ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 22-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2022 |
22-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
118-285 |
118-080 |
-0-205 |
-0.5% |
119-110 |
| High |
118-295 |
118-140 |
-0-155 |
-0.4% |
119-310 |
| Low |
118-010 |
117-215 |
-0-115 |
-0.3% |
118-010 |
| Close |
118-035 |
117-230 |
-0-125 |
-0.3% |
118-035 |
| Range |
0-285 |
0-245 |
-0-040 |
-14.0% |
1-300 |
| ATR |
0-314 |
0-309 |
-0-005 |
-1.6% |
0-000 |
| Volume |
1,173,347 |
1,321,186 |
147,839 |
12.6% |
5,521,439 |
|
| Daily Pivots for day following 22-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-077 |
119-238 |
118-045 |
|
| R3 |
119-152 |
118-313 |
117-297 |
|
| R2 |
118-227 |
118-227 |
117-275 |
|
| R1 |
118-068 |
118-068 |
117-252 |
118-025 |
| PP |
117-302 |
117-302 |
117-302 |
117-280 |
| S1 |
117-143 |
117-143 |
117-208 |
117-100 |
| S2 |
117-057 |
117-057 |
117-185 |
|
| S3 |
116-132 |
116-218 |
117-163 |
|
| S4 |
115-207 |
115-293 |
117-095 |
|
|
| 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 |
119-285 |
117-215 |
2-070 |
1.9% |
0-256 |
0.7% |
2% |
False |
True |
1,174,339 |
| 10 |
120-220 |
117-215 |
3-005 |
2.6% |
0-273 |
0.7% |
2% |
False |
True |
1,207,242 |
| 20 |
122-020 |
117-215 |
4-125 |
3.7% |
0-316 |
0.8% |
1% |
False |
True |
1,370,468 |
| 40 |
122-020 |
116-110 |
5-230 |
4.9% |
1-011 |
0.9% |
24% |
False |
False |
1,410,960 |
| 60 |
122-020 |
114-075 |
7-265 |
6.6% |
1-015 |
0.9% |
45% |
False |
False |
1,493,847 |
| 80 |
122-020 |
114-075 |
7-265 |
6.6% |
1-007 |
0.9% |
45% |
False |
False |
1,197,513 |
| 100 |
122-295 |
114-075 |
8-220 |
7.4% |
1-003 |
0.9% |
40% |
False |
False |
958,214 |
| 120 |
128-165 |
114-075 |
14-090 |
12.1% |
0-312 |
0.8% |
24% |
False |
False |
798,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-221 |
|
2.618 |
120-141 |
|
1.618 |
119-216 |
|
1.000 |
119-065 |
|
0.618 |
118-291 |
|
HIGH |
118-140 |
|
0.618 |
118-046 |
|
0.500 |
118-018 |
|
0.382 |
117-309 |
|
LOW |
117-215 |
|
0.618 |
117-064 |
|
1.000 |
116-290 |
|
1.618 |
116-139 |
|
2.618 |
115-214 |
|
4.250 |
114-134 |
|
|
| Fisher Pivots for day following 22-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
118-018 |
118-145 |
| PP |
117-302 |
118-067 |
| S1 |
117-266 |
117-308 |
|