ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 25-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2022 |
25-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
119-040 |
120-020 |
0-300 |
0.8% |
118-210 |
| High |
120-110 |
120-025 |
-0-085 |
-0.2% |
120-110 |
| Low |
118-300 |
119-155 |
0-175 |
0.5% |
117-145 |
| Close |
119-285 |
119-210 |
-0-075 |
-0.2% |
119-285 |
| Range |
1-130 |
0-190 |
-0-260 |
-57.8% |
2-285 |
| ATR |
1-038 |
1-026 |
-0-012 |
-3.4% |
0-000 |
| Volume |
1,799,046 |
1,031,506 |
-767,540 |
-42.7% |
6,735,801 |
|
| Daily Pivots for day following 25-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-167 |
121-058 |
119-314 |
|
| R3 |
120-297 |
120-188 |
119-262 |
|
| R2 |
120-107 |
120-107 |
119-245 |
|
| R1 |
119-318 |
119-318 |
119-227 |
119-278 |
| PP |
119-237 |
119-237 |
119-237 |
119-216 |
| S1 |
119-128 |
119-128 |
119-193 |
119-088 |
| S2 |
119-047 |
119-047 |
119-175 |
|
| S3 |
118-177 |
118-258 |
119-158 |
|
| S4 |
117-307 |
118-068 |
119-106 |
|
|
| 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% |
1-012 |
0.9% |
76% |
False |
False |
1,366,494 |
| 10 |
120-110 |
117-145 |
2-285 |
2.4% |
1-001 |
0.8% |
76% |
False |
False |
1,424,663 |
| 20 |
120-165 |
116-110 |
4-055 |
3.5% |
1-026 |
0.9% |
79% |
False |
False |
1,451,452 |
| 40 |
120-195 |
114-075 |
6-120 |
5.3% |
1-024 |
0.9% |
85% |
False |
False |
1,555,536 |
| 60 |
120-195 |
114-075 |
6-120 |
5.3% |
1-011 |
0.9% |
85% |
False |
False |
1,139,861 |
| 80 |
122-295 |
114-075 |
8-220 |
7.3% |
1-005 |
0.8% |
62% |
False |
False |
855,150 |
| 100 |
128-165 |
114-075 |
14-090 |
11.9% |
0-312 |
0.8% |
38% |
False |
False |
684,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-192 |
|
2.618 |
121-202 |
|
1.618 |
121-012 |
|
1.000 |
120-215 |
|
0.618 |
120-142 |
|
HIGH |
120-025 |
|
0.618 |
119-272 |
|
0.500 |
119-250 |
|
0.382 |
119-228 |
|
LOW |
119-155 |
|
0.618 |
119-038 |
|
1.000 |
118-285 |
|
1.618 |
118-168 |
|
2.618 |
117-298 |
|
4.250 |
116-308 |
|
|
| Fisher Pivots for day following 25-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
119-250 |
119-129 |
| PP |
119-237 |
119-048 |
| S1 |
119-223 |
118-288 |
|