ECBOT 5 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 03-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2022 |
03-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
113-305 |
112-290 |
-1-015 |
-0.9% |
113-005 |
| High |
114-078 |
113-045 |
-1-032 |
-1.0% |
113-315 |
| Low |
112-262 |
112-098 |
-0-165 |
-0.5% |
112-232 |
| Close |
112-280 |
112-258 |
-0-022 |
-0.1% |
113-232 |
| Range |
1-135 |
0-268 |
-0-188 |
-41.2% |
1-082 |
| ATR |
0-236 |
0-238 |
0-002 |
1.0% |
0-000 |
| Volume |
1,283,434 |
1,204,107 |
-79,327 |
-6.2% |
5,430,538 |
|
| Daily Pivots for day following 03-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-082 |
114-278 |
113-085 |
|
| R3 |
114-135 |
114-010 |
113-011 |
|
| R2 |
113-188 |
113-188 |
112-307 |
|
| R1 |
113-062 |
113-062 |
112-282 |
112-311 |
| PP |
112-240 |
112-240 |
112-240 |
112-204 |
| S1 |
112-115 |
112-115 |
112-233 |
112-044 |
| S2 |
111-292 |
111-292 |
112-208 |
|
| S3 |
111-025 |
111-168 |
112-184 |
|
| S4 |
110-078 |
110-220 |
112-110 |
|
|
| 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 |
112-098 |
1-300 |
1.7% |
0-272 |
0.8% |
26% |
False |
True |
1,235,286 |
| 10 |
114-078 |
111-110 |
2-288 |
2.6% |
0-251 |
0.7% |
50% |
False |
False |
1,122,519 |
| 20 |
114-078 |
111-110 |
2-288 |
2.6% |
0-224 |
0.6% |
50% |
False |
False |
1,007,110 |
| 40 |
114-078 |
109-058 |
5-020 |
4.5% |
0-247 |
0.7% |
72% |
False |
False |
1,079,346 |
| 60 |
114-078 |
109-058 |
5-020 |
4.5% |
0-223 |
0.6% |
72% |
False |
False |
957,628 |
| 80 |
114-078 |
109-058 |
5-020 |
4.5% |
0-217 |
0.6% |
72% |
False |
False |
718,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-222 |
|
2.618 |
115-105 |
|
1.618 |
114-158 |
|
1.000 |
113-312 |
|
0.618 |
113-210 |
|
HIGH |
113-045 |
|
0.618 |
112-263 |
|
0.500 |
112-231 |
|
0.382 |
112-200 |
|
LOW |
112-098 |
|
0.618 |
111-252 |
|
1.000 |
111-150 |
|
1.618 |
110-305 |
|
2.618 |
110-037 |
|
4.250 |
108-241 |
|
|
| Fisher Pivots for day following 03-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
112-249 |
113-088 |
| PP |
112-240 |
113-038 |
| S1 |
112-231 |
112-308 |
|