ECBOT 5 Year T-Note Future September 2022
Trading Metrics calculated at close of trading on 20-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2022 |
20-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
111-250 |
111-175 |
-0-075 |
-0.2% |
111-218 |
High |
111-312 |
111-312 |
0-000 |
0.0% |
112-168 |
Low |
111-168 |
111-142 |
-0-025 |
-0.1% |
111-172 |
Close |
111-185 |
111-152 |
-0-032 |
-0.1% |
112-005 |
Range |
0-145 |
0-170 |
0-025 |
17.2% |
0-315 |
ATR |
0-226 |
0-222 |
-0-004 |
-1.8% |
0-000 |
Volume |
622,711 |
706,649 |
83,938 |
13.5% |
5,141,749 |
|
Daily Pivots for day following 20-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-072 |
112-282 |
111-246 |
|
R3 |
112-222 |
112-112 |
111-199 |
|
R2 |
112-052 |
112-052 |
111-184 |
|
R1 |
111-262 |
111-262 |
111-168 |
111-232 |
PP |
111-202 |
111-202 |
111-202 |
111-188 |
S1 |
111-092 |
111-092 |
111-137 |
111-062 |
S2 |
111-032 |
111-032 |
111-121 |
|
S3 |
110-182 |
110-242 |
111-106 |
|
S4 |
110-012 |
110-072 |
111-059 |
|
|
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 |
112-122 |
111-142 |
0-300 |
0.8% |
0-174 |
0.5% |
3% |
False |
True |
798,841 |
10 |
112-198 |
111-142 |
1-055 |
1.1% |
0-197 |
0.6% |
3% |
False |
True |
891,700 |
20 |
113-192 |
110-112 |
3-080 |
2.9% |
0-230 |
0.6% |
35% |
False |
False |
980,054 |
40 |
113-210 |
109-058 |
4-152 |
4.0% |
0-221 |
0.6% |
51% |
False |
False |
1,138,426 |
60 |
113-210 |
109-058 |
4-152 |
4.0% |
0-216 |
0.6% |
51% |
False |
False |
770,986 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-075 |
2.618 |
113-118 |
1.618 |
112-268 |
1.000 |
112-162 |
0.618 |
112-098 |
HIGH |
111-312 |
0.618 |
111-248 |
0.500 |
111-228 |
0.382 |
111-207 |
LOW |
111-142 |
0.618 |
111-037 |
1.000 |
110-292 |
1.618 |
110-187 |
2.618 |
110-017 |
4.250 |
109-060 |
|
|
Fisher Pivots for day following 20-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
111-228 |
111-264 |
PP |
111-202 |
111-227 |
S1 |
111-178 |
111-190 |
|