ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 12-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2022 |
12-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
117-220 |
118-095 |
0-195 |
0.5% |
119-150 |
| High |
118-190 |
119-030 |
0-160 |
0.4% |
120-165 |
| Low |
117-185 |
118-095 |
0-230 |
0.6% |
117-180 |
| Close |
118-120 |
118-210 |
0-090 |
0.2% |
117-200 |
| Range |
1-005 |
0-255 |
-0-070 |
-21.5% |
2-305 |
| ATR |
1-050 |
1-041 |
-0-008 |
-2.2% |
0-000 |
| Volume |
1,098,384 |
1,473,376 |
374,992 |
34.1% |
6,136,430 |
|
| Daily Pivots for day following 12-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-023 |
120-212 |
119-030 |
|
| R3 |
120-088 |
119-277 |
118-280 |
|
| R2 |
119-153 |
119-153 |
118-257 |
|
| R1 |
119-022 |
119-022 |
118-233 |
119-088 |
| PP |
118-218 |
118-218 |
118-218 |
118-251 |
| S1 |
118-087 |
118-087 |
118-187 |
118-152 |
| S2 |
117-283 |
117-283 |
118-163 |
|
| S3 |
117-028 |
117-152 |
118-140 |
|
| S4 |
116-093 |
116-217 |
118-070 |
|
|
| 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% |
1-033 |
0.9% |
37% |
False |
False |
1,389,262 |
| 10 |
120-165 |
116-110 |
4-055 |
3.5% |
1-049 |
1.0% |
55% |
False |
False |
1,506,393 |
| 20 |
120-165 |
114-075 |
6-090 |
5.3% |
1-088 |
1.1% |
70% |
False |
False |
1,656,608 |
| 40 |
120-195 |
114-075 |
6-120 |
5.4% |
1-013 |
0.9% |
69% |
False |
False |
1,386,509 |
| 60 |
120-260 |
114-075 |
6-185 |
5.5% |
1-014 |
0.9% |
67% |
False |
False |
927,293 |
| 80 |
124-200 |
114-075 |
10-125 |
8.8% |
1-003 |
0.8% |
43% |
False |
False |
695,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-154 |
|
2.618 |
121-058 |
|
1.618 |
120-123 |
|
1.000 |
119-285 |
|
0.618 |
119-188 |
|
HIGH |
119-030 |
|
0.618 |
118-253 |
|
0.500 |
118-222 |
|
0.382 |
118-192 |
|
LOW |
118-095 |
|
0.618 |
117-257 |
|
1.000 |
117-160 |
|
1.618 |
117-002 |
|
2.618 |
116-067 |
|
4.250 |
114-291 |
|
|
| Fisher Pivots for day following 12-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
118-222 |
118-175 |
| PP |
118-218 |
118-140 |
| S1 |
118-214 |
118-105 |
|