ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 02-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2022 |
02-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
116-130 |
116-015 |
-0-115 |
-0.3% |
117-160 |
| High |
116-175 |
116-260 |
0-085 |
0.2% |
117-175 |
| Low |
115-230 |
115-285 |
0-055 |
0.1% |
115-230 |
| Close |
115-315 |
116-210 |
0-215 |
0.6% |
116-210 |
| Range |
0-265 |
0-295 |
0-030 |
11.3% |
1-265 |
| ATR |
0-288 |
0-289 |
0-000 |
0.2% |
0-000 |
| Volume |
1,717,444 |
1,487,743 |
-229,701 |
-13.4% |
7,491,318 |
|
| Daily Pivots for day following 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-070 |
118-275 |
117-052 |
|
| R3 |
118-095 |
117-300 |
116-291 |
|
| R2 |
117-120 |
117-120 |
116-264 |
|
| R1 |
117-005 |
117-005 |
116-237 |
117-062 |
| PP |
116-145 |
116-145 |
116-145 |
116-174 |
| S1 |
116-030 |
116-030 |
116-183 |
116-088 |
| S2 |
115-170 |
115-170 |
116-156 |
|
| S3 |
114-195 |
115-055 |
116-129 |
|
| S4 |
113-220 |
114-080 |
116-048 |
|
|
| Weekly Pivots for week ending 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-040 |
121-070 |
117-212 |
|
| R3 |
120-095 |
119-125 |
117-051 |
|
| R2 |
118-150 |
118-150 |
116-317 |
|
| R1 |
117-180 |
117-180 |
116-264 |
117-032 |
| PP |
116-205 |
116-205 |
116-205 |
116-131 |
| S1 |
115-235 |
115-235 |
116-156 |
115-088 |
| S2 |
114-260 |
114-260 |
116-103 |
|
| S3 |
112-315 |
113-290 |
116-049 |
|
| S4 |
111-050 |
112-025 |
115-208 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-175 |
115-230 |
1-265 |
1.6% |
0-258 |
0.7% |
51% |
False |
False |
1,498,263 |
| 10 |
118-175 |
115-230 |
2-265 |
2.4% |
0-248 |
0.7% |
33% |
False |
False |
1,382,770 |
| 20 |
120-250 |
115-230 |
5-020 |
4.3% |
0-261 |
0.7% |
19% |
False |
False |
711,508 |
| 40 |
122-025 |
115-230 |
6-115 |
5.5% |
0-298 |
0.8% |
15% |
False |
False |
357,658 |
| 60 |
122-025 |
114-060 |
7-285 |
6.8% |
0-316 |
0.8% |
31% |
False |
False |
238,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-234 |
|
2.618 |
119-072 |
|
1.618 |
118-097 |
|
1.000 |
117-235 |
|
0.618 |
117-122 |
|
HIGH |
116-260 |
|
0.618 |
116-147 |
|
0.500 |
116-112 |
|
0.382 |
116-078 |
|
LOW |
115-285 |
|
0.618 |
115-103 |
|
1.000 |
114-310 |
|
1.618 |
114-128 |
|
2.618 |
113-153 |
|
4.250 |
111-311 |
|
|
| Fisher Pivots for day following 02-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
116-178 |
116-191 |
| PP |
116-145 |
116-172 |
| S1 |
116-112 |
116-152 |
|