ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 15-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2022 |
15-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
119-020 |
119-110 |
0-090 |
0.2% |
119-100 |
| High |
119-150 |
119-310 |
0-160 |
0.4% |
120-220 |
| Low |
118-305 |
119-045 |
0-060 |
0.2% |
118-305 |
| Close |
119-085 |
119-225 |
0-140 |
0.4% |
119-085 |
| Range |
0-165 |
0-265 |
0-100 |
60.6% |
1-235 |
| ATR |
1-019 |
1-013 |
-0-005 |
-1.6% |
0-000 |
| Volume |
1,105,804 |
970,926 |
-134,878 |
-12.2% |
6,203,524 |
|
| Daily Pivots for day following 15-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-028 |
121-232 |
120-051 |
|
| R3 |
121-083 |
120-287 |
119-298 |
|
| R2 |
120-138 |
120-138 |
119-274 |
|
| R1 |
120-022 |
120-022 |
119-249 |
120-080 |
| PP |
119-193 |
119-193 |
119-193 |
119-222 |
| S1 |
119-077 |
119-077 |
119-201 |
119-135 |
| S2 |
118-248 |
118-248 |
119-176 |
|
| S3 |
117-303 |
118-132 |
119-152 |
|
| S4 |
117-038 |
117-187 |
119-079 |
|
|
| Weekly Pivots for week ending 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-268 |
123-252 |
120-070 |
|
| R3 |
123-033 |
122-017 |
119-238 |
|
| R2 |
121-118 |
121-118 |
119-187 |
|
| R1 |
120-102 |
120-102 |
119-136 |
119-312 |
| PP |
119-203 |
119-203 |
119-203 |
119-149 |
| S1 |
118-187 |
118-187 |
119-034 |
118-078 |
| S2 |
117-288 |
117-288 |
118-303 |
|
| S3 |
116-053 |
116-272 |
118-252 |
|
| S4 |
114-138 |
115-037 |
118-100 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-220 |
118-305 |
1-235 |
1.4% |
0-290 |
0.8% |
43% |
False |
False |
1,240,145 |
| 10 |
122-020 |
118-305 |
3-035 |
2.6% |
1-028 |
0.9% |
24% |
False |
False |
1,389,517 |
| 20 |
122-020 |
117-145 |
4-195 |
3.9% |
1-015 |
0.9% |
49% |
False |
False |
1,418,507 |
| 40 |
122-020 |
115-200 |
6-140 |
5.4% |
1-020 |
0.9% |
63% |
False |
False |
1,464,730 |
| 60 |
122-020 |
114-075 |
7-265 |
6.5% |
1-016 |
0.9% |
70% |
False |
False |
1,493,547 |
| 80 |
122-020 |
114-075 |
7-265 |
6.5% |
1-014 |
0.9% |
70% |
False |
False |
1,124,312 |
| 100 |
123-150 |
114-075 |
9-075 |
7.7% |
1-009 |
0.9% |
59% |
False |
False |
899,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-156 |
|
2.618 |
122-044 |
|
1.618 |
121-099 |
|
1.000 |
120-255 |
|
0.618 |
120-154 |
|
HIGH |
119-310 |
|
0.618 |
119-209 |
|
0.500 |
119-178 |
|
0.382 |
119-146 |
|
LOW |
119-045 |
|
0.618 |
118-201 |
|
1.000 |
118-100 |
|
1.618 |
117-256 |
|
2.618 |
116-311 |
|
4.250 |
115-199 |
|
|
| Fisher Pivots for day following 15-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
119-209 |
119-213 |
| PP |
119-193 |
119-202 |
| S1 |
119-178 |
119-190 |
|