ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 11-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2022 |
11-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
118-115 |
117-220 |
-0-215 |
-0.6% |
119-150 |
| High |
118-200 |
118-190 |
-0-010 |
0.0% |
120-165 |
| Low |
117-180 |
117-185 |
0-005 |
0.0% |
117-180 |
| Close |
117-200 |
118-120 |
0-240 |
0.6% |
117-200 |
| Range |
1-020 |
1-005 |
-0-015 |
-4.4% |
2-305 |
| ATR |
1-053 |
1-050 |
-0-003 |
-0.9% |
0-000 |
| Volume |
1,354,657 |
1,098,384 |
-256,273 |
-18.9% |
6,136,430 |
|
| Daily Pivots for day following 11-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-073 |
120-262 |
118-299 |
|
| R3 |
120-068 |
119-257 |
118-209 |
|
| R2 |
119-063 |
119-063 |
118-180 |
|
| R1 |
118-252 |
118-252 |
118-150 |
118-318 |
| PP |
118-058 |
118-058 |
118-058 |
118-091 |
| S1 |
117-247 |
117-247 |
118-090 |
117-312 |
| S2 |
117-053 |
117-053 |
118-060 |
|
| S3 |
116-048 |
116-242 |
118-031 |
|
| S4 |
115-043 |
115-237 |
117-261 |
|
|
| Weekly Pivots for week ending 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-137 |
125-153 |
119-080 |
|
| R3 |
124-152 |
122-168 |
118-140 |
|
| R2 |
121-167 |
121-167 |
118-053 |
|
| R1 |
119-183 |
119-183 |
117-287 |
119-022 |
| PP |
118-182 |
118-182 |
118-182 |
118-101 |
| S1 |
116-198 |
116-198 |
117-113 |
116-038 |
| S2 |
115-197 |
115-197 |
117-027 |
|
| S3 |
112-212 |
113-213 |
116-260 |
|
| S4 |
109-227 |
110-228 |
116-000 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-165 |
117-180 |
2-305 |
2.5% |
1-078 |
1.1% |
28% |
False |
False |
1,446,962 |
| 10 |
120-165 |
116-110 |
4-055 |
3.5% |
1-050 |
1.0% |
49% |
False |
False |
1,478,241 |
| 20 |
120-165 |
114-075 |
6-090 |
5.3% |
1-098 |
1.1% |
66% |
False |
False |
1,695,257 |
| 40 |
120-195 |
114-075 |
6-120 |
5.4% |
1-014 |
0.9% |
65% |
False |
False |
1,350,529 |
| 60 |
120-260 |
114-075 |
6-185 |
5.6% |
1-016 |
0.9% |
63% |
False |
False |
902,741 |
| 80 |
124-200 |
114-075 |
10-125 |
8.8% |
1-002 |
0.9% |
40% |
False |
False |
677,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-291 |
|
2.618 |
121-081 |
|
1.618 |
120-076 |
|
1.000 |
119-195 |
|
0.618 |
119-071 |
|
HIGH |
118-190 |
|
0.618 |
118-066 |
|
0.500 |
118-028 |
|
0.382 |
117-309 |
|
LOW |
117-185 |
|
0.618 |
116-304 |
|
1.000 |
116-180 |
|
1.618 |
115-299 |
|
2.618 |
114-294 |
|
4.250 |
113-084 |
|
|
| Fisher Pivots for day following 11-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
118-089 |
118-118 |
| PP |
118-058 |
118-117 |
| S1 |
118-028 |
118-115 |
|