ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 18-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2022 |
18-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
119-130 |
118-230 |
-0-220 |
-0.6% |
119-100 |
| High |
119-145 |
119-075 |
-0-070 |
-0.2% |
120-220 |
| Low |
118-175 |
118-180 |
0-005 |
0.0% |
118-305 |
| Close |
118-245 |
118-270 |
0-025 |
0.1% |
119-085 |
| Range |
0-290 |
0-215 |
-0-075 |
-25.9% |
1-235 |
| ATR |
1-005 |
0-317 |
-0-008 |
-2.4% |
0-000 |
| Volume |
1,254,160 |
1,155,689 |
-98,471 |
-7.9% |
6,203,524 |
|
| Daily Pivots for day following 18-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-287 |
120-173 |
119-068 |
|
| R3 |
120-072 |
119-278 |
119-009 |
|
| R2 |
119-177 |
119-177 |
118-309 |
|
| R1 |
119-063 |
119-063 |
118-290 |
119-120 |
| PP |
118-282 |
118-282 |
118-282 |
118-310 |
| S1 |
118-168 |
118-168 |
118-250 |
118-225 |
| S2 |
118-067 |
118-067 |
118-231 |
|
| S3 |
117-172 |
117-273 |
118-211 |
|
| S4 |
116-277 |
117-058 |
118-152 |
|
|
| 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 |
119-310 |
118-175 |
1-135 |
1.2% |
0-236 |
0.6% |
21% |
False |
False |
1,090,779 |
| 10 |
120-245 |
118-175 |
2-070 |
1.9% |
0-293 |
0.8% |
13% |
False |
False |
1,209,209 |
| 20 |
122-020 |
118-175 |
3-165 |
3.0% |
1-001 |
0.8% |
8% |
False |
False |
1,387,269 |
| 40 |
122-020 |
116-110 |
5-230 |
4.8% |
1-015 |
0.9% |
44% |
False |
False |
1,437,415 |
| 60 |
122-020 |
114-075 |
7-265 |
6.6% |
1-014 |
0.9% |
59% |
False |
False |
1,532,436 |
| 80 |
122-020 |
114-075 |
7-265 |
6.6% |
1-010 |
0.9% |
59% |
False |
False |
1,166,417 |
| 100 |
122-295 |
114-075 |
8-220 |
7.3% |
1-006 |
0.9% |
53% |
False |
False |
933,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-029 |
|
2.618 |
120-318 |
|
1.618 |
120-103 |
|
1.000 |
119-290 |
|
0.618 |
119-208 |
|
HIGH |
119-075 |
|
0.618 |
118-313 |
|
0.500 |
118-288 |
|
0.382 |
118-262 |
|
LOW |
118-180 |
|
0.618 |
118-047 |
|
1.000 |
117-285 |
|
1.618 |
117-152 |
|
2.618 |
116-257 |
|
4.250 |
115-226 |
|
|
| Fisher Pivots for day following 18-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
118-288 |
119-070 |
| PP |
118-282 |
119-030 |
| S1 |
118-276 |
118-310 |
|