ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 15-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2022 |
15-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
118-250 |
118-135 |
-0-115 |
-0.3% |
117-220 |
| High |
118-300 |
119-000 |
0-020 |
0.1% |
119-060 |
| Low |
117-285 |
118-115 |
0-150 |
0.4% |
117-185 |
| Close |
118-160 |
118-205 |
0-045 |
0.1% |
118-205 |
| Range |
1-015 |
0-205 |
-0-130 |
-38.8% |
1-195 |
| ATR |
1-046 |
1-035 |
-0-012 |
-3.1% |
0-000 |
| Volume |
1,657,510 |
1,206,554 |
-450,956 |
-27.2% |
7,577,715 |
|
| Daily Pivots for day following 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-188 |
120-082 |
118-318 |
|
| R3 |
119-303 |
119-197 |
118-261 |
|
| R2 |
119-098 |
119-098 |
118-243 |
|
| R1 |
118-312 |
118-312 |
118-224 |
119-045 |
| PP |
118-213 |
118-213 |
118-213 |
118-240 |
| S1 |
118-107 |
118-107 |
118-186 |
118-160 |
| S2 |
118-008 |
118-008 |
118-167 |
|
| S3 |
117-123 |
117-222 |
118-149 |
|
| S4 |
116-238 |
117-017 |
118-092 |
|
|
| Weekly Pivots for week ending 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-095 |
122-185 |
119-168 |
|
| R3 |
121-220 |
120-310 |
119-027 |
|
| R2 |
120-025 |
120-025 |
118-299 |
|
| R1 |
119-115 |
119-115 |
118-252 |
119-230 |
| PP |
118-150 |
118-150 |
118-150 |
118-208 |
| S1 |
117-240 |
117-240 |
118-158 |
118-035 |
| S2 |
116-275 |
116-275 |
118-111 |
|
| S3 |
115-080 |
116-045 |
118-063 |
|
| S4 |
113-205 |
114-170 |
117-242 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-060 |
117-185 |
1-195 |
1.4% |
0-316 |
0.8% |
66% |
False |
False |
1,515,543 |
| 10 |
120-165 |
117-180 |
2-305 |
2.5% |
1-066 |
1.0% |
37% |
False |
False |
1,570,542 |
| 20 |
120-165 |
114-100 |
6-065 |
5.2% |
1-047 |
1.0% |
70% |
False |
False |
1,565,170 |
| 40 |
120-195 |
114-075 |
6-120 |
5.4% |
1-017 |
0.9% |
69% |
False |
False |
1,509,978 |
| 60 |
120-195 |
114-075 |
6-120 |
5.4% |
1-014 |
0.9% |
69% |
False |
False |
1,010,697 |
| 80 |
123-175 |
114-075 |
9-100 |
7.8% |
1-008 |
0.9% |
47% |
False |
False |
758,064 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-231 |
|
2.618 |
120-217 |
|
1.618 |
120-012 |
|
1.000 |
119-205 |
|
0.618 |
119-127 |
|
HIGH |
119-000 |
|
0.618 |
118-242 |
|
0.500 |
118-218 |
|
0.382 |
118-193 |
|
LOW |
118-115 |
|
0.618 |
117-308 |
|
1.000 |
117-230 |
|
1.618 |
117-103 |
|
2.618 |
116-218 |
|
4.250 |
115-204 |
|
|
| Fisher Pivots for day following 15-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
118-218 |
118-187 |
| PP |
118-213 |
118-168 |
| S1 |
118-209 |
118-150 |
|