ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 04-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2022 |
04-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
120-040 |
120-120 |
0-080 |
0.2% |
120-020 |
| High |
120-160 |
120-290 |
0-130 |
0.3% |
121-125 |
| Low |
119-105 |
120-030 |
0-245 |
0.6% |
119-155 |
| Close |
120-030 |
120-235 |
0-205 |
0.5% |
121-045 |
| Range |
1-055 |
0-260 |
-0-115 |
-30.7% |
1-290 |
| ATR |
1-040 |
1-033 |
-0-007 |
-2.0% |
0-000 |
| Volume |
1,860,557 |
1,335,255 |
-525,302 |
-28.2% |
7,321,149 |
|
| Daily Pivots for day following 04-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-005 |
122-220 |
121-058 |
|
| R3 |
122-065 |
121-280 |
120-306 |
|
| R2 |
121-125 |
121-125 |
120-283 |
|
| R1 |
121-020 |
121-020 |
120-259 |
121-072 |
| PP |
120-185 |
120-185 |
120-185 |
120-211 |
| S1 |
120-080 |
120-080 |
120-211 |
120-132 |
| S2 |
119-245 |
119-245 |
120-187 |
|
| S3 |
118-305 |
119-140 |
120-164 |
|
| S4 |
118-045 |
118-200 |
120-092 |
|
|
| 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% |
1-045 |
0.9% |
51% |
False |
False |
1,705,172 |
| 10 |
122-020 |
118-300 |
3-040 |
2.6% |
1-030 |
0.9% |
58% |
False |
False |
1,565,330 |
| 20 |
122-020 |
117-145 |
4-195 |
3.8% |
1-016 |
0.9% |
71% |
False |
False |
1,476,121 |
| 40 |
122-020 |
114-075 |
7-265 |
6.5% |
1-049 |
1.0% |
83% |
False |
False |
1,588,243 |
| 60 |
122-020 |
114-075 |
7-265 |
6.5% |
1-016 |
0.9% |
83% |
False |
False |
1,352,348 |
| 80 |
122-020 |
114-075 |
7-265 |
6.5% |
1-016 |
0.9% |
83% |
False |
False |
1,015,428 |
| 100 |
125-125 |
114-075 |
11-050 |
9.2% |
1-003 |
0.8% |
58% |
False |
False |
812,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-115 |
|
2.618 |
123-011 |
|
1.618 |
122-071 |
|
1.000 |
121-230 |
|
0.618 |
121-131 |
|
HIGH |
120-290 |
|
0.618 |
120-191 |
|
0.500 |
120-160 |
|
0.382 |
120-129 |
|
LOW |
120-030 |
|
0.618 |
119-189 |
|
1.000 |
119-090 |
|
1.618 |
118-249 |
|
2.618 |
117-309 |
|
4.250 |
116-205 |
|
|
| Fisher Pivots for day following 04-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
120-210 |
120-231 |
| PP |
120-185 |
120-227 |
| S1 |
120-160 |
120-222 |
|