ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 15-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2022 |
15-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
115-025 |
114-300 |
-0-045 |
-0.1% |
116-190 |
| High |
115-065 |
115-010 |
-0-055 |
-0.1% |
116-275 |
| Low |
114-170 |
114-125 |
-0-045 |
-0.1% |
115-135 |
| Close |
114-310 |
114-160 |
-0-150 |
-0.4% |
115-235 |
| Range |
0-215 |
0-205 |
-0-010 |
-4.7% |
1-140 |
| ATR |
0-293 |
0-287 |
-0-006 |
-2.2% |
0-000 |
| Volume |
1,474,283 |
1,258,641 |
-215,642 |
-14.6% |
5,633,240 |
|
| Daily Pivots for day following 15-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-180 |
116-055 |
114-273 |
|
| R3 |
115-295 |
115-170 |
114-216 |
|
| R2 |
115-090 |
115-090 |
114-198 |
|
| R1 |
114-285 |
114-285 |
114-179 |
114-245 |
| PP |
114-205 |
114-205 |
114-205 |
114-185 |
| S1 |
114-080 |
114-080 |
114-141 |
114-040 |
| S2 |
114-000 |
114-000 |
114-122 |
|
| S3 |
113-115 |
113-195 |
114-104 |
|
| S4 |
112-230 |
112-310 |
114-047 |
|
|
| 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 |
116-110 |
114-125 |
1-305 |
1.7% |
0-261 |
0.7% |
6% |
False |
True |
1,356,052 |
| 10 |
116-275 |
114-125 |
2-150 |
2.2% |
0-290 |
0.8% |
4% |
False |
True |
1,448,257 |
| 20 |
119-110 |
114-125 |
4-305 |
4.3% |
0-266 |
0.7% |
2% |
False |
True |
1,264,564 |
| 40 |
122-025 |
114-125 |
7-220 |
6.7% |
0-300 |
0.8% |
1% |
False |
True |
639,535 |
| 60 |
122-025 |
114-125 |
7-220 |
6.7% |
0-305 |
0.8% |
1% |
False |
True |
426,406 |
| 80 |
122-025 |
114-060 |
7-285 |
6.9% |
0-296 |
0.8% |
4% |
False |
False |
319,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-241 |
|
2.618 |
116-227 |
|
1.618 |
116-022 |
|
1.000 |
115-215 |
|
0.618 |
115-137 |
|
HIGH |
115-010 |
|
0.618 |
114-252 |
|
0.500 |
114-228 |
|
0.382 |
114-203 |
|
LOW |
114-125 |
|
0.618 |
113-318 |
|
1.000 |
113-240 |
|
1.618 |
113-113 |
|
2.618 |
112-228 |
|
4.250 |
111-214 |
|
|
| Fisher Pivots for day following 15-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
114-228 |
115-085 |
| PP |
114-205 |
115-003 |
| S1 |
114-182 |
114-242 |
|