ECBOT 5 Year T-Note Future September 2022
Trading Metrics calculated at close of trading on 15-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2022 |
15-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
112-040 |
111-295 |
-0-065 |
-0.2% |
111-218 |
High |
112-070 |
112-122 |
0-052 |
0.1% |
112-168 |
Low |
111-172 |
111-275 |
0-102 |
0.3% |
111-172 |
Close |
111-318 |
112-005 |
0-008 |
0.0% |
112-005 |
Range |
0-218 |
0-168 |
-0-050 |
-23.0% |
0-315 |
ATR |
0-242 |
0-237 |
-0-005 |
-2.2% |
0-000 |
Volume |
1,186,974 |
843,410 |
-343,564 |
-28.9% |
5,141,749 |
|
Daily Pivots for day following 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-210 |
113-115 |
112-097 |
|
R3 |
113-042 |
112-268 |
112-051 |
|
R2 |
112-195 |
112-195 |
112-036 |
|
R1 |
112-100 |
112-100 |
112-020 |
112-148 |
PP |
112-028 |
112-028 |
112-028 |
112-051 |
S1 |
111-252 |
111-252 |
111-310 |
111-300 |
S2 |
111-180 |
111-180 |
111-294 |
|
S3 |
111-012 |
111-085 |
111-279 |
|
S4 |
110-165 |
110-238 |
111-233 |
|
|
Weekly Pivots for week ending 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-313 |
114-154 |
112-178 |
|
R3 |
113-318 |
113-159 |
112-092 |
|
R2 |
113-003 |
113-003 |
112-063 |
|
R1 |
112-164 |
112-164 |
112-034 |
112-244 |
PP |
112-008 |
112-008 |
112-008 |
112-048 |
S1 |
111-169 |
111-169 |
111-296 |
111-249 |
S2 |
111-013 |
111-013 |
111-267 |
|
S3 |
110-018 |
110-174 |
111-238 |
|
S4 |
109-023 |
109-179 |
111-152 |
|
|
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% |
0-209 |
0.6% |
48% |
False |
False |
1,028,349 |
10 |
113-192 |
111-172 |
2-020 |
1.8% |
0-260 |
0.7% |
23% |
False |
False |
1,059,746 |
20 |
113-192 |
109-108 |
4-085 |
3.8% |
0-246 |
0.7% |
63% |
False |
False |
1,045,809 |
40 |
113-210 |
109-058 |
4-152 |
4.0% |
0-223 |
0.6% |
63% |
False |
False |
1,103,314 |
60 |
113-210 |
109-058 |
4-152 |
4.0% |
0-216 |
0.6% |
63% |
False |
False |
738,260 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-194 |
2.618 |
113-241 |
1.618 |
113-074 |
1.000 |
112-290 |
0.618 |
112-226 |
HIGH |
112-122 |
0.618 |
112-059 |
0.500 |
112-039 |
0.382 |
112-019 |
LOW |
111-275 |
0.618 |
111-171 |
1.000 |
111-108 |
1.618 |
111-004 |
2.618 |
110-156 |
4.250 |
109-203 |
|
|
Fisher Pivots for day following 15-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
112-039 |
112-003 |
PP |
112-028 |
112-002 |
S1 |
112-016 |
112-000 |
|