ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 25-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2022 |
25-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
117-250 |
117-100 |
-0-150 |
-0.4% |
119-130 |
| High |
118-005 |
117-295 |
-0-030 |
-0.1% |
120-025 |
| Low |
117-060 |
117-060 |
0-000 |
0.0% |
118-045 |
| Close |
117-110 |
117-285 |
0-175 |
0.5% |
118-070 |
| Range |
0-265 |
0-235 |
-0-030 |
-11.3% |
1-300 |
| ATR |
0-298 |
0-294 |
-0-005 |
-1.5% |
0-000 |
| Volume |
1,803,953 |
2,157,871 |
353,918 |
19.6% |
311,374 |
|
| Daily Pivots for day following 25-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-278 |
119-197 |
118-094 |
|
| R3 |
119-043 |
118-282 |
118-030 |
|
| R2 |
118-128 |
118-128 |
118-008 |
|
| R1 |
118-047 |
118-047 |
117-307 |
118-088 |
| PP |
117-213 |
117-213 |
117-213 |
117-234 |
| S1 |
117-132 |
117-132 |
117-263 |
117-172 |
| S2 |
116-298 |
116-298 |
117-242 |
|
| S3 |
116-063 |
116-217 |
117-220 |
|
| S4 |
115-148 |
115-302 |
117-156 |
|
|
| 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 |
119-010 |
117-060 |
1-270 |
1.6% |
0-255 |
0.7% |
38% |
False |
True |
988,441 |
| 10 |
120-025 |
117-060 |
2-285 |
2.5% |
0-242 |
0.6% |
24% |
False |
True |
515,173 |
| 20 |
122-025 |
117-060 |
4-285 |
4.1% |
0-300 |
0.8% |
14% |
False |
True |
264,136 |
| 40 |
122-025 |
117-060 |
4-285 |
4.1% |
1-000 |
0.8% |
14% |
False |
True |
132,660 |
| 60 |
122-025 |
114-060 |
7-285 |
6.7% |
0-310 |
0.8% |
47% |
False |
False |
88,446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-014 |
|
2.618 |
119-270 |
|
1.618 |
119-035 |
|
1.000 |
118-210 |
|
0.618 |
118-120 |
|
HIGH |
117-295 |
|
0.618 |
117-205 |
|
0.500 |
117-178 |
|
0.382 |
117-150 |
|
LOW |
117-060 |
|
0.618 |
116-235 |
|
1.000 |
116-145 |
|
1.618 |
116-000 |
|
2.618 |
115-085 |
|
4.250 |
114-021 |
|
|
| Fisher Pivots for day following 25-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
117-249 |
117-270 |
| PP |
117-213 |
117-255 |
| S1 |
117-178 |
117-240 |
|