ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 29-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2022 |
29-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
120-000 |
120-310 |
0-310 |
0.8% |
120-020 |
| High |
121-085 |
121-125 |
0-040 |
0.1% |
121-125 |
| Low |
119-235 |
120-170 |
0-255 |
0.7% |
119-155 |
| Close |
120-315 |
121-045 |
0-050 |
0.1% |
121-045 |
| Range |
1-170 |
0-275 |
-0-215 |
-43.9% |
1-290 |
| ATR |
1-027 |
1-022 |
-0-005 |
-1.5% |
0-000 |
| Volume |
1,861,248 |
1,992,752 |
131,504 |
7.1% |
7,321,149 |
|
| Daily Pivots for day following 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-192 |
123-073 |
121-196 |
|
| R3 |
122-237 |
122-118 |
121-121 |
|
| R2 |
121-282 |
121-282 |
121-095 |
|
| R1 |
121-163 |
121-163 |
121-070 |
121-222 |
| PP |
121-007 |
121-007 |
121-007 |
121-036 |
| S1 |
120-208 |
120-208 |
121-020 |
120-268 |
| S2 |
120-052 |
120-052 |
120-315 |
|
| S3 |
119-097 |
119-253 |
120-289 |
|
| S4 |
118-142 |
118-298 |
120-214 |
|
|
| Weekly Pivots for week ending 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-125 |
125-215 |
122-060 |
|
| R3 |
124-155 |
123-245 |
121-213 |
|
| R2 |
122-185 |
122-185 |
121-157 |
|
| R1 |
121-275 |
121-275 |
121-101 |
122-070 |
| PP |
120-215 |
120-215 |
120-215 |
120-272 |
| S1 |
119-305 |
119-305 |
120-309 |
120-100 |
| S2 |
118-245 |
118-245 |
120-253 |
|
| S3 |
116-275 |
118-015 |
120-197 |
|
| S4 |
114-305 |
116-045 |
120-030 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-125 |
119-155 |
1-290 |
1.6% |
0-299 |
0.8% |
87% |
True |
False |
1,464,229 |
| 10 |
121-125 |
117-145 |
3-300 |
3.3% |
1-006 |
0.8% |
94% |
True |
False |
1,405,695 |
| 20 |
121-125 |
117-145 |
3-300 |
3.3% |
1-036 |
0.9% |
94% |
True |
False |
1,488,118 |
| 40 |
121-125 |
114-075 |
7-050 |
5.9% |
1-032 |
0.9% |
97% |
True |
False |
1,539,276 |
| 60 |
121-125 |
114-075 |
7-050 |
5.9% |
1-015 |
0.9% |
97% |
True |
False |
1,244,536 |
| 80 |
122-035 |
114-075 |
7-280 |
6.5% |
1-012 |
0.9% |
88% |
False |
False |
933,768 |
| 100 |
126-310 |
114-075 |
12-235 |
10.5% |
0-313 |
0.8% |
54% |
False |
False |
747,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-014 |
|
2.618 |
123-205 |
|
1.618 |
122-250 |
|
1.000 |
122-080 |
|
0.618 |
121-295 |
|
HIGH |
121-125 |
|
0.618 |
121-020 |
|
0.500 |
120-308 |
|
0.382 |
120-275 |
|
LOW |
120-170 |
|
0.618 |
120-000 |
|
1.000 |
119-215 |
|
1.618 |
119-045 |
|
2.618 |
118-090 |
|
4.250 |
116-281 |
|
|
| Fisher Pivots for day following 29-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
121-026 |
120-297 |
| PP |
121-007 |
120-228 |
| S1 |
120-308 |
120-160 |
|