ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 27-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2022 |
27-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
119-265 |
119-230 |
-0-035 |
-0.1% |
118-210 |
| High |
120-155 |
120-155 |
0-000 |
0.0% |
120-110 |
| Low |
119-215 |
119-195 |
-0-020 |
-0.1% |
117-145 |
| Close |
119-275 |
120-135 |
0-180 |
0.5% |
119-285 |
| Range |
0-260 |
0-280 |
0-020 |
7.7% |
2-285 |
| ATR |
1-020 |
1-016 |
-0-004 |
-1.3% |
0-000 |
| Volume |
1,126,477 |
1,309,166 |
182,689 |
16.2% |
6,735,801 |
|
| Daily Pivots for day following 27-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-255 |
122-155 |
120-289 |
|
| R3 |
121-295 |
121-195 |
120-212 |
|
| R2 |
121-015 |
121-015 |
120-186 |
|
| R1 |
120-235 |
120-235 |
120-161 |
120-285 |
| PP |
120-055 |
120-055 |
120-055 |
120-080 |
| S1 |
119-275 |
119-275 |
120-109 |
120-005 |
| S2 |
119-095 |
119-095 |
120-084 |
|
| S3 |
118-135 |
118-315 |
120-058 |
|
| S4 |
117-175 |
118-035 |
119-301 |
|
|
| 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% |
1-028 |
0.9% |
98% |
True |
False |
1,416,049 |
| 10 |
120-155 |
117-145 |
3-010 |
2.5% |
0-304 |
0.8% |
98% |
True |
False |
1,306,701 |
| 20 |
120-165 |
116-265 |
3-220 |
3.1% |
1-028 |
0.9% |
97% |
False |
False |
1,449,640 |
| 40 |
120-165 |
114-075 |
6-090 |
5.2% |
1-029 |
0.9% |
99% |
False |
False |
1,547,446 |
| 60 |
120-195 |
114-075 |
6-120 |
5.3% |
1-011 |
0.9% |
97% |
False |
False |
1,180,369 |
| 80 |
122-105 |
114-075 |
8-030 |
6.7% |
1-007 |
0.8% |
76% |
False |
False |
885,594 |
| 100 |
128-165 |
114-075 |
14-090 |
11.9% |
0-310 |
0.8% |
43% |
False |
False |
708,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-065 |
|
2.618 |
122-248 |
|
1.618 |
121-288 |
|
1.000 |
121-115 |
|
0.618 |
121-008 |
|
HIGH |
120-155 |
|
0.618 |
120-048 |
|
0.500 |
120-015 |
|
0.382 |
119-302 |
|
LOW |
119-195 |
|
0.618 |
119-022 |
|
1.000 |
118-235 |
|
1.618 |
118-062 |
|
2.618 |
117-102 |
|
4.250 |
115-285 |
|
|
| Fisher Pivots for day following 27-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
120-095 |
120-088 |
| PP |
120-055 |
120-042 |
| S1 |
120-015 |
119-315 |
|