ECBOT 5 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 13-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2022 |
13-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
112-000 |
112-055 |
0-055 |
0.2% |
112-310 |
| High |
112-168 |
112-148 |
-0-020 |
-0.1% |
113-192 |
| Low |
112-000 |
111-182 |
-0-138 |
-0.4% |
111-185 |
| Close |
112-072 |
112-060 |
-0-012 |
0.0% |
111-212 |
| Range |
0-168 |
0-285 |
0-118 |
70.1% |
2-008 |
| ATR |
0-241 |
0-244 |
0-003 |
1.3% |
0-000 |
| Volume |
898,224 |
1,505,164 |
606,940 |
67.6% |
4,107,003 |
|
| Daily Pivots for day following 13-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-238 |
114-114 |
112-217 |
|
| R3 |
113-273 |
113-149 |
112-138 |
|
| R2 |
112-308 |
112-308 |
112-112 |
|
| R1 |
112-184 |
112-184 |
112-086 |
112-246 |
| PP |
112-023 |
112-023 |
112-023 |
112-054 |
| S1 |
111-219 |
111-219 |
112-034 |
111-281 |
| S2 |
111-058 |
111-058 |
112-008 |
|
| S3 |
110-093 |
110-254 |
111-302 |
|
| S4 |
109-128 |
109-289 |
111-223 |
|
|
| 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 |
112-198 |
111-182 |
1-015 |
0.9% |
0-220 |
0.6% |
59% |
False |
True |
984,559 |
| 10 |
113-192 |
111-022 |
2-170 |
2.3% |
0-263 |
0.7% |
44% |
False |
False |
1,048,332 |
| 20 |
113-192 |
109-058 |
4-135 |
3.9% |
0-265 |
0.7% |
68% |
False |
False |
1,094,791 |
| 40 |
113-210 |
109-058 |
4-152 |
4.0% |
0-224 |
0.6% |
67% |
False |
False |
1,054,481 |
| 60 |
113-210 |
109-058 |
4-152 |
4.0% |
0-215 |
0.6% |
67% |
False |
False |
704,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-079 |
|
2.618 |
114-254 |
|
1.618 |
113-289 |
|
1.000 |
113-112 |
|
0.618 |
113-004 |
|
HIGH |
112-148 |
|
0.618 |
112-039 |
|
0.500 |
112-005 |
|
0.382 |
111-291 |
|
LOW |
111-182 |
|
0.618 |
111-006 |
|
1.000 |
110-218 |
|
1.618 |
110-041 |
|
2.618 |
109-076 |
|
4.250 |
107-251 |
|
|
| Fisher Pivots for day following 13-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
112-042 |
112-045 |
| PP |
112-023 |
112-030 |
| S1 |
112-005 |
112-015 |
|