ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 19-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2022 |
19-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
114-190 |
114-230 |
0-040 |
0.1% |
115-215 |
| High |
114-305 |
114-255 |
-0-050 |
-0.1% |
116-060 |
| Low |
114-105 |
114-070 |
-0-035 |
-0.1% |
114-105 |
| Close |
114-240 |
114-115 |
-0-125 |
-0.3% |
114-240 |
| Range |
0-200 |
0-185 |
-0-015 |
-7.5% |
1-275 |
| ATR |
0-281 |
0-274 |
-0-007 |
-2.4% |
0-000 |
| Volume |
1,193,674 |
963,169 |
-230,505 |
-19.3% |
6,837,825 |
|
| Daily Pivots for day following 19-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-062 |
115-273 |
114-217 |
|
| R3 |
115-197 |
115-088 |
114-166 |
|
| R2 |
115-012 |
115-012 |
114-149 |
|
| R1 |
114-223 |
114-223 |
114-132 |
114-185 |
| PP |
114-147 |
114-147 |
114-147 |
114-128 |
| S1 |
114-038 |
114-038 |
114-098 |
114-000 |
| S2 |
113-282 |
113-282 |
114-081 |
|
| S3 |
113-097 |
113-173 |
114-064 |
|
| S4 |
112-232 |
112-308 |
114-013 |
|
|
| Weekly Pivots for week ending 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-213 |
119-182 |
115-247 |
|
| R3 |
118-258 |
117-227 |
115-084 |
|
| R2 |
116-303 |
116-303 |
115-029 |
|
| R1 |
115-272 |
115-272 |
114-295 |
115-150 |
| PP |
115-028 |
115-028 |
115-028 |
114-288 |
| S1 |
113-317 |
113-317 |
114-185 |
113-195 |
| S2 |
113-073 |
113-073 |
114-131 |
|
| S3 |
111-118 |
112-042 |
114-076 |
|
| S4 |
109-163 |
110-087 |
113-233 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-045 |
114-070 |
1-295 |
1.7% |
0-251 |
0.7% |
7% |
False |
True |
1,342,319 |
| 10 |
116-275 |
114-070 |
2-205 |
2.3% |
0-272 |
0.7% |
5% |
False |
True |
1,343,423 |
| 20 |
118-175 |
114-070 |
4-105 |
3.8% |
0-260 |
0.7% |
3% |
False |
True |
1,363,097 |
| 40 |
122-025 |
114-070 |
7-275 |
6.9% |
0-285 |
0.8% |
2% |
False |
True |
693,400 |
| 60 |
122-025 |
114-070 |
7-275 |
6.9% |
0-300 |
0.8% |
2% |
False |
True |
462,353 |
| 80 |
122-025 |
114-060 |
7-285 |
6.9% |
0-296 |
0.8% |
2% |
False |
False |
346,769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-081 |
|
2.618 |
116-099 |
|
1.618 |
115-234 |
|
1.000 |
115-120 |
|
0.618 |
115-049 |
|
HIGH |
114-255 |
|
0.618 |
114-184 |
|
0.500 |
114-162 |
|
0.382 |
114-141 |
|
LOW |
114-070 |
|
0.618 |
113-276 |
|
1.000 |
113-205 |
|
1.618 |
113-091 |
|
2.618 |
112-226 |
|
4.250 |
111-244 |
|
|
| Fisher Pivots for day following 19-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
114-162 |
114-200 |
| PP |
114-147 |
114-172 |
| S1 |
114-131 |
114-143 |
|