ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 07-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2022 |
07-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
116-190 |
115-170 |
-1-020 |
-0.9% |
117-160 |
| High |
116-275 |
116-075 |
-0-200 |
-0.5% |
117-175 |
| Low |
115-145 |
115-135 |
-0-010 |
0.0% |
115-230 |
| Close |
115-190 |
116-055 |
0-185 |
0.5% |
116-210 |
| Range |
1-130 |
0-260 |
-0-190 |
-42.2% |
1-265 |
| ATR |
0-300 |
0-297 |
-0-003 |
-1.0% |
0-000 |
| Volume |
1,645,555 |
1,438,427 |
-207,128 |
-12.6% |
7,491,318 |
|
| Daily Pivots for day following 07-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-122 |
118-028 |
116-198 |
|
| R3 |
117-182 |
117-088 |
116-126 |
|
| R2 |
116-242 |
116-242 |
116-103 |
|
| R1 |
116-148 |
116-148 |
116-079 |
116-195 |
| PP |
115-302 |
115-302 |
115-302 |
116-005 |
| S1 |
115-208 |
115-208 |
116-031 |
115-255 |
| S2 |
115-042 |
115-042 |
116-007 |
|
| S3 |
114-102 |
114-268 |
115-304 |
|
| S4 |
113-162 |
114-008 |
115-232 |
|
|
| 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 |
117-075 |
115-135 |
1-260 |
1.6% |
0-308 |
0.8% |
41% |
False |
True |
1,633,743 |
| 10 |
118-005 |
115-135 |
2-190 |
2.2% |
0-270 |
0.7% |
29% |
False |
True |
1,604,631 |
| 20 |
120-250 |
115-135 |
5-115 |
4.6% |
0-276 |
0.7% |
14% |
False |
True |
864,158 |
| 40 |
122-025 |
115-135 |
6-210 |
5.7% |
0-302 |
0.8% |
11% |
False |
True |
434,755 |
| 60 |
122-025 |
114-060 |
7-285 |
6.8% |
0-319 |
0.9% |
25% |
False |
False |
289,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-220 |
|
2.618 |
118-116 |
|
1.618 |
117-176 |
|
1.000 |
117-015 |
|
0.618 |
116-236 |
|
HIGH |
116-075 |
|
0.618 |
115-296 |
|
0.500 |
115-265 |
|
0.382 |
115-234 |
|
LOW |
115-135 |
|
0.618 |
114-294 |
|
1.000 |
114-195 |
|
1.618 |
114-034 |
|
2.618 |
113-094 |
|
4.250 |
111-310 |
|
|
| Fisher Pivots for day following 07-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
116-018 |
116-052 |
| PP |
115-302 |
116-048 |
| S1 |
115-265 |
116-045 |
|