ECBOT 5 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 05-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2022 |
05-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
112-028 |
112-310 |
0-282 |
0.8% |
111-108 |
| High |
113-122 |
113-138 |
0-015 |
0.0% |
113-122 |
| Low |
112-012 |
112-158 |
0-145 |
0.4% |
110-258 |
| Close |
112-268 |
113-068 |
0-120 |
0.3% |
112-268 |
| Range |
1-110 |
0-300 |
-0-130 |
-30.2% |
2-185 |
| ATR |
0-239 |
0-244 |
0-004 |
1.8% |
0-000 |
| Volume |
1,348,713 |
1,213,084 |
-135,629 |
-10.1% |
4,874,013 |
|
| Daily Pivots for day following 05-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-274 |
115-151 |
113-232 |
|
| R3 |
114-294 |
114-171 |
113-150 |
|
| R2 |
113-314 |
113-314 |
113-122 |
|
| R1 |
113-191 |
113-191 |
113-095 |
113-252 |
| PP |
113-014 |
113-014 |
113-014 |
113-045 |
| S1 |
112-211 |
112-211 |
113-040 |
112-272 |
| S2 |
112-034 |
112-034 |
113-012 |
|
| S3 |
111-054 |
111-231 |
112-305 |
|
| S4 |
110-074 |
110-251 |
112-222 |
|
|
| Weekly Pivots for week ending 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-024 |
119-011 |
114-081 |
|
| R3 |
117-159 |
116-146 |
113-174 |
|
| R2 |
114-294 |
114-294 |
113-099 |
|
| R1 |
113-281 |
113-281 |
113-023 |
114-128 |
| PP |
112-109 |
112-109 |
112-109 |
112-192 |
| S1 |
111-096 |
111-096 |
112-192 |
111-262 |
| S2 |
109-244 |
109-244 |
112-116 |
|
| S3 |
107-059 |
108-231 |
112-041 |
|
| S4 |
104-194 |
106-046 |
111-134 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-138 |
110-258 |
2-200 |
2.3% |
0-255 |
0.7% |
92% |
True |
False |
1,037,470 |
| 10 |
113-138 |
110-042 |
3-095 |
2.9% |
0-237 |
0.7% |
93% |
True |
False |
1,041,985 |
| 20 |
113-138 |
109-058 |
4-080 |
3.8% |
0-258 |
0.7% |
95% |
True |
False |
1,133,792 |
| 40 |
113-210 |
109-058 |
4-152 |
4.0% |
0-217 |
0.6% |
90% |
False |
False |
905,997 |
| 60 |
113-240 |
109-058 |
4-182 |
4.0% |
0-210 |
0.6% |
88% |
False |
False |
604,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-132 |
|
2.618 |
115-283 |
|
1.618 |
114-303 |
|
1.000 |
114-118 |
|
0.618 |
114-003 |
|
HIGH |
113-138 |
|
0.618 |
113-023 |
|
0.500 |
112-308 |
|
0.382 |
112-272 |
|
LOW |
112-158 |
|
0.618 |
111-292 |
|
1.000 |
111-178 |
|
1.618 |
110-312 |
|
2.618 |
110-012 |
|
4.250 |
108-162 |
|
|
| Fisher Pivots for day following 05-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
113-041 |
112-309 |
| PP |
113-014 |
112-230 |
| S1 |
112-308 |
112-151 |
|