ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 24-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2022 |
24-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
117-290 |
117-250 |
-0-040 |
-0.1% |
119-130 |
| High |
118-100 |
118-005 |
-0-095 |
-0.3% |
120-025 |
| Low |
117-175 |
117-060 |
-0-115 |
-0.3% |
118-045 |
| Close |
117-235 |
117-110 |
-0-125 |
-0.3% |
118-070 |
| Range |
0-245 |
0-265 |
0-020 |
8.2% |
1-300 |
| ATR |
0-301 |
0-298 |
-0-003 |
-0.8% |
0-000 |
| Volume |
552,120 |
1,803,953 |
1,251,833 |
226.7% |
311,374 |
|
| Daily Pivots for day following 24-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-000 |
119-160 |
117-256 |
|
| R3 |
119-055 |
118-215 |
117-183 |
|
| R2 |
118-110 |
118-110 |
117-159 |
|
| R1 |
117-270 |
117-270 |
117-134 |
117-218 |
| PP |
117-165 |
117-165 |
117-165 |
117-139 |
| S1 |
117-005 |
117-005 |
117-086 |
116-272 |
| S2 |
116-220 |
116-220 |
117-061 |
|
| S3 |
115-275 |
116-060 |
117-037 |
|
| S4 |
115-010 |
115-115 |
116-284 |
|
|
| 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 |
119-110 |
117-060 |
2-050 |
1.8% |
0-250 |
0.7% |
7% |
False |
True |
571,104 |
| 10 |
120-180 |
117-060 |
3-120 |
2.9% |
0-266 |
0.7% |
5% |
False |
True |
302,106 |
| 20 |
122-025 |
117-060 |
4-285 |
4.2% |
0-312 |
0.8% |
3% |
False |
True |
156,477 |
| 40 |
122-025 |
116-250 |
5-095 |
4.5% |
1-001 |
0.9% |
11% |
False |
False |
78,713 |
| 60 |
122-025 |
114-060 |
7-285 |
6.7% |
0-310 |
0.8% |
40% |
False |
False |
52,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-171 |
|
2.618 |
120-059 |
|
1.618 |
119-114 |
|
1.000 |
118-270 |
|
0.618 |
118-169 |
|
HIGH |
118-005 |
|
0.618 |
117-224 |
|
0.500 |
117-192 |
|
0.382 |
117-161 |
|
LOW |
117-060 |
|
0.618 |
116-216 |
|
1.000 |
116-115 |
|
1.618 |
115-271 |
|
2.618 |
115-006 |
|
4.250 |
113-214 |
|
|
| Fisher Pivots for day following 24-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
117-192 |
117-278 |
| PP |
117-165 |
117-222 |
| S1 |
117-138 |
117-166 |
|