ECBOT 5 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 12-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2022 |
12-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
111-218 |
112-000 |
0-102 |
0.3% |
112-310 |
| High |
112-080 |
112-168 |
0-088 |
0.2% |
113-192 |
| Low |
111-192 |
112-000 |
0-128 |
0.4% |
111-185 |
| Close |
112-022 |
112-072 |
0-050 |
0.1% |
111-212 |
| Range |
0-208 |
0-168 |
-0-040 |
-19.3% |
2-008 |
| ATR |
0-246 |
0-241 |
-0-006 |
-2.3% |
0-000 |
| Volume |
707,977 |
898,224 |
190,247 |
26.9% |
4,107,003 |
|
| Daily Pivots for day following 12-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-262 |
113-175 |
112-165 |
|
| R3 |
113-095 |
113-008 |
112-119 |
|
| R2 |
112-248 |
112-248 |
112-103 |
|
| R1 |
112-160 |
112-160 |
112-088 |
112-204 |
| PP |
112-080 |
112-080 |
112-080 |
112-102 |
| S1 |
111-312 |
111-312 |
112-057 |
112-036 |
| S2 |
111-232 |
111-232 |
112-042 |
|
| S3 |
111-065 |
111-145 |
112-026 |
|
| S4 |
110-218 |
110-298 |
111-300 |
|
|
| Weekly Pivots for week ending 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-112 |
117-010 |
112-249 |
|
| R3 |
116-105 |
115-002 |
112-071 |
|
| R2 |
114-098 |
114-098 |
112-011 |
|
| R1 |
112-315 |
112-315 |
111-272 |
112-202 |
| PP |
112-090 |
112-090 |
112-090 |
112-034 |
| S1 |
110-308 |
110-308 |
111-153 |
110-195 |
| S2 |
110-082 |
110-082 |
111-094 |
|
| S3 |
108-075 |
108-300 |
111-034 |
|
| S4 |
106-068 |
106-292 |
110-176 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-192 |
111-185 |
2-008 |
1.8% |
0-240 |
0.7% |
32% |
False |
False |
900,024 |
| 10 |
113-192 |
110-258 |
2-255 |
2.5% |
0-247 |
0.7% |
51% |
False |
False |
968,747 |
| 20 |
113-192 |
109-058 |
4-135 |
3.9% |
0-275 |
0.8% |
69% |
False |
False |
1,118,439 |
| 40 |
113-210 |
109-058 |
4-152 |
4.0% |
0-220 |
0.6% |
68% |
False |
False |
1,017,009 |
| 60 |
113-232 |
109-058 |
4-175 |
4.1% |
0-216 |
0.6% |
67% |
False |
False |
679,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-239 |
|
2.618 |
113-286 |
|
1.618 |
113-119 |
|
1.000 |
113-015 |
|
0.618 |
112-271 |
|
HIGH |
112-168 |
|
0.618 |
112-104 |
|
0.500 |
112-084 |
|
0.382 |
112-064 |
|
LOW |
112-000 |
|
0.618 |
111-216 |
|
1.000 |
111-152 |
|
1.618 |
111-049 |
|
2.618 |
110-201 |
|
4.250 |
109-248 |
|
|
| Fisher Pivots for day following 12-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
112-084 |
112-054 |
| PP |
112-080 |
112-035 |
| S1 |
112-076 |
112-016 |
|