ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 19-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2022 |
19-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
118-230 |
118-285 |
0-055 |
0.1% |
119-110 |
| High |
119-075 |
118-295 |
-0-100 |
-0.3% |
119-310 |
| Low |
118-180 |
118-010 |
-0-170 |
-0.4% |
118-010 |
| Close |
118-270 |
118-035 |
-0-235 |
-0.6% |
118-035 |
| Range |
0-215 |
0-285 |
0-070 |
32.6% |
1-300 |
| ATR |
0-317 |
0-314 |
-0-002 |
-0.7% |
0-000 |
| Volume |
1,155,689 |
1,173,347 |
17,658 |
1.5% |
5,521,439 |
|
| Daily Pivots for day following 19-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-008 |
120-147 |
118-192 |
|
| R3 |
120-043 |
119-182 |
118-113 |
|
| R2 |
119-078 |
119-078 |
118-087 |
|
| R1 |
118-217 |
118-217 |
118-061 |
118-165 |
| PP |
118-113 |
118-113 |
118-113 |
118-088 |
| S1 |
117-252 |
117-252 |
118-009 |
117-200 |
| S2 |
117-148 |
117-148 |
117-303 |
|
| S3 |
116-183 |
116-287 |
117-277 |
|
| S4 |
115-218 |
116-002 |
117-198 |
|
|
| Weekly Pivots for week ending 19-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-165 |
123-080 |
119-056 |
|
| R3 |
122-185 |
121-100 |
118-206 |
|
| R2 |
120-205 |
120-205 |
118-149 |
|
| R1 |
119-120 |
119-120 |
118-092 |
119-012 |
| PP |
118-225 |
118-225 |
118-225 |
118-171 |
| S1 |
117-140 |
117-140 |
117-298 |
117-032 |
| S2 |
116-245 |
116-245 |
117-241 |
|
| S3 |
114-265 |
115-160 |
117-184 |
|
| S4 |
112-285 |
113-180 |
117-014 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-310 |
118-010 |
1-300 |
1.6% |
0-260 |
0.7% |
4% |
False |
True |
1,104,287 |
| 10 |
120-220 |
118-010 |
2-210 |
2.2% |
0-272 |
0.7% |
3% |
False |
True |
1,172,496 |
| 20 |
122-020 |
118-010 |
4-010 |
3.4% |
0-313 |
0.8% |
2% |
False |
True |
1,355,984 |
| 40 |
122-020 |
116-110 |
5-230 |
4.8% |
1-011 |
0.9% |
31% |
False |
False |
1,411,192 |
| 60 |
122-020 |
114-075 |
7-265 |
6.6% |
1-013 |
0.9% |
50% |
False |
False |
1,516,083 |
| 80 |
122-020 |
114-075 |
7-265 |
6.6% |
1-008 |
0.9% |
50% |
False |
False |
1,181,046 |
| 100 |
122-295 |
114-075 |
8-220 |
7.4% |
1-005 |
0.9% |
45% |
False |
False |
945,004 |
| 120 |
128-165 |
114-075 |
14-090 |
12.1% |
0-313 |
0.8% |
27% |
False |
False |
787,507 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-226 |
|
2.618 |
121-081 |
|
1.618 |
120-116 |
|
1.000 |
119-260 |
|
0.618 |
119-151 |
|
HIGH |
118-295 |
|
0.618 |
118-186 |
|
0.500 |
118-152 |
|
0.382 |
118-119 |
|
LOW |
118-010 |
|
0.618 |
117-154 |
|
1.000 |
117-045 |
|
1.618 |
116-189 |
|
2.618 |
115-224 |
|
4.250 |
114-079 |
|
|
| Fisher Pivots for day following 19-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
118-152 |
118-238 |
| PP |
118-113 |
118-170 |
| S1 |
118-074 |
118-102 |
|