ECBOT 10 Year T-Note Future September 2022


Trading Metrics calculated at close of trading on 04-Aug-2022
Day Change Summary
Previous Current
03-Aug-2022 04-Aug-2022 Change Change % Previous Week
Open 120-040 120-120 0-080 0.2% 120-020
High 120-160 120-290 0-130 0.3% 121-125
Low 119-105 120-030 0-245 0.6% 119-155
Close 120-030 120-235 0-205 0.5% 121-045
Range 1-055 0-260 -0-115 -30.7% 1-290
ATR 1-040 1-033 -0-007 -2.0% 0-000
Volume 1,860,557 1,335,255 -525,302 -28.2% 7,321,149
Daily Pivots for day following 04-Aug-2022
Classic Woodie Camarilla DeMark
R4 123-005 122-220 121-058
R3 122-065 121-280 120-306
R2 121-125 121-125 120-283
R1 121-020 121-020 120-259 121-072
PP 120-185 120-185 120-185 120-211
S1 120-080 120-080 120-211 120-132
S2 119-245 119-245 120-187
S3 118-305 119-140 120-164
S4 118-045 118-200 120-092
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% 1-045 0.9% 51% False False 1,705,172
10 122-020 118-300 3-040 2.6% 1-030 0.9% 58% False False 1,565,330
20 122-020 117-145 4-195 3.8% 1-016 0.9% 71% False False 1,476,121
40 122-020 114-075 7-265 6.5% 1-049 1.0% 83% False False 1,588,243
60 122-020 114-075 7-265 6.5% 1-016 0.9% 83% False False 1,352,348
80 122-020 114-075 7-265 6.5% 1-016 0.9% 83% False False 1,015,428
100 125-125 114-075 11-050 9.2% 1-003 0.8% 58% False False 812,353
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 0-080
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-115
2.618 123-011
1.618 122-071
1.000 121-230
0.618 121-131
HIGH 120-290
0.618 120-191
0.500 120-160
0.382 120-129
LOW 120-030
0.618 119-189
1.000 119-090
1.618 118-249
2.618 117-309
4.250 116-205
Fisher Pivots for day following 04-Aug-2022
Pivot 1 day 3 day
R1 120-210 120-231
PP 120-185 120-227
S1 120-160 120-222

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

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