ECBOT 5 Year T-Note Future September 2022
Trading Metrics calculated at close of trading on 19-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2022 |
19-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
112-002 |
111-250 |
-0-072 |
-0.2% |
111-218 |
High |
112-065 |
111-312 |
-0-072 |
-0.2% |
112-168 |
Low |
111-212 |
111-168 |
-0-045 |
-0.1% |
111-172 |
Close |
111-308 |
111-185 |
-0-122 |
-0.3% |
112-005 |
Range |
0-172 |
0-145 |
-0-028 |
-15.9% |
0-315 |
ATR |
0-232 |
0-226 |
-0-006 |
-2.7% |
0-000 |
Volume |
634,465 |
622,711 |
-11,754 |
-1.9% |
5,141,749 |
|
Daily Pivots for day following 19-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-017 |
112-246 |
111-265 |
|
R3 |
112-192 |
112-101 |
111-225 |
|
R2 |
112-047 |
112-047 |
111-212 |
|
R1 |
111-276 |
111-276 |
111-198 |
111-249 |
PP |
111-222 |
111-222 |
111-222 |
111-208 |
S1 |
111-131 |
111-131 |
111-172 |
111-104 |
S2 |
111-077 |
111-077 |
111-158 |
|
S3 |
110-252 |
110-306 |
111-145 |
|
S4 |
110-107 |
110-161 |
111-105 |
|
|
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 |
112-148 |
111-168 |
0-300 |
0.8% |
0-198 |
0.6% |
6% |
False |
True |
958,544 |
10 |
113-192 |
111-168 |
2-025 |
1.9% |
0-218 |
0.6% |
3% |
False |
True |
929,284 |
20 |
113-192 |
110-042 |
3-150 |
3.1% |
0-228 |
0.6% |
42% |
False |
False |
985,634 |
40 |
113-210 |
109-058 |
4-152 |
4.0% |
0-221 |
0.6% |
54% |
False |
False |
1,128,412 |
60 |
113-210 |
109-058 |
4-152 |
4.0% |
0-216 |
0.6% |
54% |
False |
False |
759,212 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-289 |
2.618 |
113-052 |
1.618 |
112-227 |
1.000 |
112-138 |
0.618 |
112-082 |
HIGH |
111-312 |
0.618 |
111-257 |
0.500 |
111-240 |
0.382 |
111-223 |
LOW |
111-168 |
0.618 |
111-078 |
1.000 |
111-022 |
1.618 |
110-253 |
2.618 |
110-108 |
4.250 |
109-191 |
|
|
Fisher Pivots for day following 19-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
111-240 |
111-305 |
PP |
111-222 |
111-265 |
S1 |
111-203 |
111-225 |
|