ECBOT 10 Year T-Note Future December 2022
Trading Metrics calculated at close of trading on 09-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2022 |
09-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
116-035 |
115-250 |
-0-105 |
-0.3% |
116-190 |
High |
116-230 |
116-110 |
-0-120 |
-0.3% |
116-275 |
Low |
115-225 |
115-215 |
-0-010 |
0.0% |
115-135 |
Close |
115-310 |
115-235 |
-0-075 |
-0.2% |
115-235 |
Range |
1-005 |
0-215 |
-0-110 |
-33.8% |
1-140 |
ATR |
0-299 |
0-293 |
-0-006 |
-2.0% |
0-000 |
Volume |
1,413,148 |
1,136,110 |
-277,038 |
-19.6% |
5,633,240 |
|
Daily Pivots for day following 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-298 |
117-162 |
116-033 |
|
R3 |
117-083 |
116-267 |
115-294 |
|
R2 |
116-188 |
116-188 |
115-274 |
|
R1 |
116-052 |
116-052 |
115-255 |
116-012 |
PP |
115-293 |
115-293 |
115-293 |
115-274 |
S1 |
115-157 |
115-157 |
115-215 |
115-118 |
S2 |
115-078 |
115-078 |
115-196 |
|
S3 |
114-183 |
114-262 |
115-176 |
|
S4 |
113-288 |
114-047 |
115-117 |
|
|
Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-102 |
119-148 |
116-168 |
|
R3 |
118-282 |
118-008 |
116-042 |
|
R2 |
117-142 |
117-142 |
115-319 |
|
R1 |
116-188 |
116-188 |
115-277 |
116-095 |
PP |
116-002 |
116-002 |
116-002 |
115-275 |
S1 |
115-048 |
115-048 |
115-193 |
114-275 |
S2 |
114-182 |
114-182 |
115-151 |
|
S3 |
113-042 |
113-228 |
115-108 |
|
S4 |
111-222 |
112-088 |
114-302 |
|
|
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% |
0-309 |
0.8% |
22% |
False |
False |
1,424,196 |
10 |
118-000 |
115-135 |
2-185 |
2.2% |
0-274 |
0.7% |
12% |
False |
False |
1,463,374 |
20 |
120-025 |
115-135 |
4-210 |
4.0% |
0-258 |
0.7% |
7% |
False |
False |
989,274 |
40 |
122-025 |
115-135 |
6-210 |
5.8% |
0-296 |
0.8% |
5% |
False |
False |
498,469 |
60 |
122-025 |
114-190 |
7-155 |
6.5% |
0-310 |
0.8% |
15% |
False |
False |
332,339 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-064 |
2.618 |
118-033 |
1.618 |
117-138 |
1.000 |
117-005 |
0.618 |
116-243 |
HIGH |
116-110 |
0.618 |
116-028 |
0.500 |
116-002 |
0.382 |
115-297 |
LOW |
115-215 |
0.618 |
115-082 |
1.000 |
115-000 |
1.618 |
114-187 |
2.618 |
113-292 |
4.250 |
112-261 |
|
|
Fisher Pivots for day following 09-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
116-002 |
116-022 |
PP |
115-293 |
115-307 |
S1 |
115-264 |
115-271 |
|