ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 09-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2022 |
09-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
119-100 |
119-280 |
0-180 |
0.5% |
121-020 |
| High |
120-005 |
119-310 |
-0-015 |
0.0% |
122-020 |
| Low |
119-085 |
119-125 |
0-040 |
0.1% |
119-075 |
| Close |
119-275 |
119-155 |
-0-120 |
-0.3% |
119-120 |
| Range |
0-240 |
0-185 |
-0-055 |
-22.9% |
2-265 |
| ATR |
1-034 |
1-022 |
-0-012 |
-3.4% |
0-000 |
| Volume |
973,724 |
961,364 |
-12,360 |
-1.3% |
8,073,585 |
|
| Daily Pivots for day following 09-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-112 |
120-318 |
119-257 |
|
| R3 |
120-247 |
120-133 |
119-206 |
|
| R2 |
120-062 |
120-062 |
119-189 |
|
| R1 |
119-268 |
119-268 |
119-172 |
119-232 |
| PP |
119-197 |
119-197 |
119-197 |
119-179 |
| S1 |
119-083 |
119-083 |
119-138 |
119-048 |
| S2 |
119-012 |
119-012 |
119-121 |
|
| S3 |
118-147 |
118-218 |
119-104 |
|
| S4 |
117-282 |
118-033 |
119-053 |
|
|
| 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 |
120-290 |
119-075 |
1-215 |
1.4% |
0-310 |
0.8% |
15% |
False |
False |
1,334,274 |
| 10 |
122-020 |
119-075 |
2-265 |
2.4% |
1-031 |
0.9% |
9% |
False |
False |
1,517,183 |
| 20 |
122-020 |
117-145 |
4-195 |
3.9% |
1-016 |
0.9% |
44% |
False |
False |
1,453,578 |
| 40 |
122-020 |
114-075 |
7-265 |
6.6% |
1-052 |
1.0% |
67% |
False |
False |
1,555,093 |
| 60 |
122-020 |
114-075 |
7-265 |
6.6% |
1-014 |
0.9% |
67% |
False |
False |
1,408,866 |
| 80 |
122-020 |
114-075 |
7-265 |
6.6% |
1-014 |
0.9% |
67% |
False |
False |
1,058,864 |
| 100 |
124-200 |
114-075 |
10-125 |
8.7% |
1-005 |
0.9% |
51% |
False |
False |
847,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-136 |
|
2.618 |
121-154 |
|
1.618 |
120-289 |
|
1.000 |
120-175 |
|
0.618 |
120-104 |
|
HIGH |
119-310 |
|
0.618 |
119-239 |
|
0.500 |
119-218 |
|
0.382 |
119-196 |
|
LOW |
119-125 |
|
0.618 |
119-011 |
|
1.000 |
118-260 |
|
1.618 |
118-146 |
|
2.618 |
117-281 |
|
4.250 |
116-299 |
|
|
| Fisher Pivots for day following 09-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
119-218 |
120-000 |
| PP |
119-197 |
119-265 |
| S1 |
119-176 |
119-210 |
|