ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 22-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2022 |
22-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
113-275 |
113-290 |
0-015 |
0.0% |
115-215 |
| High |
114-100 |
114-000 |
-0-100 |
-0.3% |
116-060 |
| Low |
113-095 |
112-215 |
-0-200 |
-0.6% |
114-105 |
| Close |
114-075 |
112-240 |
-1-155 |
-1.3% |
114-240 |
| Range |
1-005 |
1-105 |
0-100 |
30.8% |
1-275 |
| ATR |
0-278 |
0-294 |
0-016 |
5.7% |
0-000 |
| Volume |
1,791,263 |
2,281,428 |
490,165 |
27.4% |
6,837,825 |
|
| Daily Pivots for day following 22-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-040 |
116-085 |
113-154 |
|
| R3 |
115-255 |
114-300 |
113-037 |
|
| R2 |
114-150 |
114-150 |
112-318 |
|
| R1 |
113-195 |
113-195 |
112-279 |
113-120 |
| PP |
113-045 |
113-045 |
113-045 |
113-008 |
| S1 |
112-090 |
112-090 |
112-201 |
112-015 |
| S2 |
111-260 |
111-260 |
112-162 |
|
| S3 |
110-155 |
110-305 |
112-123 |
|
| S4 |
109-050 |
109-200 |
112-006 |
|
|
| 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 |
114-305 |
112-215 |
2-090 |
2.0% |
0-284 |
0.8% |
3% |
False |
True |
1,553,901 |
| 10 |
116-110 |
112-215 |
3-215 |
3.3% |
0-272 |
0.8% |
2% |
False |
True |
1,454,976 |
| 20 |
118-000 |
112-215 |
5-105 |
4.7% |
0-274 |
0.8% |
1% |
False |
True |
1,510,263 |
| 40 |
122-025 |
112-215 |
9-130 |
8.3% |
0-293 |
0.8% |
1% |
False |
True |
833,370 |
| 60 |
122-025 |
112-215 |
9-130 |
8.3% |
0-305 |
0.8% |
1% |
False |
True |
555,897 |
| 80 |
122-025 |
112-215 |
9-130 |
8.3% |
0-301 |
0.8% |
1% |
False |
True |
416,927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-206 |
|
2.618 |
117-153 |
|
1.618 |
116-048 |
|
1.000 |
115-105 |
|
0.618 |
114-263 |
|
HIGH |
114-000 |
|
0.618 |
113-158 |
|
0.500 |
113-108 |
|
0.382 |
113-057 |
|
LOW |
112-215 |
|
0.618 |
111-272 |
|
1.000 |
111-110 |
|
1.618 |
110-167 |
|
2.618 |
109-062 |
|
4.250 |
107-009 |
|
|
| Fisher Pivots for day following 22-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
113-108 |
113-192 |
| PP |
113-045 |
113-102 |
| S1 |
112-302 |
113-011 |
|