ECBOT 5 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 27-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2022 |
27-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
112-305 |
112-258 |
-0-048 |
-0.1% |
112-002 |
| High |
113-105 |
113-110 |
0-005 |
0.0% |
113-088 |
| Low |
112-252 |
112-232 |
-0-020 |
-0.1% |
111-110 |
| Close |
112-290 |
113-095 |
0-125 |
0.3% |
112-302 |
| Range |
0-172 |
0-198 |
0-025 |
14.5% |
1-298 |
| ATR |
0-224 |
0-222 |
-0-002 |
-0.8% |
0-000 |
| Volume |
838,345 |
997,931 |
159,586 |
19.0% |
4,380,181 |
|
| Daily Pivots for day following 27-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-312 |
114-241 |
113-204 |
|
| R3 |
114-114 |
114-043 |
113-149 |
|
| R2 |
113-237 |
113-237 |
113-131 |
|
| R1 |
113-166 |
113-166 |
113-113 |
113-201 |
| PP |
113-039 |
113-039 |
113-039 |
113-057 |
| S1 |
112-288 |
112-288 |
113-077 |
113-004 |
| S2 |
112-162 |
112-162 |
113-059 |
|
| S3 |
111-284 |
112-091 |
113-041 |
|
| S4 |
111-087 |
111-213 |
112-306 |
|
|
| 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 |
113-110 |
111-110 |
2-000 |
1.8% |
0-230 |
0.6% |
98% |
True |
False |
1,009,753 |
| 10 |
113-110 |
111-110 |
2-000 |
1.8% |
0-202 |
0.6% |
98% |
True |
False |
904,297 |
| 20 |
113-192 |
111-022 |
2-170 |
2.2% |
0-232 |
0.6% |
88% |
False |
False |
976,314 |
| 40 |
113-192 |
109-058 |
4-135 |
3.9% |
0-232 |
0.6% |
93% |
False |
False |
1,058,385 |
| 60 |
113-210 |
109-058 |
4-152 |
4.0% |
0-218 |
0.6% |
92% |
False |
False |
855,085 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-309 |
|
2.618 |
114-307 |
|
1.618 |
114-110 |
|
1.000 |
113-308 |
|
0.618 |
113-232 |
|
HIGH |
113-110 |
|
0.618 |
113-035 |
|
0.500 |
113-011 |
|
0.382 |
112-308 |
|
LOW |
112-232 |
|
0.618 |
112-110 |
|
1.000 |
112-035 |
|
1.618 |
111-233 |
|
2.618 |
111-035 |
|
4.250 |
110-033 |
|
|
| Fisher Pivots for day following 27-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
113-067 |
113-067 |
| PP |
113-039 |
113-039 |
| S1 |
113-011 |
113-011 |
|