ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 19-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2022 |
19-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
118-210 |
118-060 |
-0-150 |
-0.4% |
117-220 |
| High |
118-295 |
118-155 |
-0-140 |
-0.4% |
119-060 |
| Low |
118-000 |
117-275 |
-0-045 |
-0.1% |
117-185 |
| Close |
118-150 |
117-310 |
-0-160 |
-0.4% |
118-205 |
| Range |
0-295 |
0-200 |
-0-095 |
-32.2% |
1-195 |
| ATR |
1-030 |
1-020 |
-0-011 |
-3.1% |
0-000 |
| Volume |
934,835 |
1,036,276 |
101,441 |
10.9% |
7,577,715 |
|
| Daily Pivots for day following 19-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-313 |
119-192 |
118-100 |
|
| R3 |
119-113 |
118-312 |
118-045 |
|
| R2 |
118-233 |
118-233 |
118-027 |
|
| R1 |
118-112 |
118-112 |
118-008 |
118-072 |
| PP |
118-033 |
118-033 |
118-033 |
118-014 |
| S1 |
117-232 |
117-232 |
117-292 |
117-192 |
| S2 |
117-153 |
117-153 |
117-273 |
|
| S3 |
116-273 |
117-032 |
117-255 |
|
| S4 |
116-073 |
116-152 |
117-200 |
|
|
| 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% |
0-299 |
0.8% |
15% |
False |
False |
1,395,413 |
| 10 |
120-165 |
117-180 |
2-305 |
2.5% |
1-006 |
0.9% |
14% |
False |
False |
1,392,337 |
| 20 |
120-165 |
115-225 |
4-260 |
4.1% |
1-019 |
0.9% |
47% |
False |
False |
1,488,121 |
| 40 |
120-195 |
114-075 |
6-120 |
5.4% |
1-012 |
0.9% |
59% |
False |
False |
1,552,047 |
| 60 |
120-195 |
114-075 |
6-120 |
5.4% |
1-011 |
0.9% |
59% |
False |
False |
1,043,508 |
| 80 |
123-150 |
114-075 |
9-075 |
7.8% |
1-007 |
0.9% |
40% |
False |
False |
782,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-045 |
|
2.618 |
120-039 |
|
1.618 |
119-159 |
|
1.000 |
119-035 |
|
0.618 |
118-279 |
|
HIGH |
118-155 |
|
0.618 |
118-079 |
|
0.500 |
118-055 |
|
0.382 |
118-031 |
|
LOW |
117-275 |
|
0.618 |
117-151 |
|
1.000 |
117-075 |
|
1.618 |
116-271 |
|
2.618 |
116-071 |
|
4.250 |
115-065 |
|
|
| Fisher Pivots for day following 19-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
118-055 |
118-138 |
| PP |
118-033 |
118-088 |
| S1 |
118-012 |
118-039 |
|