ECBOT 5 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 10-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2022 |
10-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
112-188 |
112-095 |
-0-092 |
-0.3% |
113-245 |
| High |
112-208 |
113-050 |
0-162 |
0.5% |
114-078 |
| Low |
112-062 |
112-045 |
-0-018 |
0.0% |
112-065 |
| Close |
112-072 |
112-178 |
0-105 |
0.3% |
112-092 |
| Range |
0-145 |
1-005 |
0-180 |
124.1% |
2-012 |
| ATR |
0-229 |
0-236 |
0-007 |
3.0% |
0-000 |
| Volume |
677,380 |
1,257,031 |
579,651 |
85.6% |
5,282,901 |
|
| Daily Pivots for day following 10-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-212 |
115-040 |
113-036 |
|
| R3 |
114-208 |
114-035 |
112-267 |
|
| R2 |
113-202 |
113-202 |
112-237 |
|
| R1 |
113-030 |
113-030 |
112-207 |
113-116 |
| PP |
112-198 |
112-198 |
112-198 |
112-241 |
| S1 |
112-025 |
112-025 |
112-148 |
112-111 |
| S2 |
111-192 |
111-192 |
112-118 |
|
| S3 |
110-188 |
111-020 |
112-088 |
|
| S4 |
109-182 |
110-015 |
111-319 |
|
|
| Weekly Pivots for week ending 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-009 |
117-223 |
113-131 |
|
| R3 |
116-317 |
115-211 |
112-272 |
|
| R2 |
114-304 |
114-304 |
112-212 |
|
| R1 |
113-198 |
113-198 |
112-152 |
113-085 |
| PP |
112-292 |
112-292 |
112-292 |
112-235 |
| S1 |
111-186 |
111-186 |
112-033 |
111-072 |
| S2 |
110-279 |
110-279 |
111-293 |
|
| S3 |
108-267 |
109-173 |
111-233 |
|
| S4 |
106-254 |
107-161 |
111-054 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-120 |
112-045 |
1-075 |
1.1% |
0-229 |
0.6% |
34% |
False |
True |
890,605 |
| 10 |
114-078 |
112-045 |
2-032 |
1.9% |
0-251 |
0.7% |
20% |
False |
True |
1,062,945 |
| 20 |
114-078 |
111-110 |
2-288 |
2.6% |
0-226 |
0.6% |
42% |
False |
False |
983,621 |
| 40 |
114-078 |
109-058 |
5-020 |
4.5% |
0-246 |
0.7% |
67% |
False |
False |
1,039,206 |
| 60 |
114-078 |
109-058 |
5-020 |
4.5% |
0-225 |
0.6% |
67% |
False |
False |
1,030,861 |
| 80 |
114-078 |
109-058 |
5-020 |
4.5% |
0-218 |
0.6% |
67% |
False |
False |
774,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-151 |
|
2.618 |
115-261 |
|
1.618 |
114-256 |
|
1.000 |
114-055 |
|
0.618 |
113-251 |
|
HIGH |
113-050 |
|
0.618 |
112-246 |
|
0.500 |
112-208 |
|
0.382 |
112-169 |
|
LOW |
112-045 |
|
0.618 |
111-164 |
|
1.000 |
111-040 |
|
1.618 |
110-159 |
|
2.618 |
109-154 |
|
4.250 |
107-264 |
|
|
| Fisher Pivots for day following 10-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
112-208 |
112-208 |
| PP |
112-198 |
112-198 |
| S1 |
112-188 |
112-188 |
|