ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 18-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2022 |
18-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
119-165 |
118-275 |
-0-210 |
-0.5% |
119-120 |
| High |
119-180 |
119-110 |
-0-070 |
-0.2% |
120-250 |
| Low |
118-220 |
118-220 |
0-000 |
0.0% |
119-020 |
| Close |
118-280 |
118-310 |
0-030 |
0.1% |
119-120 |
| Range |
0-280 |
0-210 |
-0-070 |
-25.0% |
1-230 |
| ATR |
0-319 |
0-311 |
-0-008 |
-2.4% |
0-000 |
| Volume |
69,240 |
71,185 |
1,945 |
2.8% |
91,093 |
|
| Daily Pivots for day following 18-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-310 |
120-200 |
119-106 |
|
| R3 |
120-100 |
119-310 |
119-048 |
|
| R2 |
119-210 |
119-210 |
119-028 |
|
| R1 |
119-100 |
119-100 |
119-009 |
119-155 |
| PP |
119-000 |
119-000 |
119-000 |
119-028 |
| S1 |
118-210 |
118-210 |
118-291 |
118-265 |
| S2 |
118-110 |
118-110 |
118-272 |
|
| S3 |
117-220 |
118-000 |
118-252 |
|
| S4 |
117-010 |
117-110 |
118-194 |
|
|
| 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 |
120-025 |
118-220 |
1-125 |
1.2% |
0-230 |
0.6% |
20% |
False |
True |
41,905 |
| 10 |
120-255 |
118-220 |
2-035 |
1.8% |
0-292 |
0.8% |
13% |
False |
True |
30,574 |
| 20 |
122-025 |
118-220 |
3-125 |
2.9% |
0-317 |
0.8% |
8% |
False |
True |
18,010 |
| 40 |
122-025 |
116-080 |
5-265 |
4.9% |
1-003 |
0.8% |
47% |
False |
False |
9,107 |
| 60 |
122-025 |
114-060 |
7-285 |
6.6% |
0-306 |
0.8% |
61% |
False |
False |
6,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-042 |
|
2.618 |
121-020 |
|
1.618 |
120-130 |
|
1.000 |
120-000 |
|
0.618 |
119-240 |
|
HIGH |
119-110 |
|
0.618 |
119-030 |
|
0.500 |
119-005 |
|
0.382 |
118-300 |
|
LOW |
118-220 |
|
0.618 |
118-090 |
|
1.000 |
118-010 |
|
1.618 |
117-200 |
|
2.618 |
116-310 |
|
4.250 |
115-288 |
|
|
| Fisher Pivots for day following 18-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
119-005 |
119-108 |
| PP |
119-000 |
119-068 |
| S1 |
118-315 |
119-029 |
|