ECBOT 5 Year T-Note Future December 2022

Trading Metrics calculated at close of trading on 05-Aug-2022

Day Change Summary
	Previous	Current
	04-Aug-2022	05-Aug-2022	Change	Change %	Previous Week
Open	113-008	113-100	0-092	0.3%	114-002
High	113-145	113-120	-0-025	-0.1%	114-105
Low	112-282	112-098	-0-185	-0.5%	112-098
Close	113-118	112-120	-0-318	-0.9%	112-120
Range	0-182	1-022	0-160	87.7%	2-008
ATR
Volume	8,668	2,325	-6,343	-73.2%	25,229

Daily Pivots for day following 05-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	115-287	115-066	112-308
R3	114-264	114-043	112-214
R2	113-242	113-242	112-183
R1	113-021	113-021	112-151	112-280
PP	112-219	112-219	112-219	112-189
S1	111-318	111-318	112-089	111-258
S2	111-197	111-197	112-057
S3	110-174	110-296	112-026
S4	109-152	109-273	111-252

Weekly Pivots for week ending 05-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	119-023	117-239	113-156
R3	117-016	115-232	112-298
R2	115-008	115-008	112-239
R1	113-224	113-224	112-179	113-112
PP	113-001	113-001	113-001	112-265
S1	111-217	111-217	112-061	111-105
S2	110-313	110-313	112-001
S3	108-306	109-209	111-262
S4	106-298	107-202	111-084

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-105	112-098	2-008	1.8%	0-272	0.8%	3%	False	True	5,045
10	114-105	112-098	2-008	1.8%	0-220	0.6%	3%	False	True	2,589

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-016
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	117-296
2.618	116-057
1.618	115-034
1.000	114-142
0.618	114-012
HIGH	113-120
0.618	112-309
0.500	112-269
0.382	112-228
LOW	112-098
0.618	111-206
1.000	111-075
1.618	110-183
2.618	109-161
4.250	107-242

Fisher Pivots for day following 05-Aug-2022
Pivot	1 day	3 day
R1	112-269	112-281
PP	112-219	112-228
S1	112-170	112-174

Download as Excel Spreadsheet

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

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