ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 05-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2022 |
05-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
120-120 |
120-195 |
0-075 |
0.2% |
121-020 |
| High |
120-290 |
120-245 |
-0-045 |
-0.1% |
122-020 |
| Low |
120-030 |
119-075 |
-0-275 |
-0.7% |
119-075 |
| Close |
120-235 |
119-120 |
-1-115 |
-1.1% |
119-120 |
| Range |
0-260 |
1-170 |
0-230 |
88.5% |
2-265 |
| ATR |
1-033 |
1-043 |
0-010 |
2.8% |
0-000 |
| Volume |
1,335,255 |
1,540,474 |
205,219 |
15.4% |
8,073,585 |
|
| Daily Pivots for day following 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-123 |
123-132 |
120-070 |
|
| R3 |
122-273 |
121-282 |
119-255 |
|
| R2 |
121-103 |
121-103 |
119-210 |
|
| R1 |
120-112 |
120-112 |
119-165 |
120-022 |
| PP |
119-253 |
119-253 |
119-253 |
119-209 |
| S1 |
118-262 |
118-262 |
119-075 |
118-172 |
| S2 |
118-083 |
118-083 |
119-030 |
|
| S3 |
116-233 |
117-092 |
118-305 |
|
| S4 |
115-063 |
115-242 |
118-170 |
|
|
| Weekly Pivots for week ending 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-227 |
126-278 |
120-298 |
|
| R3 |
125-282 |
124-013 |
120-049 |
|
| R2 |
123-017 |
123-017 |
119-286 |
|
| R1 |
121-068 |
121-068 |
119-203 |
120-230 |
| PP |
120-072 |
120-072 |
120-072 |
119-312 |
| S1 |
118-123 |
118-123 |
119-037 |
117-285 |
| S2 |
117-127 |
117-127 |
118-274 |
|
| S3 |
114-182 |
115-178 |
118-191 |
|
| S4 |
111-237 |
112-233 |
117-262 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-020 |
119-075 |
2-265 |
2.4% |
1-088 |
1.1% |
5% |
False |
True |
1,614,717 |
| 10 |
122-020 |
119-075 |
2-265 |
2.4% |
1-034 |
0.9% |
5% |
False |
True |
1,539,473 |
| 20 |
122-020 |
117-145 |
4-195 |
3.9% |
1-024 |
0.9% |
42% |
False |
False |
1,485,412 |
| 40 |
122-020 |
114-075 |
7-265 |
6.6% |
1-057 |
1.0% |
66% |
False |
False |
1,597,718 |
| 60 |
122-020 |
114-075 |
7-265 |
6.6% |
1-019 |
0.9% |
66% |
False |
False |
1,377,684 |
| 80 |
122-020 |
114-075 |
7-265 |
6.6% |
1-020 |
0.9% |
66% |
False |
False |
1,034,682 |
| 100 |
125-035 |
114-075 |
10-280 |
9.1% |
1-005 |
0.9% |
47% |
False |
False |
827,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-088 |
|
2.618 |
124-248 |
|
1.618 |
123-078 |
|
1.000 |
122-095 |
|
0.618 |
121-228 |
|
HIGH |
120-245 |
|
0.618 |
120-058 |
|
0.500 |
120-000 |
|
0.382 |
119-262 |
|
LOW |
119-075 |
|
0.618 |
118-092 |
|
1.000 |
117-225 |
|
1.618 |
116-242 |
|
2.618 |
115-072 |
|
4.250 |
112-232 |
|
|
| Fisher Pivots for day following 05-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
120-000 |
120-022 |
| PP |
119-253 |
119-268 |
| S1 |
119-187 |
119-194 |
|