ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 20-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2022 |
20-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
118-060 |
117-290 |
-0-090 |
-0.2% |
117-220 |
| High |
118-155 |
118-175 |
0-020 |
0.1% |
119-060 |
| Low |
117-275 |
117-235 |
-0-040 |
-0.1% |
117-185 |
| Close |
117-310 |
117-250 |
-0-060 |
-0.2% |
118-205 |
| Range |
0-200 |
0-260 |
0-060 |
30.0% |
1-195 |
| ATR |
1-020 |
1-014 |
-0-006 |
-1.7% |
0-000 |
| Volume |
1,036,276 |
1,151,592 |
115,316 |
11.1% |
7,577,715 |
|
| Daily Pivots for day following 20-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-147 |
119-298 |
118-073 |
|
| R3 |
119-207 |
119-038 |
118-002 |
|
| R2 |
118-267 |
118-267 |
117-298 |
|
| R1 |
118-098 |
118-098 |
117-274 |
118-052 |
| PP |
118-007 |
118-007 |
118-007 |
117-304 |
| S1 |
117-158 |
117-158 |
117-226 |
117-112 |
| S2 |
117-067 |
117-067 |
117-202 |
|
| S3 |
116-127 |
116-218 |
117-178 |
|
| S4 |
115-187 |
115-278 |
117-107 |
|
|
| Weekly Pivots for week ending 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-095 |
122-185 |
119-168 |
|
| R3 |
121-220 |
120-310 |
119-027 |
|
| R2 |
120-025 |
120-025 |
118-299 |
|
| R1 |
119-115 |
119-115 |
118-252 |
119-230 |
| PP |
118-150 |
118-150 |
118-150 |
118-208 |
| S1 |
117-240 |
117-240 |
118-158 |
118-035 |
| S2 |
116-275 |
116-275 |
118-111 |
|
| S3 |
115-080 |
116-045 |
118-063 |
|
| S4 |
113-205 |
114-170 |
117-242 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-000 |
117-235 |
1-085 |
1.1% |
0-259 |
0.7% |
4% |
False |
True |
1,197,353 |
| 10 |
119-060 |
117-180 |
1-200 |
1.4% |
0-298 |
0.8% |
13% |
False |
False |
1,345,622 |
| 20 |
120-165 |
115-285 |
4-200 |
3.9% |
1-022 |
0.9% |
41% |
False |
False |
1,481,978 |
| 40 |
120-195 |
114-075 |
6-120 |
5.4% |
1-012 |
0.9% |
56% |
False |
False |
1,574,440 |
| 60 |
120-195 |
114-075 |
6-120 |
5.4% |
1-010 |
0.9% |
56% |
False |
False |
1,062,635 |
| 80 |
122-295 |
114-075 |
8-220 |
7.4% |
1-005 |
0.9% |
41% |
False |
False |
797,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-000 |
|
2.618 |
120-216 |
|
1.618 |
119-276 |
|
1.000 |
119-115 |
|
0.618 |
119-016 |
|
HIGH |
118-175 |
|
0.618 |
118-076 |
|
0.500 |
118-045 |
|
0.382 |
118-014 |
|
LOW |
117-235 |
|
0.618 |
117-074 |
|
1.000 |
116-295 |
|
1.618 |
116-134 |
|
2.618 |
115-194 |
|
4.250 |
114-090 |
|
|
| Fisher Pivots for day following 20-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
118-045 |
118-105 |
| PP |
118-007 |
118-047 |
| S1 |
117-288 |
117-308 |
|