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
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-070
Narrowest range in 5 trading days
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

These figures are updated between 7pm and 10pm EST after a trading day.

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