ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 08-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2022 |
08-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
115-185 |
116-050 |
0-185 |
0.5% |
117-145 |
| High |
116-075 |
116-225 |
0-150 |
0.4% |
117-145 |
| Low |
115-140 |
115-230 |
0-090 |
0.2% |
115-230 |
| Close |
116-055 |
115-310 |
-0-065 |
-0.2% |
116-210 |
| Range |
0-255 |
0-315 |
0-060 |
23.5% |
1-235 |
| ATR |
0-295 |
0-296 |
0-001 |
0.5% |
0-000 |
| Volume |
13,056 |
13,342 |
286 |
2.2% |
1,803,623 |
|
| Daily Pivots for day following 08-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-027 |
118-163 |
116-163 |
|
| R3 |
118-032 |
117-168 |
116-077 |
|
| R2 |
117-037 |
117-037 |
116-048 |
|
| R1 |
116-173 |
116-173 |
116-019 |
116-108 |
| PP |
116-042 |
116-042 |
116-042 |
116-009 |
| S1 |
115-178 |
115-178 |
115-281 |
115-112 |
| S2 |
115-047 |
115-047 |
115-252 |
|
| S3 |
114-052 |
114-183 |
115-223 |
|
| S4 |
113-057 |
113-188 |
115-137 |
|
|
| Weekly Pivots for week ending 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-260 |
120-310 |
117-195 |
|
| R3 |
120-025 |
119-075 |
117-043 |
|
| R2 |
118-110 |
118-110 |
116-312 |
|
| R1 |
117-160 |
117-160 |
116-261 |
117-018 |
| PP |
116-195 |
116-195 |
116-195 |
116-124 |
| S1 |
115-245 |
115-245 |
116-159 |
115-102 |
| S2 |
114-280 |
114-280 |
116-108 |
|
| S3 |
113-045 |
114-010 |
116-057 |
|
| S4 |
111-130 |
112-095 |
115-225 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-270 |
115-140 |
1-130 |
1.2% |
0-312 |
0.8% |
38% |
False |
False |
33,893 |
| 10 |
117-295 |
115-140 |
2-155 |
2.1% |
0-268 |
0.7% |
21% |
False |
False |
674,436 |
| 20 |
120-075 |
115-140 |
4-255 |
4.1% |
0-265 |
0.7% |
11% |
False |
False |
1,045,519 |
| 40 |
122-020 |
115-140 |
6-200 |
5.7% |
0-300 |
0.8% |
8% |
False |
False |
1,238,353 |
| 60 |
122-020 |
114-075 |
7-265 |
6.8% |
1-012 |
0.9% |
22% |
False |
False |
1,372,983 |
| 80 |
122-020 |
114-075 |
7-265 |
6.8% |
0-319 |
0.9% |
22% |
False |
False |
1,339,035 |
| 100 |
122-020 |
114-075 |
7-265 |
6.8% |
1-000 |
0.9% |
22% |
False |
False |
1,073,133 |
| 120 |
124-180 |
114-075 |
10-105 |
8.9% |
0-318 |
0.9% |
17% |
False |
False |
894,293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-284 |
|
2.618 |
119-090 |
|
1.618 |
118-095 |
|
1.000 |
117-220 |
|
0.618 |
117-100 |
|
HIGH |
116-225 |
|
0.618 |
116-105 |
|
0.500 |
116-068 |
|
0.382 |
116-030 |
|
LOW |
115-230 |
|
0.618 |
115-035 |
|
1.000 |
114-235 |
|
1.618 |
114-040 |
|
2.618 |
113-045 |
|
4.250 |
111-171 |
|
|
| Fisher Pivots for day following 08-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
116-068 |
116-045 |
| PP |
116-042 |
116-027 |
| S1 |
116-016 |
116-008 |
|