ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 19-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2022 |
19-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
118-275 |
119-000 |
0-045 |
0.1% |
119-130 |
| High |
119-110 |
119-010 |
-0-100 |
-0.3% |
120-025 |
| Low |
118-220 |
118-045 |
-0-175 |
-0.5% |
118-045 |
| Close |
118-310 |
118-070 |
-0-240 |
-0.6% |
118-070 |
| Range |
0-210 |
0-285 |
0-075 |
35.7% |
1-300 |
| ATR |
0-311 |
0-309 |
-0-002 |
-0.6% |
0-000 |
| Volume |
71,185 |
115,012 |
43,827 |
61.6% |
311,374 |
|
| Daily Pivots for day following 19-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-043 |
120-182 |
118-227 |
|
| R3 |
120-078 |
119-217 |
118-148 |
|
| R2 |
119-113 |
119-113 |
118-122 |
|
| R1 |
118-252 |
118-252 |
118-096 |
118-200 |
| PP |
118-148 |
118-148 |
118-148 |
118-122 |
| S1 |
117-287 |
117-287 |
118-044 |
117-235 |
| S2 |
117-183 |
117-183 |
118-018 |
|
| S3 |
116-218 |
117-002 |
117-312 |
|
| S4 |
115-253 |
116-037 |
117-233 |
|
|
| Weekly Pivots for week ending 19-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-200 |
123-115 |
119-091 |
|
| R3 |
122-220 |
121-135 |
118-240 |
|
| R2 |
120-240 |
120-240 |
118-184 |
|
| R1 |
119-155 |
119-155 |
118-127 |
119-048 |
| PP |
118-260 |
118-260 |
118-260 |
118-206 |
| S1 |
117-175 |
117-175 |
118-013 |
117-068 |
| S2 |
116-280 |
116-280 |
117-276 |
|
| S3 |
114-300 |
115-195 |
117-220 |
|
| S4 |
113-000 |
113-215 |
117-049 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-025 |
118-045 |
1-300 |
1.6% |
0-255 |
0.7% |
4% |
False |
True |
62,274 |
| 10 |
120-250 |
118-045 |
2-205 |
2.2% |
0-274 |
0.7% |
3% |
False |
True |
40,246 |
| 20 |
122-025 |
118-045 |
3-300 |
3.3% |
0-309 |
0.8% |
2% |
False |
True |
23,703 |
| 40 |
122-025 |
116-080 |
5-265 |
4.9% |
1-000 |
0.8% |
34% |
False |
False |
11,981 |
| 60 |
122-025 |
114-060 |
7-285 |
6.7% |
0-308 |
0.8% |
51% |
False |
False |
7,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-261 |
|
2.618 |
121-116 |
|
1.618 |
120-151 |
|
1.000 |
119-295 |
|
0.618 |
119-186 |
|
HIGH |
119-010 |
|
0.618 |
118-221 |
|
0.500 |
118-188 |
|
0.382 |
118-154 |
|
LOW |
118-045 |
|
0.618 |
117-189 |
|
1.000 |
117-080 |
|
1.618 |
116-224 |
|
2.618 |
115-259 |
|
4.250 |
114-114 |
|
|
| Fisher Pivots for day following 19-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
118-188 |
118-272 |
| PP |
118-148 |
118-205 |
| S1 |
118-109 |
118-138 |
|