ECBOT 5 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 02-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2022 |
02-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
113-245 |
113-305 |
0-060 |
0.2% |
113-005 |
| High |
113-318 |
114-078 |
0-080 |
0.2% |
113-315 |
| Low |
113-198 |
112-262 |
-0-255 |
-0.7% |
112-232 |
| Close |
113-260 |
112-280 |
-0-300 |
-0.8% |
113-232 |
| Range |
0-120 |
1-135 |
1-015 |
279.2% |
1-082 |
| ATR |
0-219 |
0-236 |
0-017 |
7.7% |
0-000 |
| Volume |
890,763 |
1,283,434 |
392,671 |
44.1% |
5,430,538 |
|
| Daily Pivots for day following 02-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-185 |
116-208 |
113-210 |
|
| R3 |
116-050 |
115-072 |
113-085 |
|
| R2 |
114-235 |
114-235 |
113-043 |
|
| R1 |
113-258 |
113-258 |
113-002 |
113-179 |
| PP |
113-100 |
113-100 |
113-100 |
113-061 |
| S1 |
112-122 |
112-122 |
112-238 |
112-044 |
| S2 |
111-285 |
111-285 |
112-197 |
|
| S3 |
110-150 |
110-308 |
112-155 |
|
| S4 |
109-015 |
109-172 |
112-030 |
|
|
| 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 |
114-078 |
112-232 |
1-165 |
1.3% |
0-258 |
0.7% |
10% |
True |
False |
1,194,051 |
| 10 |
114-078 |
111-110 |
2-288 |
2.6% |
0-241 |
0.7% |
53% |
True |
False |
1,072,774 |
| 20 |
114-078 |
111-110 |
2-288 |
2.6% |
0-230 |
0.6% |
53% |
True |
False |
1,001,029 |
| 40 |
114-078 |
109-058 |
5-020 |
4.5% |
0-244 |
0.7% |
73% |
True |
False |
1,067,410 |
| 60 |
114-078 |
109-058 |
5-020 |
4.5% |
0-221 |
0.6% |
73% |
True |
False |
937,674 |
| 80 |
114-078 |
109-058 |
5-020 |
4.5% |
0-215 |
0.6% |
73% |
True |
False |
703,522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-091 |
|
2.618 |
117-309 |
|
1.618 |
116-174 |
|
1.000 |
115-212 |
|
0.618 |
115-039 |
|
HIGH |
114-078 |
|
0.618 |
113-224 |
|
0.500 |
113-170 |
|
0.382 |
113-116 |
|
LOW |
112-262 |
|
0.618 |
111-301 |
|
1.000 |
111-128 |
|
1.618 |
110-166 |
|
2.618 |
109-031 |
|
4.250 |
106-249 |
|
|
| Fisher Pivots for day following 02-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
113-170 |
113-170 |
| PP |
113-100 |
113-100 |
| S1 |
113-030 |
113-030 |
|