ECBOT 5 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 26-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2022 |
26-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
113-005 |
112-305 |
-0-020 |
-0.1% |
112-002 |
| High |
113-020 |
113-105 |
0-085 |
0.2% |
113-088 |
| Low |
112-242 |
112-252 |
0-010 |
0.0% |
111-110 |
| Close |
112-270 |
112-290 |
0-020 |
0.1% |
112-302 |
| Range |
0-098 |
0-172 |
0-075 |
76.9% |
1-298 |
| ATR |
0-228 |
0-224 |
-0-004 |
-1.7% |
0-000 |
| Volume |
796,133 |
838,345 |
42,212 |
5.3% |
4,380,181 |
|
| Daily Pivots for day following 26-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-200 |
114-098 |
113-065 |
|
| R3 |
114-028 |
113-245 |
113-017 |
|
| R2 |
113-175 |
113-175 |
113-002 |
|
| R1 |
113-072 |
113-072 |
112-306 |
113-038 |
| PP |
113-002 |
113-002 |
113-002 |
112-305 |
| S1 |
112-220 |
112-220 |
112-274 |
112-185 |
| S2 |
112-150 |
112-150 |
112-258 |
|
| S3 |
111-298 |
112-048 |
112-243 |
|
| S4 |
111-125 |
111-195 |
112-195 |
|
|
| 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 |
113-105 |
111-110 |
1-315 |
1.8% |
0-224 |
0.6% |
79% |
True |
False |
951,496 |
| 10 |
113-105 |
111-110 |
1-315 |
1.8% |
0-211 |
0.6% |
79% |
True |
False |
955,020 |
| 20 |
113-192 |
110-258 |
2-255 |
2.5% |
0-229 |
0.6% |
75% |
False |
False |
961,883 |
| 40 |
113-192 |
109-058 |
4-135 |
3.9% |
0-229 |
0.6% |
84% |
False |
False |
1,054,145 |
| 60 |
113-210 |
109-058 |
4-152 |
4.0% |
0-218 |
0.6% |
83% |
False |
False |
838,462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-198 |
|
2.618 |
114-237 |
|
1.618 |
114-064 |
|
1.000 |
113-278 |
|
0.618 |
113-212 |
|
HIGH |
113-105 |
|
0.618 |
113-039 |
|
0.500 |
113-019 |
|
0.382 |
112-318 |
|
LOW |
112-252 |
|
0.618 |
112-146 |
|
1.000 |
112-080 |
|
1.618 |
111-293 |
|
2.618 |
111-121 |
|
4.250 |
110-159 |
|
|
| Fisher Pivots for day following 26-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
113-019 |
112-278 |
| PP |
113-002 |
112-266 |
| S1 |
112-306 |
112-254 |
|