ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 08-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2022 |
08-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
118-275 |
118-115 |
-0-160 |
-0.4% |
119-150 |
| High |
119-050 |
118-200 |
-0-170 |
-0.4% |
120-165 |
| Low |
118-060 |
117-180 |
-0-200 |
-0.5% |
117-180 |
| Close |
118-085 |
117-200 |
-0-205 |
-0.5% |
117-200 |
| Range |
0-310 |
1-020 |
0-030 |
9.7% |
2-305 |
| ATR |
1-056 |
1-053 |
-0-003 |
-0.7% |
0-000 |
| Volume |
1,401,151 |
1,354,657 |
-46,494 |
-3.3% |
6,136,430 |
|
| Daily Pivots for day following 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-040 |
120-140 |
118-067 |
|
| R3 |
120-020 |
119-120 |
117-294 |
|
| R2 |
119-000 |
119-000 |
117-262 |
|
| R1 |
118-100 |
118-100 |
117-231 |
118-040 |
| PP |
117-300 |
117-300 |
117-300 |
117-270 |
| S1 |
117-080 |
117-080 |
117-169 |
117-020 |
| S2 |
116-280 |
116-280 |
117-138 |
|
| S3 |
115-260 |
116-060 |
117-106 |
|
| S4 |
114-240 |
115-040 |
117-013 |
|
|
| Weekly Pivots for week ending 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-137 |
125-153 |
119-080 |
|
| R3 |
124-152 |
122-168 |
118-140 |
|
| R2 |
121-167 |
121-167 |
118-053 |
|
| R1 |
119-183 |
119-183 |
117-287 |
119-022 |
| PP |
118-182 |
118-182 |
118-182 |
118-101 |
| S1 |
116-198 |
116-198 |
117-113 |
116-038 |
| S2 |
115-197 |
115-197 |
117-027 |
|
| S3 |
112-212 |
113-213 |
116-260 |
|
| S4 |
109-227 |
110-228 |
116-000 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-165 |
117-180 |
2-305 |
2.5% |
1-137 |
1.2% |
2% |
False |
True |
1,625,541 |
| 10 |
120-165 |
116-110 |
4-055 |
3.5% |
1-042 |
1.0% |
31% |
False |
False |
1,501,449 |
| 20 |
120-165 |
114-075 |
6-090 |
5.3% |
1-091 |
1.1% |
54% |
False |
False |
1,710,024 |
| 40 |
120-195 |
114-075 |
6-120 |
5.4% |
1-016 |
0.9% |
53% |
False |
False |
1,323,820 |
| 60 |
120-260 |
114-075 |
6-185 |
5.6% |
1-018 |
0.9% |
52% |
False |
False |
884,438 |
| 80 |
125-035 |
114-075 |
10-280 |
9.2% |
1-000 |
0.9% |
31% |
False |
False |
663,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-045 |
|
2.618 |
121-130 |
|
1.618 |
120-110 |
|
1.000 |
119-220 |
|
0.618 |
119-090 |
|
HIGH |
118-200 |
|
0.618 |
118-070 |
|
0.500 |
118-030 |
|
0.382 |
117-310 |
|
LOW |
117-180 |
|
0.618 |
116-290 |
|
1.000 |
116-160 |
|
1.618 |
115-270 |
|
2.618 |
114-250 |
|
4.250 |
113-015 |
|
|
| Fisher Pivots for day following 08-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
118-030 |
119-012 |
| PP |
117-300 |
118-182 |
| S1 |
117-250 |
118-031 |
|