ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 03-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2022 |
03-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
121-195 |
120-040 |
-1-155 |
-1.2% |
120-020 |
| High |
122-020 |
120-160 |
-1-180 |
-1.3% |
121-125 |
| Low |
119-315 |
119-105 |
-0-210 |
-0.5% |
119-155 |
| Close |
120-040 |
120-030 |
-0-010 |
0.0% |
121-045 |
| Range |
2-025 |
1-055 |
-0-290 |
-43.6% |
1-290 |
| ATR |
1-039 |
1-040 |
0-001 |
0.3% |
0-000 |
| Volume |
1,984,438 |
1,860,557 |
-123,881 |
-6.2% |
7,321,149 |
|
| Daily Pivots for day following 03-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-157 |
122-308 |
120-236 |
|
| R3 |
122-102 |
121-253 |
120-133 |
|
| R2 |
121-047 |
121-047 |
120-099 |
|
| R1 |
120-198 |
120-198 |
120-064 |
120-095 |
| PP |
119-312 |
119-312 |
119-312 |
119-260 |
| S1 |
119-143 |
119-143 |
119-316 |
119-040 |
| S2 |
118-257 |
118-257 |
119-281 |
|
| S3 |
117-202 |
118-088 |
119-247 |
|
| S4 |
116-147 |
117-033 |
119-144 |
|
|
| 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 |
119-105 |
2-235 |
2.3% |
1-091 |
1.1% |
28% |
False |
True |
1,810,371 |
| 10 |
122-020 |
117-145 |
4-195 |
3.8% |
1-060 |
1.0% |
57% |
False |
False |
1,613,210 |
| 20 |
122-020 |
117-145 |
4-195 |
3.8% |
1-019 |
0.9% |
57% |
False |
False |
1,479,416 |
| 40 |
122-020 |
114-075 |
7-265 |
6.5% |
1-049 |
1.0% |
75% |
False |
False |
1,588,071 |
| 60 |
122-020 |
114-075 |
7-265 |
6.5% |
1-019 |
0.9% |
75% |
False |
False |
1,330,304 |
| 80 |
122-020 |
114-075 |
7-265 |
6.5% |
1-016 |
0.9% |
75% |
False |
False |
998,739 |
| 100 |
125-265 |
114-075 |
11-190 |
9.7% |
1-000 |
0.8% |
51% |
False |
False |
799,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-154 |
|
2.618 |
123-182 |
|
1.618 |
122-127 |
|
1.000 |
121-215 |
|
0.618 |
121-072 |
|
HIGH |
120-160 |
|
0.618 |
120-017 |
|
0.500 |
119-292 |
|
0.382 |
119-248 |
|
LOW |
119-105 |
|
0.618 |
118-193 |
|
1.000 |
118-050 |
|
1.618 |
117-138 |
|
2.618 |
116-083 |
|
4.250 |
114-111 |
|
|
| Fisher Pivots for day following 03-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
120-011 |
120-222 |
| PP |
119-312 |
120-158 |
| S1 |
119-292 |
120-094 |
|