ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 23-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2022 |
23-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
118-080 |
117-270 |
-0-130 |
-0.3% |
119-110 |
| High |
118-140 |
118-070 |
-0-070 |
-0.2% |
119-310 |
| Low |
117-215 |
117-145 |
-0-070 |
-0.2% |
118-010 |
| Close |
117-230 |
117-200 |
-0-030 |
-0.1% |
118-035 |
| Range |
0-245 |
0-245 |
0-000 |
0.0% |
1-300 |
| ATR |
0-309 |
0-305 |
-0-005 |
-1.5% |
0-000 |
| Volume |
1,321,186 |
1,884,881 |
563,695 |
42.7% |
5,521,439 |
|
| Daily Pivots for day following 23-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-020 |
119-195 |
118-015 |
|
| R3 |
119-095 |
118-270 |
117-267 |
|
| R2 |
118-170 |
118-170 |
117-245 |
|
| R1 |
118-025 |
118-025 |
117-222 |
117-295 |
| PP |
117-245 |
117-245 |
117-245 |
117-220 |
| S1 |
117-100 |
117-100 |
117-178 |
117-050 |
| S2 |
117-000 |
117-000 |
117-155 |
|
| S3 |
116-075 |
116-175 |
117-133 |
|
| S4 |
115-150 |
115-250 |
117-065 |
|
|
| 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 |
119-145 |
117-145 |
2-000 |
1.7% |
0-256 |
0.7% |
9% |
False |
True |
1,357,852 |
| 10 |
120-220 |
117-145 |
3-075 |
2.7% |
0-279 |
0.7% |
5% |
False |
True |
1,299,594 |
| 20 |
122-020 |
117-145 |
4-195 |
3.9% |
0-315 |
0.8% |
4% |
False |
True |
1,408,389 |
| 40 |
122-020 |
116-110 |
5-230 |
4.9% |
1-010 |
0.9% |
22% |
False |
False |
1,428,286 |
| 60 |
122-020 |
114-075 |
7-265 |
6.7% |
1-015 |
0.9% |
43% |
False |
False |
1,497,149 |
| 80 |
122-020 |
114-075 |
7-265 |
6.7% |
1-007 |
0.9% |
43% |
False |
False |
1,221,035 |
| 100 |
122-295 |
114-075 |
8-220 |
7.4% |
1-003 |
0.9% |
39% |
False |
False |
977,062 |
| 120 |
128-165 |
114-075 |
14-090 |
12.1% |
0-310 |
0.8% |
24% |
False |
False |
814,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-151 |
|
2.618 |
120-071 |
|
1.618 |
119-146 |
|
1.000 |
118-315 |
|
0.618 |
118-221 |
|
HIGH |
118-070 |
|
0.618 |
117-296 |
|
0.500 |
117-268 |
|
0.382 |
117-239 |
|
LOW |
117-145 |
|
0.618 |
116-314 |
|
1.000 |
116-220 |
|
1.618 |
116-069 |
|
2.618 |
115-144 |
|
4.250 |
114-064 |
|
|
| Fisher Pivots for day following 23-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
117-268 |
118-060 |
| PP |
117-245 |
118-000 |
| S1 |
117-222 |
117-260 |
|