ECBOT 5 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 28-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2022 |
28-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
112-258 |
113-022 |
0-085 |
0.2% |
112-002 |
| High |
113-110 |
113-315 |
0-205 |
0.6% |
113-088 |
| Low |
112-232 |
112-285 |
0-052 |
0.1% |
111-110 |
| Close |
113-095 |
113-230 |
0-135 |
0.4% |
112-302 |
| Range |
0-198 |
1-030 |
0-152 |
77.2% |
1-298 |
| ATR |
0-222 |
0-231 |
0-009 |
4.1% |
0-000 |
| Volume |
997,931 |
1,464,749 |
466,818 |
46.8% |
4,380,181 |
|
| Daily Pivots for day following 28-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-260 |
116-115 |
114-102 |
|
| R3 |
115-230 |
115-085 |
114-006 |
|
| R2 |
114-200 |
114-200 |
113-294 |
|
| R1 |
114-055 |
114-055 |
113-262 |
114-128 |
| PP |
113-170 |
113-170 |
113-170 |
113-206 |
| S1 |
113-025 |
113-025 |
113-198 |
113-098 |
| S2 |
112-140 |
112-140 |
113-166 |
|
| S3 |
111-110 |
111-315 |
113-134 |
|
| S4 |
110-080 |
110-285 |
113-038 |
|
|
| 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 |
113-315 |
112-082 |
1-232 |
1.5% |
0-228 |
0.6% |
85% |
True |
False |
1,063,100 |
| 10 |
113-315 |
111-110 |
2-205 |
2.3% |
0-215 |
0.6% |
90% |
True |
False |
932,074 |
| 20 |
113-315 |
111-110 |
2-205 |
2.3% |
0-241 |
0.7% |
90% |
True |
False |
1,013,805 |
| 40 |
113-315 |
109-058 |
4-258 |
4.2% |
0-236 |
0.6% |
94% |
True |
False |
1,053,318 |
| 60 |
113-315 |
109-058 |
4-258 |
4.2% |
0-221 |
0.6% |
94% |
True |
False |
879,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-202 |
|
2.618 |
116-271 |
|
1.618 |
115-241 |
|
1.000 |
115-025 |
|
0.618 |
114-211 |
|
HIGH |
113-315 |
|
0.618 |
113-181 |
|
0.500 |
113-140 |
|
0.382 |
113-099 |
|
LOW |
112-285 |
|
0.618 |
112-069 |
|
1.000 |
111-255 |
|
1.618 |
111-039 |
|
2.618 |
110-009 |
|
4.250 |
108-078 |
|
|
| Fisher Pivots for day following 28-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
113-200 |
113-191 |
| PP |
113-170 |
113-152 |
| S1 |
113-140 |
113-114 |
|