ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 11-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2022 |
11-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
119-180 |
119-245 |
0-065 |
0.2% |
121-020 |
| High |
120-220 |
120-075 |
-0-145 |
-0.4% |
122-020 |
| Low |
119-110 |
118-310 |
-0-120 |
-0.3% |
119-075 |
| Close |
119-240 |
119-030 |
-0-210 |
-0.5% |
119-120 |
| Range |
1-110 |
1-085 |
-0-025 |
-5.8% |
2-265 |
| ATR |
1-028 |
1-032 |
0-004 |
1.2% |
0-000 |
| Volume |
1,694,075 |
1,468,557 |
-225,518 |
-13.3% |
8,073,585 |
|
| Daily Pivots for day following 11-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-073 |
122-137 |
119-253 |
|
| R3 |
121-308 |
121-052 |
119-141 |
|
| R2 |
120-223 |
120-223 |
119-104 |
|
| R1 |
119-287 |
119-287 |
119-067 |
119-212 |
| PP |
119-138 |
119-138 |
119-138 |
119-101 |
| S1 |
118-202 |
118-202 |
118-313 |
118-128 |
| S2 |
118-053 |
118-053 |
118-276 |
|
| S3 |
116-288 |
117-117 |
118-239 |
|
| S4 |
115-203 |
116-032 |
118-127 |
|
|
| 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 |
120-245 |
118-310 |
1-255 |
1.5% |
1-030 |
0.9% |
7% |
False |
True |
1,327,638 |
| 10 |
122-020 |
118-310 |
3-030 |
2.6% |
1-038 |
0.9% |
4% |
False |
True |
1,516,405 |
| 20 |
122-020 |
117-145 |
4-195 |
3.9% |
1-018 |
0.9% |
36% |
False |
False |
1,421,740 |
| 40 |
122-020 |
114-100 |
7-240 |
6.5% |
1-041 |
0.9% |
62% |
False |
False |
1,517,903 |
| 60 |
122-020 |
114-075 |
7-265 |
6.6% |
1-020 |
0.9% |
62% |
False |
False |
1,460,964 |
| 80 |
122-020 |
114-075 |
7-265 |
6.6% |
1-016 |
0.9% |
62% |
False |
False |
1,098,391 |
| 100 |
123-310 |
114-075 |
9-235 |
8.2% |
1-012 |
0.9% |
50% |
False |
False |
878,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-196 |
|
2.618 |
123-175 |
|
1.618 |
122-090 |
|
1.000 |
121-160 |
|
0.618 |
121-005 |
|
HIGH |
120-075 |
|
0.618 |
119-240 |
|
0.500 |
119-192 |
|
0.382 |
119-145 |
|
LOW |
118-310 |
|
0.618 |
118-060 |
|
1.000 |
117-225 |
|
1.618 |
116-295 |
|
2.618 |
115-210 |
|
4.250 |
113-189 |
|
|
| Fisher Pivots for day following 11-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
119-192 |
119-265 |
| PP |
119-138 |
119-187 |
| S1 |
119-084 |
119-108 |
|