ECBOT 5 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 06-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2022 |
06-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
112-310 |
113-060 |
0-070 |
0.2% |
111-108 |
| High |
113-138 |
113-192 |
0-055 |
0.2% |
113-122 |
| Low |
112-158 |
112-128 |
-0-030 |
-0.1% |
110-258 |
| Close |
113-068 |
112-178 |
-0-210 |
-0.6% |
112-268 |
| Range |
0-300 |
1-065 |
0-085 |
28.3% |
2-185 |
| ATR |
0-244 |
0-254 |
0-010 |
4.1% |
0-000 |
| Volume |
1,213,084 |
1,082,485 |
-130,599 |
-10.8% |
4,874,013 |
|
| Daily Pivots for day following 06-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-148 |
115-228 |
113-069 |
|
| R3 |
115-082 |
114-162 |
112-283 |
|
| R2 |
114-018 |
114-018 |
112-248 |
|
| R1 |
113-098 |
113-098 |
112-213 |
113-025 |
| PP |
112-272 |
112-272 |
112-272 |
112-236 |
| S1 |
112-032 |
112-032 |
112-142 |
111-280 |
| S2 |
111-208 |
111-208 |
112-107 |
|
| S3 |
110-142 |
110-288 |
112-072 |
|
| S4 |
109-078 |
109-222 |
111-286 |
|
|
| 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 |
113-192 |
111-022 |
2-170 |
2.2% |
0-306 |
0.8% |
59% |
True |
False |
1,112,105 |
| 10 |
113-192 |
110-112 |
3-080 |
2.9% |
0-263 |
0.7% |
68% |
True |
False |
1,068,408 |
| 20 |
113-192 |
109-058 |
4-135 |
3.9% |
0-270 |
0.7% |
76% |
True |
False |
1,151,582 |
| 40 |
113-210 |
109-058 |
4-152 |
4.0% |
0-223 |
0.6% |
75% |
False |
False |
932,887 |
| 60 |
113-240 |
109-058 |
4-182 |
4.1% |
0-215 |
0.6% |
74% |
False |
False |
622,385 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-229 |
|
2.618 |
116-240 |
|
1.618 |
115-175 |
|
1.000 |
114-258 |
|
0.618 |
114-110 |
|
HIGH |
113-192 |
|
0.618 |
113-045 |
|
0.500 |
113-000 |
|
0.382 |
112-275 |
|
LOW |
112-128 |
|
0.618 |
111-210 |
|
1.000 |
111-062 |
|
1.618 |
110-145 |
|
2.618 |
109-080 |
|
4.250 |
107-091 |
|
|
| Fisher Pivots for day following 06-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
113-000 |
112-262 |
| PP |
112-272 |
112-234 |
| S1 |
112-225 |
112-206 |
|