ECBOT 5 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 25-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2022 |
25-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
112-128 |
113-005 |
0-198 |
0.5% |
112-002 |
| High |
113-088 |
113-020 |
-0-068 |
-0.2% |
113-088 |
| Low |
112-082 |
112-242 |
0-160 |
0.4% |
111-110 |
| Close |
112-302 |
112-270 |
-0-032 |
-0.1% |
112-302 |
| Range |
1-005 |
0-098 |
-0-228 |
-70.0% |
1-298 |
| ATR |
0-238 |
0-228 |
-0-010 |
-4.2% |
0-000 |
| Volume |
1,218,343 |
796,133 |
-422,210 |
-34.7% |
4,380,181 |
|
| Daily Pivots for day following 25-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-257 |
113-201 |
113-004 |
|
| R3 |
113-159 |
113-103 |
112-297 |
|
| R2 |
113-062 |
113-062 |
112-288 |
|
| R1 |
113-006 |
113-006 |
112-279 |
112-305 |
| PP |
112-284 |
112-284 |
112-284 |
112-274 |
| S1 |
112-228 |
112-228 |
112-261 |
112-208 |
| S2 |
112-187 |
112-187 |
112-252 |
|
| S3 |
112-089 |
112-131 |
112-243 |
|
| S4 |
111-312 |
112-033 |
112-216 |
|
|
| Weekly Pivots for week ending 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-099 |
117-178 |
114-002 |
|
| R3 |
116-122 |
115-201 |
113-152 |
|
| R2 |
114-144 |
114-144 |
113-096 |
|
| R1 |
113-223 |
113-223 |
113-039 |
114-024 |
| PP |
112-167 |
112-167 |
112-167 |
112-227 |
| S1 |
111-246 |
111-246 |
112-246 |
112-046 |
| S2 |
110-189 |
110-189 |
112-189 |
|
| S3 |
108-212 |
109-268 |
112-133 |
|
| S4 |
106-234 |
107-291 |
111-283 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-088 |
111-110 |
1-298 |
1.7% |
0-218 |
0.6% |
78% |
False |
False |
908,369 |
| 10 |
113-088 |
111-110 |
1-298 |
1.7% |
0-210 |
0.6% |
78% |
False |
False |
961,008 |
| 20 |
113-192 |
110-258 |
2-255 |
2.5% |
0-229 |
0.6% |
73% |
False |
False |
964,953 |
| 40 |
113-210 |
109-058 |
4-152 |
4.0% |
0-228 |
0.6% |
82% |
False |
False |
1,069,918 |
| 60 |
113-210 |
109-058 |
4-152 |
4.0% |
0-218 |
0.6% |
82% |
False |
False |
824,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-114 |
|
2.618 |
113-275 |
|
1.618 |
113-178 |
|
1.000 |
113-118 |
|
0.618 |
113-080 |
|
HIGH |
113-020 |
|
0.618 |
112-303 |
|
0.500 |
112-291 |
|
0.382 |
112-280 |
|
LOW |
112-242 |
|
0.618 |
112-182 |
|
1.000 |
112-145 |
|
1.618 |
112-085 |
|
2.618 |
111-307 |
|
4.250 |
111-148 |
|
|
| Fisher Pivots for day following 25-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
112-291 |
112-213 |
| PP |
112-284 |
112-156 |
| S1 |
112-277 |
112-099 |
|