ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 12-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2022 |
12-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
115-250 |
115-215 |
-0-035 |
-0.1% |
116-190 |
| High |
116-110 |
116-060 |
-0-050 |
-0.1% |
116-275 |
| Low |
115-215 |
115-160 |
-0-055 |
-0.1% |
115-135 |
| Close |
115-235 |
115-195 |
-0-040 |
-0.1% |
115-235 |
| Range |
0-215 |
0-220 |
0-005 |
2.3% |
1-140 |
| ATR |
0-293 |
0-288 |
-0-005 |
-1.8% |
0-000 |
| Volume |
1,136,110 |
1,089,399 |
-46,711 |
-4.1% |
5,633,240 |
|
| Daily Pivots for day following 12-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-265 |
117-130 |
115-316 |
|
| R3 |
117-045 |
116-230 |
115-256 |
|
| R2 |
116-145 |
116-145 |
115-235 |
|
| R1 |
116-010 |
116-010 |
115-215 |
115-288 |
| PP |
115-245 |
115-245 |
115-245 |
115-224 |
| S1 |
115-110 |
115-110 |
115-175 |
115-068 |
| S2 |
115-025 |
115-025 |
115-155 |
|
| S3 |
114-125 |
114-210 |
115-134 |
|
| S4 |
113-225 |
113-310 |
115-074 |
|
|
| 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% |
0-294 |
0.8% |
13% |
False |
False |
1,344,527 |
| 10 |
117-175 |
115-135 |
2-040 |
1.8% |
0-276 |
0.7% |
9% |
False |
False |
1,421,395 |
| 20 |
120-025 |
115-135 |
4-210 |
4.0% |
0-261 |
0.7% |
4% |
False |
False |
1,043,085 |
| 40 |
122-025 |
115-135 |
6-210 |
5.8% |
0-297 |
0.8% |
3% |
False |
False |
525,703 |
| 60 |
122-025 |
114-190 |
7-155 |
6.5% |
0-305 |
0.8% |
14% |
False |
False |
350,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-035 |
|
2.618 |
117-316 |
|
1.618 |
117-096 |
|
1.000 |
116-280 |
|
0.618 |
116-196 |
|
HIGH |
116-060 |
|
0.618 |
115-296 |
|
0.500 |
115-270 |
|
0.382 |
115-244 |
|
LOW |
115-160 |
|
0.618 |
115-024 |
|
1.000 |
114-260 |
|
1.618 |
114-124 |
|
2.618 |
113-224 |
|
4.250 |
112-185 |
|
|
| Fisher Pivots for day following 12-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
115-270 |
116-035 |
| PP |
115-245 |
115-302 |
| S1 |
115-220 |
115-248 |
|