ECBOT 5 Year T-Note Future September 2022
Trading Metrics calculated at close of trading on 14-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2022 |
14-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
112-055 |
112-040 |
-0-015 |
0.0% |
112-310 |
High |
112-148 |
112-070 |
-0-078 |
-0.2% |
113-192 |
Low |
111-182 |
111-172 |
-0-010 |
0.0% |
111-185 |
Close |
112-060 |
111-318 |
-0-062 |
-0.2% |
111-212 |
Range |
0-285 |
0-218 |
-0-068 |
-23.7% |
2-008 |
ATR |
0-244 |
0-242 |
-0-002 |
-0.8% |
0-000 |
Volume |
1,505,164 |
1,186,974 |
-318,190 |
-21.1% |
4,107,003 |
|
Daily Pivots for day following 14-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-306 |
113-209 |
112-117 |
|
R3 |
113-088 |
112-312 |
112-057 |
|
R2 |
112-191 |
112-191 |
112-037 |
|
R1 |
112-094 |
112-094 |
112-017 |
112-034 |
PP |
111-293 |
111-293 |
111-293 |
111-263 |
S1 |
111-197 |
111-197 |
111-298 |
111-136 |
S2 |
111-076 |
111-076 |
111-278 |
|
S3 |
110-178 |
110-299 |
111-258 |
|
S4 |
109-281 |
110-082 |
111-198 |
|
|
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 |
112-168 |
111-172 |
0-315 |
0.9% |
0-224 |
0.6% |
46% |
False |
True |
1,045,084 |
10 |
113-192 |
111-165 |
2-028 |
1.9% |
0-267 |
0.7% |
23% |
False |
False |
1,095,536 |
20 |
113-192 |
109-085 |
4-108 |
3.9% |
0-256 |
0.7% |
63% |
False |
False |
1,076,562 |
40 |
113-210 |
109-058 |
4-152 |
4.0% |
0-225 |
0.6% |
63% |
False |
False |
1,083,492 |
60 |
113-210 |
109-058 |
4-152 |
4.0% |
0-217 |
0.6% |
63% |
False |
False |
724,203 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115-034 |
2.618 |
113-319 |
1.618 |
113-102 |
1.000 |
112-288 |
0.618 |
112-204 |
HIGH |
112-070 |
0.618 |
111-307 |
0.500 |
111-281 |
0.382 |
111-256 |
LOW |
111-172 |
0.618 |
111-038 |
1.000 |
110-275 |
1.618 |
110-141 |
2.618 |
109-243 |
4.250 |
108-208 |
|
|
Fisher Pivots for day following 14-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
111-305 |
112-010 |
PP |
111-293 |
112-006 |
S1 |
111-281 |
112-002 |
|