low	112-122	112-282	0-160	0.4%	112-252
Close	112-282	113-118	0-155	0.4%	113-252
Range	0-268	0-182	-0-085	-31.8%	1-070
ATR
Volume	4,307	8,668	4,361	101.3%	662

Daily Pivots for day following 04-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	114-302	114-232	113-218
R3	114-120	114-050	113-168
R2	113-258	113-258	113-151
R1	113-188	113-188	113-134	113-222
PP	113-075	113-075	113-075	113-092
S1	113-005	113-005	113-101	113-040
S2	112-212	112-212	113-084
S3	112-030	112-142	113-067
S4	111-168	111-280	113-017

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%	0-232	0.6%	51%	False	False	4,613
10	114-105	112-122	1-302	1.7%	0-209	0.6%	51%	False	False	2,438

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	0-014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	115-281
2.618	114-303
1.618	114-120
1.000	114-008
0.618	113-258
HIGH	113-145
0.618	113-075
0.500	113-054
0.382	113-032
LOW	112-282
0.618	112-170
1.000	112-100
1.618	111-307
2.618	111-125
4.250	110-147

Fisher Pivots for day following 04-Aug-2022
Pivot	1 day	3 day
R1	113-096	113-116
PP	113-075	113-115
S1	113-054	113-114

Download as Excel Spreadsheet

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

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