ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 21-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2022 |
21-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
117-290 |
117-260 |
-0-030 |
-0.1% |
117-220 |
| High |
118-175 |
119-065 |
0-210 |
0.6% |
119-060 |
| Low |
117-235 |
117-145 |
-0-090 |
-0.2% |
117-185 |
| Close |
117-250 |
118-290 |
1-040 |
1.0% |
118-205 |
| Range |
0-260 |
1-240 |
0-300 |
115.4% |
1-195 |
| ATR |
1-014 |
1-030 |
0-016 |
4.8% |
0-000 |
| Volume |
1,151,592 |
1,814,052 |
662,460 |
57.5% |
7,577,715 |
|
| Daily Pivots for day following 21-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-247 |
123-028 |
119-278 |
|
| R3 |
122-007 |
121-108 |
119-124 |
|
| R2 |
120-087 |
120-087 |
119-073 |
|
| R1 |
119-188 |
119-188 |
119-021 |
119-298 |
| PP |
118-167 |
118-167 |
118-167 |
118-221 |
| S1 |
117-268 |
117-268 |
118-239 |
118-058 |
| S2 |
116-247 |
116-247 |
118-187 |
|
| S3 |
115-007 |
116-028 |
118-136 |
|
| S4 |
113-087 |
114-108 |
117-302 |
|
|
| 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 |
119-065 |
117-145 |
1-240 |
1.5% |
0-304 |
0.8% |
83% |
True |
True |
1,228,661 |
| 10 |
119-065 |
117-145 |
1-240 |
1.5% |
1-004 |
0.9% |
83% |
True |
True |
1,386,912 |
| 20 |
120-165 |
116-110 |
4-055 |
3.5% |
1-029 |
0.9% |
61% |
False |
False |
1,487,560 |
| 40 |
120-195 |
114-075 |
6-120 |
5.4% |
1-021 |
0.9% |
73% |
False |
False |
1,605,020 |
| 60 |
120-195 |
114-075 |
6-120 |
5.4% |
1-012 |
0.9% |
73% |
False |
False |
1,092,800 |
| 80 |
122-295 |
114-075 |
8-220 |
7.3% |
1-007 |
0.9% |
54% |
False |
False |
819,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-205 |
|
2.618 |
123-251 |
|
1.618 |
122-011 |
|
1.000 |
120-305 |
|
0.618 |
120-091 |
|
HIGH |
119-065 |
|
0.618 |
118-171 |
|
0.500 |
118-105 |
|
0.382 |
118-039 |
|
LOW |
117-145 |
|
0.618 |
116-119 |
|
1.000 |
115-225 |
|
1.618 |
114-199 |
|
2.618 |
112-279 |
|
4.250 |
110-005 |
|
|
| Fisher Pivots for day following 21-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
118-228 |
118-228 |
| PP |
118-167 |
118-167 |
| S1 |
118-105 |
118-105 |
|