ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 17-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2022 |
17-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
119-295 |
119-165 |
-0-130 |
-0.3% |
119-120 |
| High |
119-315 |
119-180 |
-0-135 |
-0.4% |
120-250 |
| Low |
119-075 |
118-220 |
-0-175 |
-0.5% |
119-020 |
| Close |
119-160 |
118-280 |
-0-200 |
-0.5% |
119-120 |
| Range |
0-240 |
0-280 |
0-040 |
16.7% |
1-230 |
| ATR |
1-002 |
0-319 |
-0-003 |
-0.9% |
0-000 |
| Volume |
32,659 |
69,240 |
36,581 |
112.0% |
91,093 |
|
| Daily Pivots for day following 17-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-213 |
121-047 |
119-114 |
|
| R3 |
120-253 |
120-087 |
119-037 |
|
| R2 |
119-293 |
119-293 |
119-011 |
|
| R1 |
119-127 |
119-127 |
118-306 |
119-070 |
| PP |
119-013 |
119-013 |
119-013 |
118-305 |
| S1 |
118-167 |
118-167 |
118-254 |
118-110 |
| S2 |
118-053 |
118-053 |
118-229 |
|
| S3 |
117-093 |
117-207 |
118-203 |
|
| S4 |
116-133 |
116-247 |
118-126 |
|
|
| Weekly Pivots for week ending 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-287 |
123-273 |
120-102 |
|
| R3 |
123-057 |
122-043 |
119-271 |
|
| R2 |
121-147 |
121-147 |
119-221 |
|
| R1 |
120-133 |
120-133 |
119-170 |
120-075 |
| PP |
119-237 |
119-237 |
119-237 |
119-208 |
| S1 |
118-223 |
118-223 |
119-070 |
118-165 |
| S2 |
118-007 |
118-007 |
119-019 |
|
| S3 |
116-097 |
116-313 |
118-289 |
|
| S4 |
114-187 |
115-083 |
118-138 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-180 |
118-220 |
1-280 |
1.6% |
0-282 |
0.7% |
10% |
False |
True |
33,108 |
| 10 |
120-305 |
118-220 |
2-085 |
1.9% |
0-298 |
0.8% |
8% |
False |
True |
24,026 |
| 20 |
122-025 |
117-110 |
4-235 |
4.0% |
1-014 |
0.9% |
32% |
False |
False |
14,505 |
| 40 |
122-025 |
116-040 |
5-305 |
5.0% |
1-004 |
0.9% |
46% |
False |
False |
7,327 |
| 60 |
122-025 |
114-060 |
7-285 |
6.6% |
0-306 |
0.8% |
59% |
False |
False |
4,890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-090 |
|
2.618 |
121-273 |
|
1.618 |
120-313 |
|
1.000 |
120-140 |
|
0.618 |
120-033 |
|
HIGH |
119-180 |
|
0.618 |
119-073 |
|
0.500 |
119-040 |
|
0.382 |
119-007 |
|
LOW |
118-220 |
|
0.618 |
118-047 |
|
1.000 |
117-260 |
|
1.618 |
117-087 |
|
2.618 |
116-127 |
|
4.250 |
114-310 |
|
|
| Fisher Pivots for day following 17-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
119-040 |
119-122 |
| PP |
119-013 |
119-068 |
| S1 |
118-307 |
119-014 |
|