ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 05-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2022 |
05-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
118-090 |
119-150 |
1-060 |
1.0% |
117-085 |
| High |
120-040 |
120-070 |
0-030 |
0.1% |
120-040 |
| Low |
118-060 |
118-230 |
0-170 |
0.4% |
116-110 |
| Close |
119-085 |
119-295 |
0-210 |
0.6% |
119-085 |
| Range |
1-300 |
1-160 |
-0-140 |
-22.6% |
3-250 |
| ATR |
1-040 |
1-049 |
0-009 |
2.4% |
0-000 |
| Volume |
1,991,276 |
1,761,880 |
-229,396 |
-11.5% |
7,547,601 |
|
| Daily Pivots for day following 05-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-038 |
123-167 |
120-239 |
|
| R3 |
122-198 |
122-007 |
120-107 |
|
| R2 |
121-038 |
121-038 |
120-063 |
|
| R1 |
120-167 |
120-167 |
120-019 |
120-262 |
| PP |
119-198 |
119-198 |
119-198 |
119-246 |
| S1 |
119-007 |
119-007 |
119-251 |
119-102 |
| S2 |
118-038 |
118-038 |
119-207 |
|
| S3 |
116-198 |
117-167 |
119-163 |
|
| S4 |
115-038 |
116-007 |
119-031 |
|
|
| Weekly Pivots for week ending 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-295 |
128-120 |
121-110 |
|
| R3 |
126-045 |
124-190 |
120-098 |
|
| R2 |
122-115 |
122-115 |
119-307 |
|
| R1 |
120-260 |
120-260 |
119-196 |
121-188 |
| PP |
118-185 |
118-185 |
118-185 |
118-309 |
| S1 |
117-010 |
117-010 |
118-294 |
117-258 |
| S2 |
114-255 |
114-255 |
118-183 |
|
| S3 |
111-005 |
113-080 |
118-072 |
|
| S4 |
107-075 |
109-150 |
117-060 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-070 |
116-110 |
3-280 |
3.2% |
1-065 |
1.0% |
92% |
True |
False |
1,623,524 |
| 10 |
120-070 |
115-225 |
4-165 |
3.8% |
1-032 |
0.9% |
93% |
True |
False |
1,583,905 |
| 20 |
120-070 |
114-075 |
5-315 |
5.0% |
1-066 |
1.0% |
95% |
True |
False |
1,670,551 |
| 40 |
120-195 |
114-075 |
6-120 |
5.3% |
1-011 |
0.9% |
89% |
False |
False |
1,215,723 |
| 60 |
120-310 |
114-075 |
6-235 |
5.6% |
1-010 |
0.9% |
84% |
False |
False |
811,535 |
| 80 |
126-220 |
114-075 |
12-145 |
10.4% |
0-313 |
0.8% |
46% |
False |
False |
608,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-190 |
|
2.618 |
124-047 |
|
1.618 |
122-207 |
|
1.000 |
121-230 |
|
0.618 |
121-047 |
|
HIGH |
120-070 |
|
0.618 |
119-207 |
|
0.500 |
119-150 |
|
0.382 |
119-093 |
|
LOW |
118-230 |
|
0.618 |
117-253 |
|
1.000 |
117-070 |
|
1.618 |
116-093 |
|
2.618 |
114-253 |
|
4.250 |
112-110 |
|
|
| Fisher Pivots for day following 05-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
119-247 |
119-178 |
| PP |
119-198 |
119-062 |
| S1 |
119-150 |
118-265 |
|