To filter your Gradebook view to a specific Module, click on the Module dropdown at the top of the Gradebook, then click on the name of a Module you'd like to view, or search for it by name using the search field.
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Once you've filtered by Module, you'll also have the option to further filter the view by Lessons. To view specific a Lesson in the Gradebook, click on the Lesson dropdown at the top of the Gradebook and click on a Lesson you'd like to view.
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You can also select multiple lessons to view at once. With the Lessons dropdown open, click to select all the Lessons you'd like to view, then click off the dropdown menu to close.