ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 28-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2022 |
28-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
119-230 |
120-000 |
0-090 |
0.2% |
118-210 |
| High |
120-155 |
121-085 |
0-250 |
0.6% |
120-110 |
| Low |
119-195 |
119-235 |
0-040 |
0.1% |
117-145 |
| Close |
120-135 |
120-315 |
0-180 |
0.5% |
119-285 |
| Range |
0-280 |
1-170 |
0-210 |
75.0% |
2-285 |
| ATR |
1-016 |
1-027 |
0-011 |
3.3% |
0-000 |
| Volume |
1,309,166 |
1,861,248 |
552,082 |
42.2% |
6,735,801 |
|
| Daily Pivots for day following 28-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-082 |
124-208 |
121-264 |
|
| R3 |
123-232 |
123-038 |
121-130 |
|
| R2 |
122-062 |
122-062 |
121-085 |
|
| R1 |
121-188 |
121-188 |
121-040 |
121-285 |
| PP |
120-212 |
120-212 |
120-212 |
120-260 |
| S1 |
120-018 |
120-018 |
120-270 |
120-115 |
| S2 |
119-042 |
119-042 |
120-225 |
|
| S3 |
117-192 |
118-168 |
120-180 |
|
| S4 |
116-022 |
116-318 |
120-046 |
|
|
| 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 |
121-085 |
118-300 |
2-105 |
1.9% |
1-014 |
0.9% |
88% |
True |
False |
1,425,488 |
| 10 |
121-085 |
117-145 |
3-260 |
3.2% |
0-319 |
0.8% |
93% |
True |
False |
1,327,075 |
| 20 |
121-085 |
117-140 |
3-265 |
3.2% |
1-040 |
0.9% |
93% |
True |
False |
1,480,950 |
| 40 |
121-085 |
114-075 |
7-010 |
5.8% |
1-033 |
0.9% |
96% |
True |
False |
1,532,961 |
| 60 |
121-085 |
114-075 |
7-010 |
5.8% |
1-014 |
0.9% |
96% |
True |
False |
1,211,358 |
| 80 |
122-060 |
114-075 |
7-305 |
6.6% |
1-010 |
0.9% |
85% |
False |
False |
908,859 |
| 100 |
128-165 |
114-075 |
14-090 |
11.8% |
0-312 |
0.8% |
47% |
False |
False |
727,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-248 |
|
2.618 |
125-088 |
|
1.618 |
123-238 |
|
1.000 |
122-255 |
|
0.618 |
122-068 |
|
HIGH |
121-085 |
|
0.618 |
120-218 |
|
0.500 |
120-160 |
|
0.382 |
120-102 |
|
LOW |
119-235 |
|
0.618 |
118-252 |
|
1.000 |
118-065 |
|
1.618 |
117-082 |
|
2.618 |
115-232 |
|
4.250 |
113-072 |
|
|
| Fisher Pivots for day following 28-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
120-263 |
120-257 |
| PP |
120-212 |
120-198 |
| S1 |
120-160 |
120-140 |
|