ECBOT 5 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 29-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2022 |
29-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
113-022 |
113-232 |
0-210 |
0.6% |
113-005 |
| High |
113-315 |
113-290 |
-0-025 |
-0.1% |
113-315 |
| Low |
112-285 |
113-120 |
0-155 |
0.4% |
112-232 |
| Close |
113-230 |
113-232 |
0-002 |
0.0% |
113-232 |
| Range |
1-030 |
0-170 |
-0-180 |
-51.4% |
1-082 |
| ATR |
0-231 |
0-227 |
-0-004 |
-1.9% |
0-000 |
| Volume |
1,464,749 |
1,333,380 |
-131,369 |
-9.0% |
5,430,538 |
|
| Daily Pivots for day following 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-084 |
115-008 |
114-006 |
|
| R3 |
114-234 |
114-158 |
113-279 |
|
| R2 |
114-064 |
114-064 |
113-264 |
|
| R1 |
113-308 |
113-308 |
113-248 |
113-318 |
| PP |
113-214 |
113-214 |
113-214 |
113-219 |
| S1 |
113-138 |
113-138 |
113-217 |
113-148 |
| S2 |
113-044 |
113-044 |
113-201 |
|
| S3 |
112-194 |
112-288 |
113-186 |
|
| S4 |
112-024 |
112-118 |
113-139 |
|
|
| Weekly Pivots for week ending 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-081 |
116-239 |
114-134 |
|
| R3 |
115-318 |
115-157 |
114-023 |
|
| R2 |
114-236 |
114-236 |
113-306 |
|
| R1 |
114-074 |
114-074 |
113-269 |
114-155 |
| PP |
113-153 |
113-153 |
113-153 |
113-194 |
| S1 |
112-312 |
112-312 |
113-196 |
113-072 |
| S2 |
112-071 |
112-071 |
113-159 |
|
| S3 |
110-308 |
111-229 |
113-122 |
|
| S4 |
109-226 |
110-147 |
113-011 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-315 |
112-232 |
1-082 |
1.1% |
0-198 |
0.5% |
80% |
False |
False |
1,086,107 |
| 10 |
113-315 |
111-110 |
2-205 |
2.3% |
0-216 |
0.6% |
90% |
False |
False |
981,071 |
| 20 |
113-315 |
111-110 |
2-205 |
2.3% |
0-238 |
0.7% |
90% |
False |
False |
1,020,409 |
| 40 |
113-315 |
109-058 |
4-258 |
4.2% |
0-235 |
0.6% |
95% |
False |
False |
1,056,018 |
| 60 |
113-315 |
109-058 |
4-258 |
4.2% |
0-221 |
0.6% |
95% |
False |
False |
901,602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-052 |
|
2.618 |
115-095 |
|
1.618 |
114-245 |
|
1.000 |
114-140 |
|
0.618 |
114-075 |
|
HIGH |
113-290 |
|
0.618 |
113-225 |
|
0.500 |
113-205 |
|
0.382 |
113-185 |
|
LOW |
113-120 |
|
0.618 |
113-015 |
|
1.000 |
112-270 |
|
1.618 |
112-165 |
|
2.618 |
111-315 |
|
4.250 |
111-038 |
|
|
| Fisher Pivots for day following 29-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
113-223 |
113-193 |
| PP |
113-214 |
113-153 |
| S1 |
113-205 |
113-114 |
|