ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 10-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2022 |
10-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
119-280 |
119-180 |
-0-100 |
-0.3% |
121-020 |
| High |
119-310 |
120-220 |
0-230 |
0.6% |
122-020 |
| Low |
119-125 |
119-110 |
-0-015 |
0.0% |
119-075 |
| Close |
119-155 |
119-240 |
0-085 |
0.2% |
119-120 |
| Range |
0-185 |
1-110 |
0-245 |
132.4% |
2-265 |
| ATR |
1-022 |
1-028 |
0-006 |
1.8% |
0-000 |
| Volume |
961,364 |
1,694,075 |
732,711 |
76.2% |
8,073,585 |
|
| Daily Pivots for day following 10-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-307 |
123-063 |
120-156 |
|
| R3 |
122-197 |
121-273 |
120-038 |
|
| R2 |
121-087 |
121-087 |
119-319 |
|
| R1 |
120-163 |
120-163 |
119-279 |
120-285 |
| PP |
119-297 |
119-297 |
119-297 |
120-038 |
| S1 |
119-053 |
119-053 |
119-201 |
119-175 |
| S2 |
118-187 |
118-187 |
119-161 |
|
| S3 |
117-077 |
117-263 |
119-122 |
|
| S4 |
115-287 |
116-153 |
119-004 |
|
|
| 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% |
1-001 |
0.8% |
31% |
False |
False |
1,300,978 |
| 10 |
122-020 |
119-075 |
2-265 |
2.4% |
1-046 |
1.0% |
18% |
False |
False |
1,555,674 |
| 20 |
122-020 |
117-145 |
4-195 |
3.8% |
1-015 |
0.9% |
50% |
False |
False |
1,431,188 |
| 40 |
122-020 |
114-075 |
7-265 |
6.5% |
1-046 |
1.0% |
70% |
False |
False |
1,536,715 |
| 60 |
122-020 |
114-075 |
7-265 |
6.5% |
1-017 |
0.9% |
70% |
False |
False |
1,436,874 |
| 80 |
122-020 |
114-075 |
7-265 |
6.5% |
1-014 |
0.9% |
70% |
False |
False |
1,080,036 |
| 100 |
124-180 |
114-075 |
10-105 |
8.6% |
1-008 |
0.9% |
53% |
False |
False |
864,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-128 |
|
2.618 |
124-066 |
|
1.618 |
122-276 |
|
1.000 |
122-010 |
|
0.618 |
121-166 |
|
HIGH |
120-220 |
|
0.618 |
120-056 |
|
0.500 |
120-005 |
|
0.382 |
119-274 |
|
LOW |
119-110 |
|
0.618 |
118-164 |
|
1.000 |
118-000 |
|
1.618 |
117-054 |
|
2.618 |
115-264 |
|
4.250 |
113-202 |
|
|
| Fisher Pivots for day following 10-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
120-005 |
119-312 |
| PP |
119-297 |
119-288 |
| S1 |
119-268 |
119-264 |
|