ECBOT 10 Year T-Note Future September 2022
Trading Metrics calculated at close of trading on 01-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2022 |
01-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
120-310 |
121-020 |
0-030 |
0.1% |
120-020 |
High |
121-125 |
121-200 |
0-075 |
0.2% |
121-125 |
Low |
120-170 |
120-270 |
0-100 |
0.3% |
119-155 |
Close |
121-045 |
121-115 |
0-070 |
0.2% |
121-045 |
Range |
0-275 |
0-250 |
-0-025 |
-9.1% |
1-290 |
ATR |
1-022 |
1-015 |
-0-007 |
-1.9% |
0-000 |
Volume |
1,992,752 |
1,352,861 |
-639,891 |
-32.1% |
7,321,149 |
|
Daily Pivots for day following 01-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-198 |
123-087 |
121-252 |
|
R3 |
122-268 |
122-157 |
121-184 |
|
R2 |
122-018 |
122-018 |
121-161 |
|
R1 |
121-227 |
121-227 |
121-138 |
121-282 |
PP |
121-088 |
121-088 |
121-088 |
121-116 |
S1 |
120-297 |
120-297 |
121-092 |
121-032 |
S2 |
120-158 |
120-158 |
121-069 |
|
S3 |
119-228 |
120-047 |
121-046 |
|
S4 |
118-298 |
119-117 |
120-298 |
|
|
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 |
121-200 |
119-195 |
2-005 |
1.7% |
0-311 |
0.8% |
87% |
True |
False |
1,528,500 |
10 |
121-200 |
117-145 |
4-055 |
3.4% |
1-002 |
0.8% |
94% |
True |
False |
1,447,497 |
20 |
121-200 |
117-145 |
4-055 |
3.4% |
1-018 |
0.9% |
94% |
True |
False |
1,456,197 |
40 |
121-200 |
114-075 |
7-125 |
6.1% |
1-035 |
0.9% |
96% |
True |
False |
1,546,579 |
60 |
121-200 |
114-075 |
7-125 |
6.1% |
1-014 |
0.9% |
96% |
True |
False |
1,266,970 |
80 |
121-200 |
114-075 |
7-125 |
6.1% |
1-009 |
0.8% |
96% |
True |
False |
950,678 |
100 |
126-310 |
114-075 |
12-235 |
10.5% |
0-315 |
0.8% |
56% |
False |
False |
760,551 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-302 |
2.618 |
123-214 |
1.618 |
122-284 |
1.000 |
122-130 |
0.618 |
122-034 |
HIGH |
121-200 |
0.618 |
121-104 |
0.500 |
121-075 |
0.382 |
121-046 |
LOW |
120-270 |
0.618 |
120-116 |
1.000 |
120-020 |
1.618 |
119-186 |
2.618 |
118-256 |
4.250 |
117-168 |
|
|
Fisher Pivots for day following 01-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
121-102 |
121-042 |
PP |
121-088 |
120-290 |
S1 |
121-075 |
120-218 |
|