ECBOT 10 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 22-Jul-2022

Day Change Summary
	Previous	Current
	21-Jul-2022	22-Jul-2022	Change	Change %	Previous Week
Open	117-260	119-040	1-100	1.1%	118-210
High	119-065	120-110	1-045	1.0%	120-110
Low	117-145	118-300	1-155	1.3%	117-145
Close	118-290	119-285	0-315	0.8%	119-285
Range	1-240	1-130	-0-110	-19.6%	2-285
ATR	1-030	1-038	0-008	2.2%	0-000
Volume	1,814,052	1,799,046	-15,006	-0.8%	6,735,801

Daily Pivots for day following 22-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	123-302	123-103	120-212
R3	122-172	121-293	120-089
R2	121-042	121-042	120-048
R1	120-163	120-163	120-006	120-262
PP	119-232	119-232	119-232	119-281
S1	119-033	119-033	119-244	119-132
S2	118-102	118-102	119-202
S3	116-292	117-223	119-161
S4	115-162	116-093	119-038

Weekly Pivots for week ending 22-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	127-288	126-252	121-154
R3	125-003	123-287	120-219
R2	122-038	122-038	120-135
R1	121-002	121-002	120-050	121-180
PP	119-073	119-073	119-073	119-162
S1	118-037	118-037	119-200	118-215
S2	116-108	116-108	119-115
S3	113-143	115-072	119-031
S4	110-178	112-107	118-096

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-110	117-145	2-285	2.4%	1-033	0.9%	84%	True	False	1,347,160
10	120-110	117-145	2-285	2.4%	1-014	0.9%	84%	True	False	1,431,351
20	120-165	116-110	4-055	3.5%	1-028	0.9%	85%	False	False	1,466,400
40	120-195	114-075	6-120	5.3%	1-023	0.9%	89%	False	False	1,596,132
60	120-195	114-075	6-120	5.3%	1-013	0.9%	89%	False	False	1,122,734
80	122-295	114-075	8-220	7.2%	1-008	0.9%	65%	False	False	842,259
100	128-165	114-075	14-090	11.9%	0-313	0.8%	40%	False	False	673,811

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-072
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-102
2.618	124-008
1.618	122-198
1.000	121-240
0.618	121-068
HIGH	120-110
0.618	119-258
0.500	119-205
0.382	119-152
LOW	118-300
0.618	118-022
1.000	117-170
1.618	116-212
2.618	115-082
4.250	112-308

Fisher Pivots for day following 22-Jul-2022
Pivot	1 day	3 day
R1	119-258	119-179
PP	119-232	119-073
S1	119-205	118-288

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols