ECBOT 5 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 04-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2022 |
04-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
112-290 |
113-000 |
0-030 |
0.1% |
113-005 |
| High |
113-045 |
113-120 |
0-075 |
0.2% |
113-315 |
| Low |
112-098 |
112-252 |
0-155 |
0.4% |
112-232 |
| Close |
112-258 |
113-088 |
0-150 |
0.4% |
113-232 |
| Range |
0-268 |
0-188 |
-0-080 |
-29.9% |
1-082 |
| ATR |
0-238 |
0-235 |
-0-004 |
-1.5% |
0-000 |
| Volume |
1,204,107 |
866,490 |
-337,617 |
-28.0% |
5,430,538 |
|
| Daily Pivots for day following 04-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-289 |
114-216 |
113-191 |
|
| R3 |
114-102 |
114-028 |
113-139 |
|
| R2 |
113-234 |
113-234 |
113-122 |
|
| R1 |
113-161 |
113-161 |
113-105 |
113-198 |
| PP |
113-047 |
113-047 |
113-047 |
113-065 |
| S1 |
112-293 |
112-293 |
113-070 |
113-010 |
| S2 |
112-179 |
112-179 |
113-053 |
|
| S3 |
111-312 |
112-106 |
113-036 |
|
| S4 |
111-124 |
111-238 |
112-304 |
|
|
| 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% |
0-240 |
0.7% |
50% |
False |
False |
1,115,634 |
| 10 |
114-078 |
112-082 |
1-315 |
1.8% |
0-234 |
0.6% |
51% |
False |
False |
1,089,367 |
| 20 |
114-078 |
111-110 |
2-288 |
2.6% |
0-224 |
0.6% |
67% |
False |
False |
1,006,217 |
| 40 |
114-078 |
109-058 |
5-020 |
4.5% |
0-247 |
0.7% |
81% |
False |
False |
1,081,253 |
| 60 |
114-078 |
109-058 |
5-020 |
4.5% |
0-222 |
0.6% |
81% |
False |
False |
971,845 |
| 80 |
114-078 |
109-058 |
5-020 |
4.5% |
0-219 |
0.6% |
81% |
False |
False |
729,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-277 |
|
2.618 |
114-291 |
|
1.618 |
114-103 |
|
1.000 |
113-308 |
|
0.618 |
113-236 |
|
HIGH |
113-120 |
|
0.618 |
113-048 |
|
0.500 |
113-026 |
|
0.382 |
113-004 |
|
LOW |
112-252 |
|
0.618 |
112-137 |
|
1.000 |
112-065 |
|
1.618 |
111-269 |
|
2.618 |
111-082 |
|
4.250 |
110-096 |
|
|
| Fisher Pivots for day following 04-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
113-067 |
113-088 |
| PP |
113-047 |
113-088 |
| S1 |
113-026 |
113-088 |
|