ECBOT 10 Year T-Note Future December 2022

Trading Metrics calculated at close of trading on 28-Jul-2022

Day Change Summary
	Previous	Current
	27-Jul-2022	28-Jul-2022	Change	Change %	Previous Week
Open	119-215	120-025	0-130	0.3%	118-180
High	120-140	121-080	0-260	0.7%	120-070
Low	119-190	119-235	0-045	0.1%	117-110
Close	120-130	120-310	0-180	0.5%	119-250
Range	0-270	1-165	0-215	79.6%	2-280
ATR	1-003	1-015	0-012	3.6%	0-000
Volume	2,854	4,696	1,842	64.5%	3,717

Daily Pivots for day following 28-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	125-063	124-192	121-257
R3	123-218	123-027	121-123
R2	122-053	122-053	121-079
R1	121-182	121-182	121-034	121-278
PP	120-208	120-208	120-208	120-256
S1	120-017	120-017	120-266	120-112
S2	119-043	119-043	120-221
S3	117-198	118-172	120-177
S4	116-033	117-007	120-043

Weekly Pivots for week ending 22-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	127-237	126-203	121-116
R3	124-277	123-243	120-183
R2	121-317	121-317	120-099
R1	120-283	120-283	120-014	121-140
PP	119-037	119-037	119-037	119-125
S1	118-003	118-003	119-166	118-180
S2	116-077	116-077	119-081
S3	113-117	115-043	118-317
S4	110-157	112-083	118-064

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-080	118-265	2-135	2.0%	1-005	0.8%	88%	True	False	3,939
10	121-080	117-110	3-290	3.2%	0-313	0.8%	93%	True	False	2,229
20	121-080	117-110	3-290	3.2%	1-020	0.9%	93%	True	False	1,184
40	121-080	114-060	7-020	5.8%	0-316	0.8%	96%	True	False	601

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-060
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	127-221
2.618	125-070
1.618	123-225
1.000	122-245
0.618	122-060
HIGH	121-080
0.618	120-215
0.500	120-158
0.382	120-100
LOW	119-235
0.618	118-255
1.000	118-070
1.618	117-090
2.618	115-245
4.250	113-094

Fisher Pivots for day following 28-Jul-2022
Pivot	1 day	3 day
R1	120-259	120-252
PP	120-208	120-193
S1	120-158	120-135

Download as Excel Spreadsheet

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

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