ECBOT 5 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 01-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2022 |
01-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
113-232 |
113-245 |
0-012 |
0.0% |
113-005 |
| High |
113-290 |
113-318 |
0-028 |
0.1% |
113-315 |
| Low |
113-120 |
113-198 |
0-078 |
0.2% |
112-232 |
| Close |
113-232 |
113-260 |
0-028 |
0.1% |
113-232 |
| Range |
0-170 |
0-120 |
-0-050 |
-29.4% |
1-082 |
| ATR |
0-227 |
0-219 |
-0-008 |
-3.4% |
0-000 |
| Volume |
1,333,380 |
890,763 |
-442,617 |
-33.2% |
5,430,538 |
|
| Daily Pivots for day following 01-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-298 |
114-239 |
114-006 |
|
| R3 |
114-178 |
114-119 |
113-293 |
|
| R2 |
114-058 |
114-058 |
113-282 |
|
| R1 |
113-319 |
113-319 |
113-271 |
114-029 |
| PP |
113-258 |
113-258 |
113-258 |
113-273 |
| S1 |
113-199 |
113-199 |
113-249 |
113-229 |
| S2 |
113-138 |
113-138 |
113-238 |
|
| S3 |
113-018 |
113-079 |
113-227 |
|
| S4 |
112-218 |
112-279 |
113-194 |
|
|
| 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 |
113-318 |
112-232 |
1-085 |
1.1% |
0-202 |
0.6% |
86% |
True |
False |
1,105,033 |
| 10 |
113-318 |
111-110 |
2-208 |
2.3% |
0-210 |
0.6% |
93% |
True |
False |
1,006,701 |
| 20 |
113-318 |
111-110 |
2-208 |
2.3% |
0-222 |
0.6% |
93% |
True |
False |
997,511 |
| 40 |
113-318 |
109-058 |
4-260 |
4.2% |
0-236 |
0.6% |
96% |
True |
False |
1,055,838 |
| 60 |
113-318 |
109-058 |
4-260 |
4.2% |
0-218 |
0.6% |
96% |
True |
False |
916,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-188 |
|
2.618 |
114-312 |
|
1.618 |
114-192 |
|
1.000 |
114-118 |
|
0.618 |
114-072 |
|
HIGH |
113-318 |
|
0.618 |
113-272 |
|
0.500 |
113-258 |
|
0.382 |
113-243 |
|
LOW |
113-198 |
|
0.618 |
113-123 |
|
1.000 |
113-078 |
|
1.618 |
113-003 |
|
2.618 |
112-203 |
|
4.250 |
112-008 |
|
|
| Fisher Pivots for day following 01-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
113-259 |
113-220 |
| PP |
113-258 |
113-181 |
| S1 |
113-258 |
113-141 |
|