ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 08-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2022 |
08-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
115-170 |
116-035 |
0-185 |
0.5% |
117-160 |
| High |
116-075 |
116-230 |
0-155 |
0.4% |
117-175 |
| Low |
115-135 |
115-225 |
0-090 |
0.2% |
115-230 |
| Close |
116-055 |
115-310 |
-0-065 |
-0.2% |
116-210 |
| Range |
0-260 |
1-005 |
0-065 |
25.0% |
1-265 |
| ATR |
0-297 |
0-299 |
0-002 |
0.7% |
0-000 |
| Volume |
1,438,427 |
1,413,148 |
-25,279 |
-1.8% |
7,491,318 |
|
| Daily Pivots for day following 08-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-057 |
118-188 |
116-169 |
|
| R3 |
118-052 |
117-183 |
116-079 |
|
| R2 |
117-047 |
117-047 |
116-050 |
|
| R1 |
116-178 |
116-178 |
116-020 |
116-110 |
| PP |
116-042 |
116-042 |
116-042 |
116-008 |
| S1 |
115-173 |
115-173 |
115-280 |
115-105 |
| S2 |
115-037 |
115-037 |
115-250 |
|
| S3 |
114-032 |
114-168 |
115-221 |
|
| S4 |
113-027 |
113-163 |
115-131 |
|
|
| 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 |
116-275 |
115-135 |
1-140 |
1.2% |
0-319 |
0.9% |
38% |
False |
False |
1,540,463 |
| 10 |
118-000 |
115-135 |
2-185 |
2.2% |
0-276 |
0.7% |
21% |
False |
False |
1,565,551 |
| 20 |
120-180 |
115-135 |
5-045 |
4.4% |
0-271 |
0.7% |
11% |
False |
False |
933,828 |
| 40 |
122-025 |
115-135 |
6-210 |
5.7% |
0-299 |
0.8% |
8% |
False |
False |
470,069 |
| 60 |
122-025 |
114-060 |
7-285 |
6.8% |
0-318 |
0.9% |
23% |
False |
False |
313,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-011 |
|
2.618 |
119-121 |
|
1.618 |
118-116 |
|
1.000 |
117-235 |
|
0.618 |
117-111 |
|
HIGH |
116-230 |
|
0.618 |
116-106 |
|
0.500 |
116-068 |
|
0.382 |
116-029 |
|
LOW |
115-225 |
|
0.618 |
115-024 |
|
1.000 |
114-220 |
|
1.618 |
114-019 |
|
2.618 |
113-014 |
|
4.250 |
111-124 |
|
|
| Fisher Pivots for day following 08-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
116-068 |
116-045 |
| PP |
116-042 |
116-027 |
| S1 |
116-016 |
116-008 |
|