ECBOT 5 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 21-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2022 |
21-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
111-175 |
111-162 |
-0-012 |
0.0% |
111-218 |
| High |
111-312 |
112-145 |
0-152 |
0.4% |
112-168 |
| Low |
111-142 |
111-110 |
-0-032 |
-0.1% |
111-172 |
| Close |
111-152 |
112-095 |
0-262 |
0.7% |
112-005 |
| Range |
0-170 |
1-035 |
0-185 |
108.8% |
0-315 |
| ATR |
0-222 |
0-231 |
0-010 |
4.3% |
0-000 |
| Volume |
706,649 |
1,198,013 |
491,364 |
69.5% |
5,141,749 |
|
| Daily Pivots for day following 21-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-115 |
114-300 |
112-290 |
|
| R3 |
114-080 |
113-265 |
112-193 |
|
| R2 |
113-045 |
113-045 |
112-160 |
|
| R1 |
112-230 |
112-230 |
112-128 |
112-298 |
| PP |
112-010 |
112-010 |
112-010 |
112-044 |
| S1 |
111-195 |
111-195 |
112-062 |
111-262 |
| S2 |
110-295 |
110-295 |
112-030 |
|
| S3 |
109-260 |
110-160 |
111-317 |
|
| S4 |
108-225 |
109-125 |
111-220 |
|
|
| 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 |
112-145 |
111-110 |
1-035 |
1.0% |
0-202 |
0.6% |
86% |
True |
True |
801,049 |
| 10 |
112-168 |
111-110 |
1-058 |
1.1% |
0-213 |
0.6% |
81% |
False |
True |
923,067 |
| 20 |
113-192 |
110-258 |
2-255 |
2.5% |
0-234 |
0.7% |
53% |
False |
False |
988,011 |
| 40 |
113-210 |
109-058 |
4-152 |
4.0% |
0-227 |
0.6% |
70% |
False |
False |
1,148,690 |
| 60 |
113-210 |
109-058 |
4-152 |
4.0% |
0-219 |
0.6% |
70% |
False |
False |
790,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-054 |
|
2.618 |
115-114 |
|
1.618 |
114-079 |
|
1.000 |
113-180 |
|
0.618 |
113-044 |
|
HIGH |
112-145 |
|
0.618 |
112-009 |
|
0.500 |
111-288 |
|
0.382 |
111-246 |
|
LOW |
111-110 |
|
0.618 |
110-211 |
|
1.000 |
110-075 |
|
1.618 |
109-176 |
|
2.618 |
108-141 |
|
4.250 |
106-201 |
|
|
| Fisher Pivots for day following 21-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
112-052 |
112-052 |
| PP |
112-010 |
112-010 |
| S1 |
111-288 |
111-288 |
|