ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 07-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2022 |
07-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
119-285 |
118-275 |
-1-010 |
-0.9% |
117-085 |
| High |
120-165 |
119-050 |
-1-115 |
-1.1% |
120-040 |
| Low |
118-270 |
118-060 |
-0-210 |
-0.6% |
116-110 |
| Close |
119-015 |
118-085 |
-0-250 |
-0.7% |
119-085 |
| Range |
1-215 |
0-310 |
-0-225 |
-42.1% |
3-250 |
| ATR |
1-061 |
1-056 |
-0-005 |
-1.3% |
0-000 |
| Volume |
1,618,742 |
1,401,151 |
-217,591 |
-13.4% |
7,547,601 |
|
| Daily Pivots for day following 07-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-142 |
120-263 |
118-256 |
|
| R3 |
120-152 |
119-273 |
118-170 |
|
| R2 |
119-162 |
119-162 |
118-142 |
|
| R1 |
118-283 |
118-283 |
118-113 |
118-228 |
| PP |
118-172 |
118-172 |
118-172 |
118-144 |
| S1 |
117-293 |
117-293 |
118-057 |
117-238 |
| S2 |
117-182 |
117-182 |
118-028 |
|
| S3 |
116-192 |
116-303 |
118-000 |
|
| S4 |
115-202 |
115-313 |
117-234 |
|
|
| Weekly Pivots for week ending 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-295 |
128-120 |
121-110 |
|
| R3 |
126-045 |
124-190 |
120-098 |
|
| R2 |
122-115 |
122-115 |
119-307 |
|
| R1 |
120-260 |
120-260 |
119-196 |
121-188 |
| PP |
118-185 |
118-185 |
118-185 |
118-309 |
| S1 |
117-010 |
117-010 |
118-294 |
117-258 |
| S2 |
114-255 |
114-255 |
118-183 |
|
| S3 |
111-005 |
113-080 |
118-072 |
|
| S4 |
107-075 |
109-150 |
117-060 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-165 |
117-140 |
3-025 |
2.6% |
1-141 |
1.2% |
27% |
False |
False |
1,724,489 |
| 10 |
120-165 |
116-110 |
4-055 |
3.5% |
1-055 |
1.0% |
46% |
False |
False |
1,588,208 |
| 20 |
120-165 |
114-075 |
6-090 |
5.3% |
1-082 |
1.1% |
64% |
False |
False |
1,700,365 |
| 40 |
120-195 |
114-075 |
6-120 |
5.4% |
1-016 |
0.9% |
63% |
False |
False |
1,290,462 |
| 60 |
120-260 |
114-075 |
6-185 |
5.6% |
1-015 |
0.9% |
61% |
False |
False |
861,863 |
| 80 |
125-125 |
114-075 |
11-050 |
9.4% |
0-319 |
0.8% |
36% |
False |
False |
646,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-088 |
|
2.618 |
121-222 |
|
1.618 |
120-232 |
|
1.000 |
120-040 |
|
0.618 |
119-242 |
|
HIGH |
119-050 |
|
0.618 |
118-252 |
|
0.500 |
118-215 |
|
0.382 |
118-178 |
|
LOW |
118-060 |
|
0.618 |
117-188 |
|
1.000 |
117-070 |
|
1.618 |
116-198 |
|
2.618 |
115-208 |
|
4.250 |
114-022 |
|
|
| Fisher Pivots for day following 07-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
118-215 |
119-112 |
| PP |
118-172 |
118-317 |
| S1 |
118-128 |
118-201 |
|