ECBOT 5 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 |
111-162 |
112-128 |
0-285 |
0.8% |
112-002 |
| High |
112-145 |
113-088 |
0-262 |
0.7% |
113-088 |
| Low |
111-110 |
112-082 |
0-292 |
0.8% |
111-110 |
| Close |
112-095 |
112-302 |
0-208 |
0.6% |
112-302 |
| Range |
1-035 |
1-005 |
-0-030 |
-8.5% |
1-298 |
| ATR |
0-231 |
0-238 |
0-007 |
2.9% |
0-000 |
| Volume |
1,198,013 |
1,218,343 |
20,330 |
1.7% |
4,380,181 |
|
| Daily Pivots for day following 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-279 |
115-136 |
113-161 |
|
| R3 |
114-274 |
114-131 |
113-072 |
|
| R2 |
113-269 |
113-269 |
113-042 |
|
| R1 |
113-126 |
113-126 |
113-012 |
113-198 |
| PP |
112-264 |
112-264 |
112-264 |
112-300 |
| S1 |
112-121 |
112-121 |
112-273 |
112-192 |
| S2 |
111-259 |
111-259 |
112-243 |
|
| S3 |
110-254 |
111-116 |
112-213 |
|
| S4 |
109-249 |
110-111 |
112-124 |
|
|
| Weekly Pivots for week ending 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-099 |
117-178 |
114-002 |
|
| R3 |
116-122 |
115-201 |
113-152 |
|
| R2 |
114-144 |
114-144 |
113-096 |
|
| R1 |
113-223 |
113-223 |
113-039 |
114-024 |
| PP |
112-167 |
112-167 |
112-167 |
112-227 |
| S1 |
111-246 |
111-246 |
112-246 |
112-046 |
| S2 |
110-189 |
110-189 |
112-189 |
|
| S3 |
108-212 |
109-268 |
112-133 |
|
| S4 |
106-234 |
107-291 |
111-283 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-088 |
111-110 |
1-298 |
1.7% |
0-234 |
0.6% |
83% |
True |
False |
876,036 |
| 10 |
113-088 |
111-110 |
1-298 |
1.7% |
0-221 |
0.6% |
83% |
True |
False |
952,193 |
| 20 |
113-192 |
110-258 |
2-255 |
2.5% |
0-233 |
0.6% |
77% |
False |
False |
973,525 |
| 40 |
113-210 |
109-058 |
4-152 |
4.0% |
0-229 |
0.6% |
84% |
False |
False |
1,125,416 |
| 60 |
113-210 |
109-058 |
4-152 |
4.0% |
0-219 |
0.6% |
84% |
False |
False |
811,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-189 |
|
2.618 |
115-298 |
|
1.618 |
114-293 |
|
1.000 |
114-092 |
|
0.618 |
113-288 |
|
HIGH |
113-088 |
|
0.618 |
112-283 |
|
0.500 |
112-245 |
|
0.382 |
112-207 |
|
LOW |
112-082 |
|
0.618 |
111-202 |
|
1.000 |
111-078 |
|
1.618 |
110-197 |
|
2.618 |
109-192 |
|
4.250 |
107-301 |
|
|
| Fisher Pivots for day following 22-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
112-283 |
112-235 |
| PP |
112-264 |
112-167 |
| S1 |
112-245 |
112-099 |
|