ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 22-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2022 |
22-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
117-260 |
119-040 |
1-100 |
1.1% |
118-210 |
| High |
119-065 |
120-110 |
1-045 |
1.0% |
120-110 |
| Low |
117-145 |
118-300 |
1-155 |
1.3% |
117-145 |
| Close |
118-290 |
119-285 |
0-315 |
0.8% |
119-285 |
| Range |
1-240 |
1-130 |
-0-110 |
-19.6% |
2-285 |
| ATR |
1-030 |
1-038 |
0-008 |
2.2% |
0-000 |
| Volume |
1,814,052 |
1,799,046 |
-15,006 |
-0.8% |
6,735,801 |
|
| Daily Pivots for day following 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-302 |
123-103 |
120-212 |
|
| R3 |
122-172 |
121-293 |
120-089 |
|
| R2 |
121-042 |
121-042 |
120-048 |
|
| R1 |
120-163 |
120-163 |
120-006 |
120-262 |
| PP |
119-232 |
119-232 |
119-232 |
119-281 |
| S1 |
119-033 |
119-033 |
119-244 |
119-132 |
| S2 |
118-102 |
118-102 |
119-202 |
|
| S3 |
116-292 |
117-223 |
119-161 |
|
| S4 |
115-162 |
116-093 |
119-038 |
|
|
| Weekly Pivots for week ending 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-288 |
126-252 |
121-154 |
|
| R3 |
125-003 |
123-287 |
120-219 |
|
| R2 |
122-038 |
122-038 |
120-135 |
|
| R1 |
121-002 |
121-002 |
120-050 |
121-180 |
| PP |
119-073 |
119-073 |
119-073 |
119-162 |
| S1 |
118-037 |
118-037 |
119-200 |
118-215 |
| S2 |
116-108 |
116-108 |
119-115 |
|
| S3 |
113-143 |
115-072 |
119-031 |
|
| S4 |
110-178 |
112-107 |
118-096 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-110 |
117-145 |
2-285 |
2.4% |
1-033 |
0.9% |
84% |
True |
False |
1,347,160 |
| 10 |
120-110 |
117-145 |
2-285 |
2.4% |
1-014 |
0.9% |
84% |
True |
False |
1,431,351 |
| 20 |
120-165 |
116-110 |
4-055 |
3.5% |
1-028 |
0.9% |
85% |
False |
False |
1,466,400 |
| 40 |
120-195 |
114-075 |
6-120 |
5.3% |
1-023 |
0.9% |
89% |
False |
False |
1,596,132 |
| 60 |
120-195 |
114-075 |
6-120 |
5.3% |
1-013 |
0.9% |
89% |
False |
False |
1,122,734 |
| 80 |
122-295 |
114-075 |
8-220 |
7.2% |
1-008 |
0.9% |
65% |
False |
False |
842,259 |
| 100 |
128-165 |
114-075 |
14-090 |
11.9% |
0-313 |
0.8% |
40% |
False |
False |
673,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-102 |
|
2.618 |
124-008 |
|
1.618 |
122-198 |
|
1.000 |
121-240 |
|
0.618 |
121-068 |
|
HIGH |
120-110 |
|
0.618 |
119-258 |
|
0.500 |
119-205 |
|
0.382 |
119-152 |
|
LOW |
118-300 |
|
0.618 |
118-022 |
|
1.000 |
117-170 |
|
1.618 |
116-212 |
|
2.618 |
115-082 |
|
4.250 |
112-308 |
|
|
| Fisher Pivots for day following 22-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
119-258 |
119-179 |
| PP |
119-232 |
119-073 |
| S1 |
119-205 |
118-288 |
|