ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 01-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2022 |
01-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
117-030 |
116-130 |
-0-220 |
-0.6% |
118-110 |
| High |
117-075 |
116-175 |
-0-220 |
-0.6% |
118-175 |
| Low |
116-125 |
115-230 |
-0-215 |
-0.6% |
117-060 |
| Close |
116-290 |
115-315 |
-0-295 |
-0.8% |
117-215 |
| Range |
0-270 |
0-265 |
-0-005 |
-1.9% |
1-115 |
| ATR |
0-281 |
0-288 |
0-007 |
2.5% |
0-000 |
| Volume |
1,879,549 |
1,717,444 |
-162,105 |
-8.6% |
6,336,388 |
|
| Daily Pivots for day following 01-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-182 |
118-033 |
116-141 |
|
| R3 |
117-237 |
117-088 |
116-068 |
|
| R2 |
116-292 |
116-292 |
116-044 |
|
| R1 |
116-143 |
116-143 |
116-019 |
116-085 |
| PP |
116-027 |
116-027 |
116-027 |
115-318 |
| S1 |
115-198 |
115-198 |
115-291 |
115-140 |
| S2 |
115-082 |
115-082 |
115-266 |
|
| S3 |
114-137 |
114-253 |
115-242 |
|
| S4 |
113-192 |
113-308 |
115-169 |
|
|
| Weekly Pivots for week ending 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-282 |
121-043 |
118-134 |
|
| R3 |
120-167 |
119-248 |
118-015 |
|
| R2 |
119-052 |
119-052 |
117-295 |
|
| R1 |
118-133 |
118-133 |
117-255 |
118-035 |
| PP |
117-257 |
117-257 |
117-257 |
117-208 |
| S1 |
117-018 |
117-018 |
117-175 |
116-240 |
| S2 |
116-142 |
116-142 |
117-135 |
|
| S3 |
115-027 |
115-223 |
117-095 |
|
| S4 |
113-232 |
114-108 |
116-296 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-000 |
115-230 |
2-090 |
2.0% |
0-239 |
0.6% |
12% |
False |
True |
1,502,553 |
| 10 |
119-010 |
115-230 |
3-100 |
2.9% |
0-247 |
0.7% |
8% |
False |
True |
1,245,497 |
| 20 |
120-255 |
115-230 |
5-025 |
4.4% |
0-270 |
0.7% |
5% |
False |
True |
638,035 |
| 40 |
122-025 |
115-230 |
6-115 |
5.5% |
0-298 |
0.8% |
4% |
False |
True |
320,468 |
| 60 |
122-025 |
114-060 |
7-285 |
6.8% |
0-316 |
0.9% |
23% |
False |
False |
213,658 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-021 |
|
2.618 |
118-229 |
|
1.618 |
117-284 |
|
1.000 |
117-120 |
|
0.618 |
117-019 |
|
HIGH |
116-175 |
|
0.618 |
116-074 |
|
0.500 |
116-042 |
|
0.382 |
116-011 |
|
LOW |
115-230 |
|
0.618 |
115-066 |
|
1.000 |
114-285 |
|
1.618 |
114-121 |
|
2.618 |
113-176 |
|
4.250 |
112-064 |
|
|
| Fisher Pivots for day following 01-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
116-042 |
116-200 |
| PP |
116-027 |
116-132 |
| S1 |
116-011 |
116-063 |
|