ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 06-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2022 |
06-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
119-150 |
119-285 |
0-135 |
0.4% |
117-085 |
| High |
120-070 |
120-165 |
0-095 |
0.2% |
120-040 |
| Low |
118-230 |
118-270 |
0-040 |
0.1% |
116-110 |
| Close |
119-295 |
119-015 |
-0-280 |
-0.7% |
119-085 |
| Range |
1-160 |
1-215 |
0-055 |
11.5% |
3-250 |
| ATR |
1-049 |
1-061 |
0-012 |
3.2% |
0-000 |
| Volume |
1,761,880 |
1,618,742 |
-143,138 |
-8.1% |
7,547,601 |
|
| Daily Pivots for day following 06-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-155 |
123-140 |
119-309 |
|
| R3 |
122-260 |
121-245 |
119-162 |
|
| R2 |
121-045 |
121-045 |
119-113 |
|
| R1 |
120-030 |
120-030 |
119-064 |
119-250 |
| PP |
119-150 |
119-150 |
119-150 |
119-100 |
| S1 |
118-135 |
118-135 |
118-286 |
118-035 |
| S2 |
117-255 |
117-255 |
118-237 |
|
| S3 |
116-040 |
116-240 |
118-188 |
|
| S4 |
114-145 |
115-025 |
118-041 |
|
|
| 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 |
120-165 |
116-265 |
3-220 |
3.1% |
1-128 |
1.2% |
60% |
True |
False |
1,691,265 |
| 10 |
120-165 |
115-285 |
4-200 |
3.9% |
1-066 |
1.0% |
68% |
True |
False |
1,618,333 |
| 20 |
120-165 |
114-075 |
6-090 |
5.3% |
1-080 |
1.0% |
77% |
True |
False |
1,696,726 |
| 40 |
120-195 |
114-075 |
6-120 |
5.4% |
1-019 |
0.9% |
75% |
False |
False |
1,255,747 |
| 60 |
120-260 |
114-075 |
6-185 |
5.5% |
1-015 |
0.9% |
73% |
False |
False |
838,513 |
| 80 |
125-265 |
114-075 |
11-190 |
9.7% |
0-316 |
0.8% |
42% |
False |
False |
628,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-199 |
|
2.618 |
124-286 |
|
1.618 |
123-071 |
|
1.000 |
122-060 |
|
0.618 |
121-176 |
|
HIGH |
120-165 |
|
0.618 |
119-281 |
|
0.500 |
119-218 |
|
0.382 |
119-154 |
|
LOW |
118-270 |
|
0.618 |
117-259 |
|
1.000 |
117-055 |
|
1.618 |
116-044 |
|
2.618 |
114-149 |
|
4.250 |
111-236 |
|
|
| Fisher Pivots for day following 06-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
119-218 |
119-112 |
| PP |
119-150 |
119-080 |
| S1 |
119-082 |
119-048 |
|