ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 16-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2022 |
16-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
119-110 |
119-250 |
0-140 |
0.4% |
119-100 |
| High |
119-310 |
119-285 |
-0-025 |
-0.1% |
120-220 |
| Low |
119-045 |
119-040 |
-0-005 |
0.0% |
118-305 |
| Close |
119-225 |
119-125 |
-0-100 |
-0.3% |
119-085 |
| Range |
0-265 |
0-245 |
-0-020 |
-7.5% |
1-235 |
| ATR |
1-013 |
1-007 |
-0-006 |
-1.9% |
0-000 |
| Volume |
970,926 |
967,317 |
-3,609 |
-0.4% |
6,203,524 |
|
| Daily Pivots for day following 16-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-245 |
121-110 |
119-260 |
|
| R3 |
121-000 |
120-185 |
119-192 |
|
| R2 |
120-075 |
120-075 |
119-170 |
|
| R1 |
119-260 |
119-260 |
119-147 |
119-205 |
| PP |
119-150 |
119-150 |
119-150 |
119-122 |
| S1 |
119-015 |
119-015 |
119-103 |
118-280 |
| S2 |
118-225 |
118-225 |
119-080 |
|
| S3 |
117-300 |
118-090 |
119-058 |
|
| S4 |
117-055 |
117-165 |
118-310 |
|
|
| 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 |
1.5% |
0-302 |
0.8% |
25% |
False |
False |
1,241,335 |
| 10 |
120-290 |
118-305 |
1-305 |
1.6% |
0-306 |
0.8% |
22% |
False |
False |
1,287,805 |
| 20 |
122-020 |
117-145 |
4-195 |
3.9% |
1-017 |
0.9% |
42% |
False |
False |
1,415,059 |
| 40 |
122-020 |
115-225 |
6-115 |
5.3% |
1-018 |
0.9% |
58% |
False |
False |
1,451,590 |
| 60 |
122-020 |
114-075 |
7-265 |
6.6% |
1-014 |
0.9% |
66% |
False |
False |
1,506,385 |
| 80 |
122-020 |
114-075 |
7-265 |
6.6% |
1-012 |
0.9% |
66% |
False |
False |
1,136,396 |
| 100 |
123-150 |
114-075 |
9-075 |
7.7% |
1-009 |
0.9% |
56% |
False |
False |
909,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-046 |
|
2.618 |
121-286 |
|
1.618 |
121-041 |
|
1.000 |
120-210 |
|
0.618 |
120-116 |
|
HIGH |
119-285 |
|
0.618 |
119-191 |
|
0.500 |
119-162 |
|
0.382 |
119-134 |
|
LOW |
119-040 |
|
0.618 |
118-209 |
|
1.000 |
118-115 |
|
1.618 |
117-284 |
|
2.618 |
117-039 |
|
4.250 |
115-279 |
|
|
| Fisher Pivots for day following 16-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
119-162 |
119-148 |
| PP |
119-150 |
119-140 |
| S1 |
119-138 |
119-132 |
|