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

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

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