ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 12-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2022 |
12-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
119-245 |
119-020 |
-0-225 |
-0.6% |
119-100 |
| High |
120-075 |
119-150 |
-0-245 |
-0.6% |
120-220 |
| Low |
118-310 |
118-305 |
-0-005 |
0.0% |
118-305 |
| Close |
119-030 |
119-085 |
0-055 |
0.1% |
119-085 |
| Range |
1-085 |
0-165 |
-0-240 |
-59.3% |
1-235 |
| ATR |
1-032 |
1-019 |
-0-013 |
-3.8% |
0-000 |
| Volume |
1,468,557 |
1,105,804 |
-362,753 |
-24.7% |
6,203,524 |
|
| Daily Pivots for day following 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-248 |
120-172 |
119-176 |
|
| R3 |
120-083 |
120-007 |
119-130 |
|
| R2 |
119-238 |
119-238 |
119-115 |
|
| R1 |
119-162 |
119-162 |
119-100 |
119-200 |
| PP |
119-073 |
119-073 |
119-073 |
119-092 |
| S1 |
118-317 |
118-317 |
119-070 |
119-035 |
| S2 |
118-228 |
118-228 |
119-055 |
|
| S3 |
118-063 |
118-152 |
119-040 |
|
| S4 |
117-218 |
117-307 |
118-314 |
|
|
| Weekly Pivots for week ending 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-268 |
123-252 |
120-070 |
|
| R3 |
123-033 |
122-017 |
119-238 |
|
| R2 |
121-118 |
121-118 |
119-187 |
|
| R1 |
120-102 |
120-102 |
119-136 |
119-312 |
| PP |
119-203 |
119-203 |
119-203 |
119-149 |
| S1 |
118-187 |
118-187 |
119-034 |
118-078 |
| S2 |
117-288 |
117-288 |
118-303 |
|
| S3 |
116-053 |
116-272 |
118-252 |
|
| S4 |
114-138 |
115-037 |
118-100 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-220 |
118-305 |
1-235 |
1.5% |
0-285 |
0.7% |
18% |
False |
True |
1,240,704 |
| 10 |
122-020 |
118-305 |
3-035 |
2.6% |
1-026 |
0.9% |
10% |
False |
True |
1,427,710 |
| 20 |
122-020 |
117-145 |
4-195 |
3.9% |
1-016 |
0.9% |
39% |
False |
False |
1,416,702 |
| 40 |
122-020 |
114-100 |
7-240 |
6.5% |
1-032 |
0.9% |
64% |
False |
False |
1,490,936 |
| 60 |
122-020 |
114-075 |
7-265 |
6.6% |
1-017 |
0.9% |
64% |
False |
False |
1,478,886 |
| 80 |
122-020 |
114-075 |
7-265 |
6.6% |
1-014 |
0.9% |
64% |
False |
False |
1,112,198 |
| 100 |
123-175 |
114-075 |
9-100 |
7.8% |
1-010 |
0.9% |
54% |
False |
False |
889,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-211 |
|
2.618 |
120-262 |
|
1.618 |
120-097 |
|
1.000 |
119-315 |
|
0.618 |
119-252 |
|
HIGH |
119-150 |
|
0.618 |
119-087 |
|
0.500 |
119-068 |
|
0.382 |
119-048 |
|
LOW |
118-305 |
|
0.618 |
118-203 |
|
1.000 |
118-140 |
|
1.618 |
118-038 |
|
2.618 |
117-193 |
|
4.250 |
116-244 |
|
|
| Fisher Pivots for day following 12-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
119-079 |
119-262 |
| PP |
119-073 |
119-203 |
| S1 |
119-068 |
119-144 |
|