ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 14-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2022 |
14-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
118-175 |
118-250 |
0-075 |
0.2% |
119-150 |
| High |
119-060 |
118-300 |
-0-080 |
-0.2% |
120-165 |
| Low |
117-240 |
117-285 |
0-045 |
0.1% |
117-180 |
| Close |
118-295 |
118-160 |
-0-135 |
-0.4% |
117-200 |
| Range |
1-140 |
1-015 |
-0-125 |
-27.2% |
2-305 |
| ATR |
1-048 |
1-046 |
-0-002 |
-0.6% |
0-000 |
| Volume |
2,141,891 |
1,657,510 |
-484,381 |
-22.6% |
6,136,430 |
|
| Daily Pivots for day following 14-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-187 |
121-028 |
119-024 |
|
| R3 |
120-172 |
120-013 |
118-252 |
|
| R2 |
119-157 |
119-157 |
118-221 |
|
| R1 |
118-318 |
118-318 |
118-191 |
118-230 |
| PP |
118-142 |
118-142 |
118-142 |
118-098 |
| S1 |
117-303 |
117-303 |
118-129 |
117-215 |
| S2 |
117-127 |
117-127 |
118-099 |
|
| S3 |
116-112 |
116-288 |
118-068 |
|
| S4 |
115-097 |
115-273 |
117-296 |
|
|
| 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% |
1-023 |
0.9% |
58% |
False |
False |
1,545,163 |
| 10 |
120-165 |
117-140 |
3-025 |
2.6% |
1-082 |
1.1% |
35% |
False |
False |
1,634,826 |
| 20 |
120-165 |
114-100 |
6-065 |
5.2% |
1-063 |
1.0% |
68% |
False |
False |
1,614,067 |
| 40 |
120-195 |
114-075 |
6-120 |
5.4% |
1-020 |
0.9% |
67% |
False |
False |
1,480,576 |
| 60 |
120-195 |
114-075 |
6-120 |
5.4% |
1-016 |
0.9% |
67% |
False |
False |
990,608 |
| 80 |
123-310 |
114-075 |
9-235 |
8.2% |
1-010 |
0.9% |
44% |
False |
False |
742,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-124 |
|
2.618 |
121-217 |
|
1.618 |
120-202 |
|
1.000 |
119-315 |
|
0.618 |
119-187 |
|
HIGH |
118-300 |
|
0.618 |
118-172 |
|
0.500 |
118-132 |
|
0.382 |
118-093 |
|
LOW |
117-285 |
|
0.618 |
117-078 |
|
1.000 |
116-270 |
|
1.618 |
116-063 |
|
2.618 |
115-048 |
|
4.250 |
113-141 |
|
|
| Fisher Pivots for day following 14-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
118-151 |
118-157 |
| PP |
118-142 |
118-153 |
| S1 |
118-132 |
118-150 |
|