ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 02-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2022 |
02-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
121-020 |
121-195 |
0-175 |
0.5% |
120-020 |
| High |
121-200 |
122-020 |
0-140 |
0.4% |
121-125 |
| Low |
120-270 |
119-315 |
-0-275 |
-0.7% |
119-155 |
| Close |
121-115 |
120-040 |
-1-075 |
-1.0% |
121-045 |
| Range |
0-250 |
2-025 |
1-095 |
166.0% |
1-290 |
| ATR |
1-015 |
1-039 |
0-024 |
7.0% |
0-000 |
| Volume |
1,352,861 |
1,984,438 |
631,577 |
46.7% |
7,321,149 |
|
| Daily Pivots for day following 02-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-307 |
125-198 |
121-086 |
|
| R3 |
124-282 |
123-173 |
120-223 |
|
| R2 |
122-257 |
122-257 |
120-162 |
|
| R1 |
121-148 |
121-148 |
120-101 |
121-030 |
| PP |
120-232 |
120-232 |
120-232 |
120-172 |
| S1 |
119-123 |
119-123 |
119-299 |
119-005 |
| S2 |
118-207 |
118-207 |
119-238 |
|
| S3 |
116-182 |
117-098 |
119-177 |
|
| S4 |
114-157 |
115-073 |
118-314 |
|
|
| 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 |
122-020 |
119-195 |
2-145 |
2.0% |
1-072 |
1.0% |
21% |
True |
False |
1,700,093 |
| 10 |
122-020 |
117-145 |
4-195 |
3.8% |
1-048 |
1.0% |
58% |
True |
False |
1,542,313 |
| 20 |
122-020 |
117-145 |
4-195 |
3.8% |
1-027 |
0.9% |
58% |
True |
False |
1,467,325 |
| 40 |
122-020 |
114-075 |
7-265 |
6.5% |
1-047 |
1.0% |
75% |
True |
False |
1,568,938 |
| 60 |
122-020 |
114-075 |
7-265 |
6.5% |
1-016 |
0.9% |
75% |
True |
False |
1,299,591 |
| 80 |
122-020 |
114-075 |
7-265 |
6.5% |
1-014 |
0.9% |
75% |
True |
False |
975,482 |
| 100 |
126-220 |
114-075 |
12-145 |
10.4% |
1-000 |
0.8% |
47% |
False |
False |
780,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-286 |
|
2.618 |
127-161 |
|
1.618 |
125-136 |
|
1.000 |
124-045 |
|
0.618 |
123-111 |
|
HIGH |
122-020 |
|
0.618 |
121-086 |
|
0.500 |
121-008 |
|
0.382 |
120-249 |
|
LOW |
119-315 |
|
0.618 |
118-224 |
|
1.000 |
117-290 |
|
1.618 |
116-199 |
|
2.618 |
114-174 |
|
4.250 |
111-049 |
|
|
| Fisher Pivots for day following 02-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
121-008 |
121-008 |
| PP |
120-232 |
120-232 |
| S1 |
120-136 |
120-136 |
|