ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 18-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2022 |
18-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
118-135 |
118-210 |
0-075 |
0.2% |
117-220 |
| High |
119-000 |
118-295 |
-0-025 |
-0.1% |
119-060 |
| Low |
118-115 |
118-000 |
-0-115 |
-0.3% |
117-185 |
| Close |
118-205 |
118-150 |
-0-055 |
-0.1% |
118-205 |
| Range |
0-205 |
0-295 |
0-090 |
43.9% |
1-195 |
| ATR |
1-035 |
1-030 |
-0-004 |
-1.2% |
0-000 |
| Volume |
1,206,554 |
934,835 |
-271,719 |
-22.5% |
7,577,715 |
|
| Daily Pivots for day following 18-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-073 |
120-247 |
118-312 |
|
| R3 |
120-098 |
119-272 |
118-231 |
|
| R2 |
119-123 |
119-123 |
118-204 |
|
| R1 |
118-297 |
118-297 |
118-177 |
118-222 |
| PP |
118-148 |
118-148 |
118-148 |
118-111 |
| S1 |
118-002 |
118-002 |
118-123 |
117-248 |
| S2 |
117-173 |
117-173 |
118-096 |
|
| S3 |
116-198 |
117-027 |
118-069 |
|
| S4 |
115-223 |
116-052 |
117-308 |
|
|
| 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 |
117-240 |
1-140 |
1.2% |
0-310 |
0.8% |
50% |
False |
False |
1,482,833 |
| 10 |
120-165 |
117-180 |
2-305 |
2.5% |
1-034 |
0.9% |
31% |
False |
False |
1,464,898 |
| 20 |
120-165 |
115-200 |
4-285 |
4.1% |
1-024 |
0.9% |
58% |
False |
False |
1,510,954 |
| 40 |
120-195 |
114-075 |
6-120 |
5.4% |
1-016 |
0.9% |
66% |
False |
False |
1,531,067 |
| 60 |
120-195 |
114-075 |
6-120 |
5.4% |
1-013 |
0.9% |
66% |
False |
False |
1,026,247 |
| 80 |
123-150 |
114-075 |
9-075 |
7.8% |
1-007 |
0.9% |
46% |
False |
False |
769,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-269 |
|
2.618 |
121-107 |
|
1.618 |
120-132 |
|
1.000 |
119-270 |
|
0.618 |
119-157 |
|
HIGH |
118-295 |
|
0.618 |
118-182 |
|
0.500 |
118-148 |
|
0.382 |
118-113 |
|
LOW |
118-000 |
|
0.618 |
117-138 |
|
1.000 |
117-025 |
|
1.618 |
116-163 |
|
2.618 |
115-188 |
|
4.250 |
114-026 |
|
|
| Fisher Pivots for day following 18-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
118-149 |
118-148 |
| PP |
118-148 |
118-145 |
| S1 |
118-148 |
118-142 |
|