ECBOT 10 Year T-Note Future September 2022


Trading Metrics calculated at close of trading on 03-Aug-2022
Day Change Summary
Previous Current
02-Aug-2022 03-Aug-2022 Change Change % Previous Week
Open 121-195 120-040 -1-155 -1.2% 120-020
High 122-020 120-160 -1-180 -1.3% 121-125
Low 119-315 119-105 -0-210 -0.5% 119-155
Close 120-040 120-030 -0-010 0.0% 121-045
Range 2-025 1-055 -0-290 -43.6% 1-290
ATR 1-039 1-040 0-001 0.3% 0-000
Volume 1,984,438 1,860,557 -123,881 -6.2% 7,321,149
Daily Pivots for day following 03-Aug-2022
Classic Woodie Camarilla DeMark
R4 123-157 122-308 120-236
R3 122-102 121-253 120-133
R2 121-047 121-047 120-099
R1 120-198 120-198 120-064 120-095
PP 119-312 119-312 119-312 119-260
S1 119-143 119-143 119-316 119-040
S2 118-257 118-257 119-281
S3 117-202 118-088 119-247
S4 116-147 117-033 119-144
Weekly Pivots for week ending 29-Jul-2022
Classic Woodie Camarilla DeMark
R4 126-125 125-215 122-060
R3 124-155 123-245 121-213
R2 122-185 122-185 121-157
R1 121-275 121-275 121-101 122-070
PP 120-215 120-215 120-215 120-272
S1 119-305 119-305 120-309 120-100
S2 118-245 118-245 120-253
S3 116-275 118-015 120-197
S4 114-305 116-045 120-030
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-020 119-105 2-235 2.3% 1-091 1.1% 28% False True 1,810,371
10 122-020 117-145 4-195 3.8% 1-060 1.0% 57% False False 1,613,210
20 122-020 117-145 4-195 3.8% 1-019 0.9% 57% False False 1,479,416
40 122-020 114-075 7-265 6.5% 1-049 1.0% 75% False False 1,588,071
60 122-020 114-075 7-265 6.5% 1-019 0.9% 75% False False 1,330,304
80 122-020 114-075 7-265 6.5% 1-016 0.9% 75% False False 998,739
100 125-265 114-075 11-190 9.7% 1-000 0.8% 51% False False 799,000
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 0-082
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-154
2.618 123-182
1.618 122-127
1.000 121-215
0.618 121-072
HIGH 120-160
0.618 120-017
0.500 119-292
0.382 119-248
LOW 119-105
0.618 118-193
1.000 118-050
1.618 117-138
2.618 116-083
4.250 114-111
Fisher Pivots for day following 03-Aug-2022
Pivot 1 day 3 day
R1 120-011 120-222
PP 119-312 120-158
S1 119-292 120-094

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

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