ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 06-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2022 |
06-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
116-015 |
116-190 |
0-175 |
0.5% |
117-160 |
| High |
116-260 |
116-275 |
0-015 |
0.0% |
117-175 |
| Low |
115-285 |
115-145 |
-0-140 |
-0.4% |
115-230 |
| Close |
116-210 |
115-190 |
-1-020 |
-0.9% |
116-210 |
| Range |
0-295 |
1-130 |
0-155 |
52.5% |
1-265 |
| ATR |
0-289 |
0-300 |
0-012 |
4.0% |
0-000 |
| Volume |
1,487,743 |
1,645,555 |
157,812 |
10.6% |
7,491,318 |
|
| Daily Pivots for day following 06-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-060 |
119-095 |
116-118 |
|
| R3 |
118-250 |
117-285 |
115-314 |
|
| R2 |
117-120 |
117-120 |
115-272 |
|
| R1 |
116-155 |
116-155 |
115-231 |
116-072 |
| PP |
115-310 |
115-310 |
115-310 |
115-269 |
| S1 |
115-025 |
115-025 |
115-149 |
114-262 |
| S2 |
114-180 |
114-180 |
115-108 |
|
| S3 |
113-050 |
113-215 |
115-066 |
|
| S4 |
111-240 |
112-085 |
114-262 |
|
|
| 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 |
117-170 |
115-145 |
2-025 |
1.8% |
0-306 |
0.8% |
7% |
False |
True |
1,600,150 |
| 10 |
118-100 |
115-145 |
2-275 |
2.5% |
0-268 |
0.7% |
5% |
False |
True |
1,516,000 |
| 20 |
120-250 |
115-145 |
5-105 |
4.6% |
0-272 |
0.7% |
3% |
False |
True |
792,955 |
| 40 |
122-025 |
115-145 |
6-200 |
5.7% |
0-301 |
0.8% |
2% |
False |
True |
398,796 |
| 60 |
122-025 |
114-060 |
7-285 |
6.8% |
1-002 |
0.9% |
18% |
False |
False |
265,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-268 |
|
2.618 |
120-173 |
|
1.618 |
119-043 |
|
1.000 |
118-085 |
|
0.618 |
117-233 |
|
HIGH |
116-275 |
|
0.618 |
116-103 |
|
0.500 |
116-050 |
|
0.382 |
115-317 |
|
LOW |
115-145 |
|
0.618 |
114-187 |
|
1.000 |
114-015 |
|
1.618 |
113-057 |
|
2.618 |
111-247 |
|
4.250 |
109-152 |
|
|
| Fisher Pivots for day following 06-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
116-050 |
116-050 |
| PP |
115-310 |
115-310 |
| S1 |
115-250 |
115-250 |
|