ECBOT 5 Year T-Note Future September 2022
Trading Metrics calculated at close of trading on 08-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2022 |
08-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
112-125 |
112-058 |
-0-068 |
-0.2% |
112-310 |
High |
112-198 |
112-108 |
-0-090 |
-0.2% |
113-192 |
Low |
112-002 |
111-185 |
-0-138 |
-0.4% |
111-185 |
Close |
112-025 |
111-212 |
-0-132 |
-0.4% |
111-212 |
Range |
0-195 |
0-242 |
0-048 |
24.4% |
2-008 |
ATR |
0-250 |
0-249 |
-0-001 |
-0.2% |
0-000 |
Volume |
884,350 |
927,084 |
42,734 |
4.8% |
4,107,003 |
|
Daily Pivots for day following 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-042 |
113-210 |
112-026 |
|
R3 |
113-120 |
112-288 |
111-279 |
|
R2 |
112-198 |
112-198 |
111-257 |
|
R1 |
112-045 |
112-045 |
111-235 |
112-000 |
PP |
111-275 |
111-275 |
111-275 |
111-252 |
S1 |
111-122 |
111-122 |
111-190 |
111-078 |
S2 |
111-032 |
111-032 |
111-168 |
|
S3 |
110-110 |
110-200 |
111-146 |
|
S4 |
109-188 |
109-278 |
111-079 |
|
|
Weekly Pivots for week ending 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-112 |
117-010 |
112-249 |
|
R3 |
116-105 |
115-002 |
112-071 |
|
R2 |
114-098 |
114-098 |
112-011 |
|
R1 |
112-315 |
112-315 |
111-272 |
112-202 |
PP |
112-090 |
112-090 |
112-090 |
112-034 |
S1 |
110-308 |
110-308 |
111-153 |
110-195 |
S2 |
110-082 |
110-082 |
111-094 |
|
S3 |
108-075 |
108-300 |
111-034 |
|
S4 |
106-068 |
106-292 |
110-176 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
113-192 |
111-185 |
2-008 |
1.8% |
0-310 |
0.9% |
4% |
False |
True |
1,091,143 |
10 |
113-192 |
110-258 |
2-255 |
2.5% |
0-245 |
0.7% |
31% |
False |
False |
994,858 |
20 |
113-192 |
109-058 |
4-135 |
4.0% |
0-278 |
0.8% |
56% |
False |
False |
1,166,185 |
40 |
113-210 |
109-058 |
4-152 |
4.0% |
0-222 |
0.6% |
55% |
False |
False |
977,569 |
60 |
113-240 |
109-058 |
4-182 |
4.1% |
0-220 |
0.6% |
54% |
False |
False |
652,575 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115-178 |
2.618 |
114-102 |
1.618 |
113-180 |
1.000 |
113-030 |
0.618 |
112-257 |
HIGH |
112-108 |
0.618 |
112-015 |
0.500 |
111-306 |
0.382 |
111-278 |
LOW |
111-185 |
0.618 |
111-035 |
1.000 |
110-262 |
1.618 |
110-113 |
2.618 |
109-190 |
4.250 |
108-114 |
|
|
Fisher Pivots for day following 08-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
111-306 |
112-189 |
PP |
111-275 |
112-090 |
S1 |
111-244 |
111-311 |
|