ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 29-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2022 |
29-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
117-255 |
117-145 |
-0-110 |
-0.3% |
118-080 |
| High |
117-295 |
117-145 |
-0-150 |
-0.4% |
118-140 |
| Low |
117-095 |
116-265 |
-0-150 |
-0.4% |
117-035 |
| Close |
117-185 |
117-010 |
-0-175 |
-0.5% |
117-185 |
| Range |
0-200 |
0-200 |
0-000 |
0.0% |
1-105 |
| ATR |
0-289 |
0-285 |
-0-003 |
-1.2% |
0-000 |
| Volume |
2,032,906 |
1,033,735 |
-999,171 |
-49.1% |
10,950,990 |
|
| Daily Pivots for day following 29-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-313 |
118-202 |
117-120 |
|
| R3 |
118-113 |
118-002 |
117-065 |
|
| R2 |
117-233 |
117-233 |
117-047 |
|
| R1 |
117-122 |
117-122 |
117-028 |
117-078 |
| PP |
117-033 |
117-033 |
117-033 |
117-011 |
| S1 |
116-242 |
116-242 |
116-312 |
116-198 |
| S2 |
116-153 |
116-153 |
116-293 |
|
| S3 |
115-273 |
116-042 |
116-275 |
|
| S4 |
115-073 |
115-162 |
116-220 |
|
|
| Weekly Pivots for week ending 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-222 |
120-308 |
118-099 |
|
| R3 |
120-117 |
119-203 |
117-302 |
|
| R2 |
119-012 |
119-012 |
117-263 |
|
| R1 |
118-098 |
118-098 |
117-224 |
118-002 |
| PP |
117-227 |
117-227 |
117-227 |
117-179 |
| S1 |
116-313 |
116-313 |
117-146 |
116-218 |
| S2 |
116-122 |
116-122 |
117-107 |
|
| S3 |
115-017 |
115-208 |
117-068 |
|
| S4 |
113-232 |
114-103 |
116-271 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-070 |
116-265 |
1-125 |
1.2% |
0-225 |
0.6% |
15% |
False |
True |
2,132,707 |
| 10 |
119-285 |
116-265 |
3-020 |
2.6% |
0-240 |
0.6% |
7% |
False |
True |
1,653,523 |
| 20 |
122-020 |
116-265 |
5-075 |
4.5% |
0-294 |
0.8% |
4% |
False |
True |
1,521,520 |
| 40 |
122-020 |
116-265 |
5-075 |
4.5% |
0-316 |
0.8% |
4% |
False |
True |
1,488,859 |
| 60 |
122-020 |
114-075 |
7-265 |
6.7% |
1-015 |
0.9% |
36% |
False |
False |
1,538,226 |
| 80 |
122-020 |
114-075 |
7-265 |
6.7% |
1-004 |
0.9% |
36% |
False |
False |
1,330,607 |
| 100 |
122-020 |
114-075 |
7-265 |
6.7% |
1-002 |
0.9% |
36% |
False |
False |
1,064,847 |
| 120 |
126-310 |
114-075 |
12-235 |
10.9% |
0-312 |
0.8% |
22% |
False |
False |
887,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-035 |
|
2.618 |
119-029 |
|
1.618 |
118-149 |
|
1.000 |
118-025 |
|
0.618 |
117-269 |
|
HIGH |
117-145 |
|
0.618 |
117-069 |
|
0.500 |
117-045 |
|
0.382 |
117-021 |
|
LOW |
116-265 |
|
0.618 |
116-141 |
|
1.000 |
116-065 |
|
1.618 |
115-261 |
|
2.618 |
115-061 |
|
4.250 |
114-055 |
|
|
| Fisher Pivots for day following 29-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
117-045 |
117-120 |
| PP |
117-033 |
117-083 |
| S1 |
117-022 |
117-047 |
|