ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 17-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2022 |
17-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
119-250 |
119-130 |
-0-120 |
-0.3% |
119-100 |
| High |
119-285 |
119-145 |
-0-140 |
-0.4% |
120-220 |
| Low |
119-040 |
118-175 |
-0-185 |
-0.5% |
118-305 |
| Close |
119-125 |
118-245 |
-0-200 |
-0.5% |
119-085 |
| Range |
0-245 |
0-290 |
0-045 |
18.4% |
1-235 |
| ATR |
1-007 |
1-005 |
-0-003 |
-0.8% |
0-000 |
| Volume |
967,317 |
1,254,160 |
286,843 |
29.7% |
6,203,524 |
|
| Daily Pivots for day following 17-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-205 |
121-035 |
119-084 |
|
| R3 |
120-235 |
120-065 |
119-005 |
|
| R2 |
119-265 |
119-265 |
118-298 |
|
| R1 |
119-095 |
119-095 |
118-272 |
119-035 |
| PP |
118-295 |
118-295 |
118-295 |
118-265 |
| S1 |
118-125 |
118-125 |
118-218 |
118-065 |
| S2 |
118-005 |
118-005 |
118-192 |
|
| S3 |
117-035 |
117-155 |
118-165 |
|
| S4 |
116-065 |
116-185 |
118-086 |
|
|
| 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 |
120-075 |
118-175 |
1-220 |
1.4% |
0-274 |
0.7% |
13% |
False |
True |
1,153,352 |
| 10 |
120-290 |
118-175 |
2-115 |
2.0% |
0-298 |
0.8% |
9% |
False |
True |
1,227,165 |
| 20 |
122-020 |
117-145 |
4-195 |
3.9% |
1-018 |
0.9% |
28% |
False |
False |
1,420,187 |
| 40 |
122-020 |
115-285 |
6-055 |
5.2% |
1-020 |
0.9% |
47% |
False |
False |
1,451,083 |
| 60 |
122-020 |
114-075 |
7-265 |
6.6% |
1-014 |
0.9% |
58% |
False |
False |
1,523,022 |
| 80 |
122-020 |
114-075 |
7-265 |
6.6% |
1-012 |
0.9% |
58% |
False |
False |
1,152,023 |
| 100 |
122-295 |
114-075 |
8-220 |
7.3% |
1-008 |
0.9% |
52% |
False |
False |
921,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-098 |
|
2.618 |
121-264 |
|
1.618 |
120-294 |
|
1.000 |
120-115 |
|
0.618 |
120-004 |
|
HIGH |
119-145 |
|
0.618 |
119-034 |
|
0.500 |
119-000 |
|
0.382 |
118-286 |
|
LOW |
118-175 |
|
0.618 |
117-316 |
|
1.000 |
117-205 |
|
1.618 |
117-026 |
|
2.618 |
116-056 |
|
4.250 |
114-222 |
|
|
| Fisher Pivots for day following 17-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
119-000 |
119-082 |
| PP |
118-295 |
119-030 |
| S1 |
118-270 |
118-298 |
|