ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 14-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2022 |
14-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
115-205 |
115-025 |
-0-180 |
-0.5% |
116-190 |
| High |
116-045 |
115-065 |
-0-300 |
-0.8% |
116-275 |
| Low |
114-235 |
114-170 |
-0-065 |
-0.2% |
115-135 |
| Close |
114-305 |
114-310 |
0-005 |
0.0% |
115-235 |
| Range |
1-130 |
0-215 |
-0-235 |
-52.2% |
1-140 |
| ATR |
0-300 |
0-293 |
-0-006 |
-2.0% |
0-000 |
| Volume |
1,821,828 |
1,474,283 |
-347,545 |
-19.1% |
5,633,240 |
|
| Daily Pivots for day following 14-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-293 |
116-197 |
115-108 |
|
| R3 |
116-078 |
115-302 |
115-049 |
|
| R2 |
115-183 |
115-183 |
115-029 |
|
| R1 |
115-087 |
115-087 |
115-010 |
115-028 |
| PP |
114-288 |
114-288 |
114-288 |
114-259 |
| S1 |
114-192 |
114-192 |
114-290 |
114-132 |
| S2 |
114-073 |
114-073 |
114-271 |
|
| S3 |
113-178 |
113-297 |
114-251 |
|
| S4 |
112-283 |
113-082 |
114-192 |
|
|
| 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 |
114-170 |
2-060 |
1.9% |
0-285 |
0.8% |
20% |
False |
True |
1,386,953 |
| 10 |
117-075 |
114-170 |
2-225 |
2.4% |
0-296 |
0.8% |
16% |
False |
True |
1,510,348 |
| 20 |
119-180 |
114-170 |
5-010 |
4.4% |
0-270 |
0.7% |
9% |
False |
True |
1,205,094 |
| 40 |
122-025 |
114-170 |
7-175 |
6.6% |
0-301 |
0.8% |
6% |
False |
True |
608,096 |
| 60 |
122-025 |
114-170 |
7-175 |
6.6% |
0-304 |
0.8% |
6% |
False |
True |
405,429 |
| 80 |
122-025 |
114-060 |
7-285 |
6.9% |
0-294 |
0.8% |
10% |
False |
False |
304,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-019 |
|
2.618 |
116-308 |
|
1.618 |
116-093 |
|
1.000 |
115-280 |
|
0.618 |
115-198 |
|
HIGH |
115-065 |
|
0.618 |
114-303 |
|
0.500 |
114-278 |
|
0.382 |
114-252 |
|
LOW |
114-170 |
|
0.618 |
114-037 |
|
1.000 |
113-275 |
|
1.618 |
113-142 |
|
2.618 |
112-247 |
|
4.250 |
111-216 |
|
|
| Fisher Pivots for day following 14-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
114-299 |
115-115 |
| PP |
114-288 |
115-073 |
| S1 |
114-278 |
115-032 |
|