ECBOT 5 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 07-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2022 |
07-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
113-060 |
112-125 |
-0-255 |
-0.7% |
111-108 |
| High |
113-192 |
112-198 |
-0-315 |
-0.9% |
113-122 |
| Low |
112-128 |
112-002 |
-0-125 |
-0.3% |
110-258 |
| Close |
112-178 |
112-025 |
-0-152 |
-0.4% |
112-268 |
| Range |
1-065 |
0-195 |
-0-190 |
-49.4% |
2-185 |
| ATR |
0-254 |
0-250 |
-0-004 |
-1.7% |
0-000 |
| Volume |
1,082,485 |
884,350 |
-198,135 |
-18.3% |
4,874,013 |
|
| Daily Pivots for day following 07-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-020 |
113-218 |
112-132 |
|
| R3 |
113-145 |
113-022 |
112-079 |
|
| R2 |
112-270 |
112-270 |
112-061 |
|
| R1 |
112-148 |
112-148 |
112-043 |
112-111 |
| PP |
112-075 |
112-075 |
112-075 |
112-057 |
| S1 |
111-272 |
111-272 |
112-007 |
111-236 |
| S2 |
111-200 |
111-200 |
111-309 |
|
| S3 |
111-005 |
111-078 |
111-291 |
|
| S4 |
110-130 |
110-202 |
111-238 |
|
|
| 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 |
111-165 |
2-028 |
1.9% |
0-310 |
0.9% |
27% |
False |
False |
1,145,988 |
| 10 |
113-192 |
110-258 |
2-255 |
2.5% |
0-254 |
0.7% |
46% |
False |
False |
1,052,955 |
| 20 |
113-192 |
109-058 |
4-135 |
3.9% |
0-271 |
0.8% |
66% |
False |
False |
1,156,290 |
| 40 |
113-210 |
109-058 |
4-152 |
4.0% |
0-221 |
0.6% |
65% |
False |
False |
954,658 |
| 60 |
113-240 |
109-058 |
4-182 |
4.1% |
0-217 |
0.6% |
63% |
False |
False |
637,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-066 |
|
2.618 |
114-068 |
|
1.618 |
113-193 |
|
1.000 |
113-072 |
|
0.618 |
112-318 |
|
HIGH |
112-198 |
|
0.618 |
112-123 |
|
0.500 |
112-100 |
|
0.382 |
112-077 |
|
LOW |
112-002 |
|
0.618 |
111-202 |
|
1.000 |
111-128 |
|
1.618 |
111-007 |
|
2.618 |
110-132 |
|
4.250 |
109-134 |
|
|
| Fisher Pivots for day following 07-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
112-100 |
112-258 |
| PP |
112-075 |
112-180 |
| S1 |
112-050 |
112-102 |
|