ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 08-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2022 |
08-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
120-195 |
119-100 |
-1-095 |
-1.1% |
121-020 |
| High |
120-245 |
120-005 |
-0-240 |
-0.6% |
122-020 |
| Low |
119-075 |
119-085 |
0-010 |
0.0% |
119-075 |
| Close |
119-120 |
119-275 |
0-155 |
0.4% |
119-120 |
| Range |
1-170 |
0-240 |
-0-250 |
-51.0% |
2-265 |
| ATR |
1-043 |
1-034 |
-0-009 |
-2.4% |
0-000 |
| Volume |
1,540,474 |
973,724 |
-566,750 |
-36.8% |
8,073,585 |
|
| Daily Pivots for day following 08-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-308 |
121-212 |
120-087 |
|
| R3 |
121-068 |
120-292 |
120-021 |
|
| R2 |
120-148 |
120-148 |
119-319 |
|
| R1 |
120-052 |
120-052 |
119-297 |
120-100 |
| PP |
119-228 |
119-228 |
119-228 |
119-252 |
| S1 |
119-132 |
119-132 |
119-253 |
119-180 |
| S2 |
118-308 |
118-308 |
119-231 |
|
| S3 |
118-068 |
118-212 |
119-209 |
|
| S4 |
117-148 |
117-292 |
119-143 |
|
|
| Weekly Pivots for week ending 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-227 |
126-278 |
120-298 |
|
| R3 |
125-282 |
124-013 |
120-049 |
|
| R2 |
123-017 |
123-017 |
119-286 |
|
| R1 |
121-068 |
121-068 |
119-203 |
120-230 |
| PP |
120-072 |
120-072 |
120-072 |
119-312 |
| S1 |
118-123 |
118-123 |
119-037 |
117-285 |
| S2 |
117-127 |
117-127 |
118-274 |
|
| S3 |
114-182 |
115-178 |
118-191 |
|
| S4 |
111-237 |
112-233 |
117-262 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-020 |
119-075 |
2-265 |
2.4% |
1-086 |
1.1% |
22% |
False |
False |
1,538,889 |
| 10 |
122-020 |
119-075 |
2-265 |
2.4% |
1-038 |
0.9% |
22% |
False |
False |
1,533,695 |
| 20 |
122-020 |
117-145 |
4-195 |
3.8% |
1-020 |
0.9% |
52% |
False |
False |
1,479,179 |
| 40 |
122-020 |
114-075 |
7-265 |
6.5% |
1-059 |
1.0% |
72% |
False |
False |
1,587,218 |
| 60 |
122-020 |
114-075 |
7-265 |
6.5% |
1-016 |
0.9% |
72% |
False |
False |
1,393,412 |
| 80 |
122-020 |
114-075 |
7-265 |
6.5% |
1-017 |
0.9% |
72% |
False |
False |
1,046,850 |
| 100 |
124-200 |
114-075 |
10-125 |
8.7% |
1-006 |
0.8% |
54% |
False |
False |
837,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-065 |
|
2.618 |
121-313 |
|
1.618 |
121-073 |
|
1.000 |
120-245 |
|
0.618 |
120-153 |
|
HIGH |
120-005 |
|
0.618 |
119-233 |
|
0.500 |
119-205 |
|
0.382 |
119-177 |
|
LOW |
119-085 |
|
0.618 |
118-257 |
|
1.000 |
118-165 |
|
1.618 |
118-017 |
|
2.618 |
117-097 |
|
4.250 |
116-025 |
|
|
| Fisher Pivots for day following 08-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
119-252 |
120-022 |
| PP |
119-228 |
120-000 |
| S1 |
119-205 |
119-298 |
|