ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 26-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2022 |
26-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
120-020 |
119-265 |
-0-075 |
-0.2% |
118-210 |
| High |
120-025 |
120-155 |
0-130 |
0.3% |
120-110 |
| Low |
119-155 |
119-215 |
0-060 |
0.2% |
117-145 |
| Close |
119-210 |
119-275 |
0-065 |
0.2% |
119-285 |
| Range |
0-190 |
0-260 |
0-070 |
36.8% |
2-285 |
| ATR |
1-026 |
1-020 |
-0-006 |
-1.7% |
0-000 |
| Volume |
1,031,506 |
1,126,477 |
94,971 |
9.2% |
6,735,801 |
|
| Daily Pivots for day following 26-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-142 |
121-308 |
120-098 |
|
| R3 |
121-202 |
121-048 |
120-026 |
|
| R2 |
120-262 |
120-262 |
120-003 |
|
| R1 |
120-108 |
120-108 |
119-299 |
120-185 |
| PP |
120-002 |
120-002 |
120-002 |
120-040 |
| S1 |
119-168 |
119-168 |
119-251 |
119-245 |
| S2 |
119-062 |
119-062 |
119-227 |
|
| S3 |
118-122 |
118-228 |
119-204 |
|
| S4 |
117-182 |
117-288 |
119-132 |
|
|
| 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 |
120-155 |
117-145 |
3-010 |
2.5% |
1-024 |
0.9% |
79% |
True |
False |
1,384,534 |
| 10 |
120-155 |
117-145 |
3-010 |
2.5% |
1-002 |
0.8% |
79% |
True |
False |
1,389,973 |
| 20 |
120-165 |
116-110 |
4-055 |
3.5% |
1-025 |
0.9% |
84% |
False |
False |
1,448,183 |
| 40 |
120-165 |
114-075 |
6-090 |
5.2% |
1-025 |
0.9% |
90% |
False |
False |
1,541,530 |
| 60 |
120-195 |
114-075 |
6-120 |
5.3% |
1-011 |
0.9% |
88% |
False |
False |
1,158,584 |
| 80 |
122-295 |
114-075 |
8-220 |
7.2% |
1-005 |
0.8% |
65% |
False |
False |
869,230 |
| 100 |
128-165 |
114-075 |
14-090 |
11.9% |
0-309 |
0.8% |
39% |
False |
False |
695,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-300 |
|
2.618 |
122-196 |
|
1.618 |
121-256 |
|
1.000 |
121-095 |
|
0.618 |
120-316 |
|
HIGH |
120-155 |
|
0.618 |
120-056 |
|
0.500 |
120-025 |
|
0.382 |
119-314 |
|
LOW |
119-215 |
|
0.618 |
119-054 |
|
1.000 |
118-275 |
|
1.618 |
118-114 |
|
2.618 |
117-174 |
|
4.250 |
116-070 |
|
|
| Fisher Pivots for day following 26-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
120-025 |
119-259 |
| PP |
120-002 |
119-243 |
| S1 |
119-298 |
119-228 |
|