ECBOT 10 Year T-Note Future December 2022
Trading Metrics calculated at close of trading on 21-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2022 |
21-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
114-135 |
113-275 |
-0-180 |
-0.5% |
115-215 |
High |
114-170 |
114-100 |
-0-070 |
-0.2% |
116-060 |
Low |
113-205 |
113-095 |
-0-110 |
-0.3% |
114-105 |
Close |
113-270 |
114-075 |
0-125 |
0.3% |
114-240 |
Range |
0-285 |
1-005 |
0-040 |
14.0% |
1-275 |
ATR |
0-275 |
0-278 |
0-004 |
1.3% |
0-000 |
Volume |
1,539,974 |
1,791,263 |
251,289 |
16.3% |
6,837,825 |
|
Daily Pivots for day following 21-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-318 |
116-202 |
114-254 |
|
R3 |
115-313 |
115-197 |
114-164 |
|
R2 |
114-308 |
114-308 |
114-135 |
|
R1 |
114-192 |
114-192 |
114-105 |
114-250 |
PP |
113-303 |
113-303 |
113-303 |
114-012 |
S1 |
113-187 |
113-187 |
114-045 |
113-245 |
S2 |
112-298 |
112-298 |
114-015 |
|
S3 |
111-293 |
112-182 |
113-306 |
|
S4 |
110-288 |
111-177 |
113-216 |
|
|
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 |
115-010 |
113-095 |
1-235 |
1.5% |
0-240 |
0.7% |
54% |
False |
True |
1,349,344 |
10 |
116-230 |
113-095 |
3-135 |
3.0% |
0-262 |
0.7% |
27% |
False |
True |
1,368,148 |
20 |
118-005 |
113-095 |
4-230 |
4.1% |
0-266 |
0.7% |
20% |
False |
True |
1,486,390 |
40 |
122-025 |
113-095 |
8-250 |
7.7% |
0-289 |
0.8% |
11% |
False |
True |
776,406 |
60 |
122-025 |
113-095 |
8-250 |
7.7% |
0-302 |
0.8% |
11% |
False |
True |
517,873 |
80 |
122-025 |
113-095 |
8-250 |
7.7% |
0-299 |
0.8% |
11% |
False |
True |
388,409 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-201 |
2.618 |
116-311 |
1.618 |
115-306 |
1.000 |
115-105 |
0.618 |
114-301 |
HIGH |
114-100 |
0.618 |
113-296 |
0.500 |
113-258 |
0.382 |
113-219 |
LOW |
113-095 |
0.618 |
112-214 |
1.000 |
112-090 |
1.618 |
111-209 |
2.618 |
110-204 |
4.250 |
108-314 |
|
|
Fisher Pivots for day following 21-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
114-029 |
114-055 |
PP |
113-303 |
114-035 |
S1 |
113-258 |
114-015 |
|