ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 31-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2022 |
31-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
117-015 |
117-010 |
-0-005 |
0.0% |
118-080 |
| High |
117-145 |
117-055 |
-0-090 |
-0.2% |
118-140 |
| Low |
116-225 |
116-120 |
-0-105 |
-0.3% |
117-035 |
| Close |
117-000 |
116-280 |
-0-040 |
-0.1% |
117-185 |
| Range |
0-240 |
0-255 |
0-015 |
6.3% |
1-105 |
| ATR |
0-282 |
0-280 |
-0-002 |
-0.7% |
0-000 |
| Volume |
517,092 |
143,296 |
-373,796 |
-72.3% |
10,950,990 |
|
| Daily Pivots for day following 31-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-063 |
118-267 |
117-100 |
|
| R3 |
118-128 |
118-012 |
117-030 |
|
| R2 |
117-193 |
117-193 |
117-007 |
|
| R1 |
117-077 |
117-077 |
116-303 |
117-008 |
| PP |
116-258 |
116-258 |
116-258 |
116-224 |
| S1 |
116-142 |
116-142 |
116-257 |
116-072 |
| S2 |
116-003 |
116-003 |
116-233 |
|
| S3 |
115-068 |
115-207 |
116-210 |
|
| S4 |
114-133 |
114-272 |
116-140 |
|
|
| 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 |
117-295 |
116-120 |
1-175 |
1.3% |
0-224 |
0.6% |
32% |
False |
True |
1,314,980 |
| 10 |
119-075 |
116-120 |
2-275 |
2.4% |
0-236 |
0.6% |
17% |
False |
True |
1,497,414 |
| 20 |
120-290 |
116-120 |
4-170 |
3.9% |
0-267 |
0.7% |
11% |
False |
True |
1,362,290 |
| 40 |
122-020 |
116-120 |
5-220 |
4.9% |
0-303 |
0.8% |
9% |
False |
True |
1,420,853 |
| 60 |
122-020 |
114-075 |
7-265 |
6.7% |
1-015 |
0.9% |
34% |
False |
False |
1,512,810 |
| 80 |
122-020 |
114-075 |
7-265 |
6.7% |
1-001 |
0.9% |
34% |
False |
False |
1,338,300 |
| 100 |
122-020 |
114-075 |
7-265 |
6.7% |
1-002 |
0.9% |
34% |
False |
False |
1,071,449 |
| 120 |
125-265 |
114-075 |
11-190 |
9.9% |
0-312 |
0.8% |
23% |
False |
False |
892,882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-179 |
|
2.618 |
119-083 |
|
1.618 |
118-148 |
|
1.000 |
117-310 |
|
0.618 |
117-213 |
|
HIGH |
117-055 |
|
0.618 |
116-278 |
|
0.500 |
116-248 |
|
0.382 |
116-217 |
|
LOW |
116-120 |
|
0.618 |
115-282 |
|
1.000 |
115-185 |
|
1.618 |
115-027 |
|
2.618 |
114-092 |
|
4.250 |
112-316 |
|
|
| Fisher Pivots for day following 31-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
116-269 |
116-292 |
| PP |
116-258 |
116-288 |
| S1 |
116-248 |
116-284 |
|