ECBOT 5 Year T-Note Future September 2022
Trading Metrics calculated at close of trading on 18-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2022 |
18-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
111-295 |
112-002 |
0-028 |
0.1% |
111-218 |
High |
112-122 |
112-065 |
-0-058 |
-0.2% |
112-168 |
Low |
111-275 |
111-212 |
-0-062 |
-0.2% |
111-172 |
Close |
112-005 |
111-308 |
-0-018 |
0.0% |
112-005 |
Range |
0-168 |
0-172 |
0-005 |
3.0% |
0-315 |
ATR |
0-237 |
0-232 |
-0-005 |
-1.9% |
0-000 |
Volume |
843,410 |
634,465 |
-208,945 |
-24.8% |
5,141,749 |
|
Daily Pivots for day following 18-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-179 |
113-096 |
112-082 |
|
R3 |
113-007 |
112-243 |
112-035 |
|
R2 |
112-154 |
112-154 |
112-019 |
|
R1 |
112-071 |
112-071 |
112-003 |
112-026 |
PP |
111-302 |
111-302 |
111-302 |
111-279 |
S1 |
111-218 |
111-218 |
111-292 |
111-174 |
S2 |
111-129 |
111-129 |
111-276 |
|
S3 |
110-277 |
111-046 |
111-260 |
|
S4 |
110-104 |
110-193 |
111-213 |
|
|
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% |
0-202 |
0.6% |
43% |
False |
False |
1,013,647 |
10 |
113-192 |
111-172 |
2-020 |
1.8% |
0-234 |
0.7% |
20% |
False |
False |
988,321 |
20 |
113-192 |
110-028 |
3-165 |
3.1% |
0-232 |
0.6% |
53% |
False |
False |
1,000,095 |
40 |
113-210 |
109-058 |
4-152 |
4.0% |
0-223 |
0.6% |
62% |
False |
False |
1,118,310 |
60 |
113-210 |
109-058 |
4-152 |
4.0% |
0-216 |
0.6% |
62% |
False |
False |
748,833 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-158 |
2.618 |
113-197 |
1.618 |
113-024 |
1.000 |
112-238 |
0.618 |
112-172 |
HIGH |
112-065 |
0.618 |
111-319 |
0.500 |
111-299 |
0.382 |
111-278 |
LOW |
111-212 |
0.618 |
111-106 |
1.000 |
111-040 |
1.618 |
110-253 |
2.618 |
110-081 |
4.250 |
109-119 |
|
|
Fisher Pivots for day following 18-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
111-305 |
111-308 |
PP |
111-302 |
111-308 |
S1 |
111-299 |
111-308 |
|