ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 13-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2022 |
13-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
115-215 |
115-205 |
-0-010 |
0.0% |
116-190 |
| High |
116-060 |
116-045 |
-0-015 |
0.0% |
116-275 |
| Low |
115-160 |
114-235 |
-0-245 |
-0.7% |
115-135 |
| Close |
115-195 |
114-305 |
-0-210 |
-0.6% |
115-235 |
| Range |
0-220 |
1-130 |
0-230 |
104.5% |
1-140 |
| ATR |
0-288 |
0-300 |
0-012 |
4.0% |
0-000 |
| Volume |
1,089,399 |
1,821,828 |
732,429 |
67.2% |
5,633,240 |
|
| Daily Pivots for day following 13-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-158 |
118-202 |
115-232 |
|
| R3 |
118-028 |
117-072 |
115-109 |
|
| R2 |
116-218 |
116-218 |
115-068 |
|
| R1 |
115-262 |
115-262 |
115-026 |
115-175 |
| PP |
115-088 |
115-088 |
115-088 |
115-045 |
| S1 |
114-132 |
114-132 |
114-264 |
114-045 |
| S2 |
113-278 |
113-278 |
114-222 |
|
| S3 |
112-148 |
113-002 |
114-181 |
|
| S4 |
111-018 |
111-192 |
114-058 |
|
|
| 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 |
116-230 |
114-235 |
1-315 |
1.7% |
0-294 |
0.8% |
11% |
False |
True |
1,379,782 |
| 10 |
117-170 |
114-235 |
2-255 |
2.4% |
0-300 |
0.8% |
8% |
False |
True |
1,489,966 |
| 20 |
119-315 |
114-235 |
5-080 |
4.6% |
0-271 |
0.7% |
4% |
False |
True |
1,133,013 |
| 40 |
122-025 |
114-235 |
7-110 |
6.4% |
0-301 |
0.8% |
3% |
False |
True |
571,247 |
| 60 |
122-025 |
114-235 |
7-110 |
6.4% |
0-304 |
0.8% |
3% |
False |
True |
380,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-038 |
|
2.618 |
119-263 |
|
1.618 |
118-133 |
|
1.000 |
117-175 |
|
0.618 |
117-003 |
|
HIGH |
116-045 |
|
0.618 |
115-193 |
|
0.500 |
115-140 |
|
0.382 |
115-087 |
|
LOW |
114-235 |
|
0.618 |
113-277 |
|
1.000 |
113-105 |
|
1.618 |
112-147 |
|
2.618 |
111-017 |
|
4.250 |
108-242 |
|
|
| Fisher Pivots for day following 13-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
115-140 |
115-172 |
| PP |
115-088 |
115-110 |
| S1 |
115-037 |
115-048 |
|