ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 13-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2022 |
13-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
118-095 |
118-175 |
0-080 |
0.2% |
119-150 |
| High |
119-030 |
119-060 |
0-030 |
0.1% |
120-165 |
| Low |
118-095 |
117-240 |
-0-175 |
-0.5% |
117-180 |
| Close |
118-210 |
118-295 |
0-085 |
0.2% |
117-200 |
| Range |
0-255 |
1-140 |
0-205 |
80.4% |
2-305 |
| ATR |
1-041 |
1-048 |
0-007 |
1.9% |
0-000 |
| Volume |
1,473,376 |
2,141,891 |
668,515 |
45.4% |
6,136,430 |
|
| Daily Pivots for day following 13-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-298 |
122-117 |
119-228 |
|
| R3 |
121-158 |
120-297 |
119-102 |
|
| R2 |
120-018 |
120-018 |
119-059 |
|
| R1 |
119-157 |
119-157 |
119-017 |
119-248 |
| PP |
118-198 |
118-198 |
118-198 |
118-244 |
| S1 |
118-017 |
118-017 |
118-253 |
118-108 |
| S2 |
117-058 |
117-058 |
118-211 |
|
| S3 |
115-238 |
116-197 |
118-168 |
|
| S4 |
114-098 |
115-057 |
118-042 |
|
|
| 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 |
119-060 |
117-180 |
1-200 |
1.4% |
1-018 |
0.9% |
84% |
True |
False |
1,493,891 |
| 10 |
120-165 |
116-265 |
3-220 |
3.1% |
1-073 |
1.0% |
57% |
False |
False |
1,592,578 |
| 20 |
120-165 |
114-075 |
6-090 |
5.3% |
1-076 |
1.0% |
75% |
False |
False |
1,642,242 |
| 40 |
120-195 |
114-075 |
6-120 |
5.4% |
1-019 |
0.9% |
74% |
False |
False |
1,439,718 |
| 60 |
120-195 |
114-075 |
6-120 |
5.4% |
1-013 |
0.9% |
74% |
False |
False |
962,985 |
| 80 |
124-180 |
114-075 |
10-105 |
8.7% |
1-006 |
0.9% |
45% |
False |
False |
722,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-095 |
|
2.618 |
122-304 |
|
1.618 |
121-164 |
|
1.000 |
120-200 |
|
0.618 |
120-024 |
|
HIGH |
119-060 |
|
0.618 |
118-204 |
|
0.500 |
118-150 |
|
0.382 |
118-096 |
|
LOW |
117-240 |
|
0.618 |
116-276 |
|
1.000 |
116-100 |
|
1.618 |
115-136 |
|
2.618 |
113-316 |
|
4.250 |
111-205 |
|
|
| Fisher Pivots for day following 13-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
118-247 |
118-238 |
| PP |
118-198 |
118-180 |
| S1 |
118-150 |
118-122 |
|