ECBOT 5 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 11-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2022 |
11-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
112-058 |
111-218 |
-0-160 |
-0.4% |
112-310 |
| High |
112-108 |
112-080 |
-0-028 |
-0.1% |
113-192 |
| Low |
111-185 |
111-192 |
0-008 |
0.0% |
111-185 |
| Close |
111-212 |
112-022 |
0-130 |
0.4% |
111-212 |
| Range |
0-242 |
0-208 |
-0-035 |
-14.4% |
2-008 |
| ATR |
0-249 |
0-246 |
-0-003 |
-1.2% |
0-000 |
| Volume |
927,084 |
707,977 |
-219,107 |
-23.6% |
4,107,003 |
|
| Daily Pivots for day following 11-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-294 |
113-206 |
112-137 |
|
| R3 |
113-087 |
112-318 |
112-080 |
|
| R2 |
112-199 |
112-199 |
112-061 |
|
| R1 |
112-111 |
112-111 |
112-042 |
112-155 |
| PP |
111-312 |
111-312 |
111-312 |
112-014 |
| S1 |
111-223 |
111-223 |
112-003 |
111-268 |
| S2 |
111-104 |
111-104 |
111-304 |
|
| S3 |
110-217 |
111-016 |
111-285 |
|
| S4 |
110-009 |
110-128 |
111-228 |
|
|
| 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% |
0-266 |
0.7% |
24% |
False |
False |
962,996 |
| 10 |
113-192 |
110-258 |
2-255 |
2.5% |
0-248 |
0.7% |
45% |
False |
False |
968,899 |
| 20 |
113-192 |
109-058 |
4-135 |
3.9% |
0-283 |
0.8% |
65% |
False |
False |
1,155,784 |
| 40 |
113-210 |
109-058 |
4-152 |
4.0% |
0-221 |
0.6% |
65% |
False |
False |
994,973 |
| 60 |
113-240 |
109-058 |
4-182 |
4.1% |
0-218 |
0.6% |
63% |
False |
False |
664,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-002 |
|
2.618 |
113-303 |
|
1.618 |
113-096 |
|
1.000 |
112-288 |
|
0.618 |
112-208 |
|
HIGH |
112-080 |
|
0.618 |
112-001 |
|
0.500 |
111-296 |
|
0.382 |
111-272 |
|
LOW |
111-192 |
|
0.618 |
111-064 |
|
1.000 |
110-305 |
|
1.618 |
110-177 |
|
2.618 |
109-289 |
|
4.250 |
108-271 |
|
|
| Fisher Pivots for day following 11-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
112-007 |
112-031 |
| PP |
111-312 |
112-028 |
| S1 |
111-296 |
112-025 |
|