ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 30-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2022 |
30-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
117-145 |
117-015 |
-0-130 |
-0.3% |
118-080 |
| High |
117-145 |
117-145 |
0-000 |
0.0% |
118-140 |
| Low |
116-265 |
116-225 |
-0-040 |
-0.1% |
117-035 |
| Close |
117-010 |
117-000 |
-0-010 |
0.0% |
117-185 |
| Range |
0-200 |
0-240 |
0-040 |
20.0% |
1-105 |
| ATR |
0-285 |
0-282 |
-0-003 |
-1.1% |
0-000 |
| Volume |
1,033,735 |
517,092 |
-516,643 |
-50.0% |
10,950,990 |
|
| Daily Pivots for day following 30-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-097 |
118-288 |
117-132 |
|
| R3 |
118-177 |
118-048 |
117-066 |
|
| R2 |
117-257 |
117-257 |
117-044 |
|
| R1 |
117-128 |
117-128 |
117-022 |
117-072 |
| PP |
117-017 |
117-017 |
117-017 |
116-309 |
| S1 |
116-208 |
116-208 |
116-298 |
116-152 |
| S2 |
116-097 |
116-097 |
116-276 |
|
| S3 |
115-177 |
115-288 |
116-254 |
|
| S4 |
114-257 |
115-048 |
116-188 |
|
|
| Weekly Pivots for week ending 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-222 |
120-308 |
118-099 |
|
| R3 |
120-117 |
119-203 |
117-302 |
|
| R2 |
119-012 |
119-012 |
117-263 |
|
| R1 |
118-098 |
118-098 |
117-224 |
118-002 |
| PP |
117-227 |
117-227 |
117-227 |
117-179 |
| S1 |
116-313 |
116-313 |
117-146 |
116-218 |
| S2 |
116-122 |
116-122 |
117-107 |
|
| S3 |
115-017 |
115-208 |
117-068 |
|
| S4 |
113-232 |
114-103 |
116-271 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-295 |
116-225 |
1-070 |
1.0% |
0-224 |
0.6% |
24% |
False |
True |
1,859,150 |
| 10 |
119-145 |
116-225 |
2-240 |
2.4% |
0-240 |
0.6% |
11% |
False |
True |
1,608,501 |
| 20 |
120-290 |
116-225 |
4-065 |
3.6% |
0-273 |
0.7% |
7% |
False |
True |
1,448,153 |
| 40 |
122-020 |
116-225 |
5-115 |
4.6% |
0-310 |
0.8% |
6% |
False |
True |
1,457,739 |
| 60 |
122-020 |
114-075 |
7-265 |
6.7% |
1-016 |
0.9% |
35% |
False |
False |
1,528,676 |
| 80 |
122-020 |
114-075 |
7-265 |
6.7% |
1-000 |
0.9% |
35% |
False |
False |
1,336,731 |
| 100 |
122-020 |
114-075 |
7-265 |
6.7% |
1-002 |
0.9% |
35% |
False |
False |
1,070,017 |
| 120 |
126-220 |
114-075 |
12-145 |
10.6% |
0-312 |
0.8% |
22% |
False |
False |
891,688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-205 |
|
2.618 |
119-133 |
|
1.618 |
118-213 |
|
1.000 |
118-065 |
|
0.618 |
117-293 |
|
HIGH |
117-145 |
|
0.618 |
117-053 |
|
0.500 |
117-025 |
|
0.382 |
116-317 |
|
LOW |
116-225 |
|
0.618 |
116-077 |
|
1.000 |
115-305 |
|
1.618 |
115-157 |
|
2.618 |
114-237 |
|
4.250 |
113-165 |
|
|
| Fisher Pivots for day following 30-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
117-025 |
117-100 |
| PP |
117-017 |
117-067 |
| S1 |
117-008 |
117-033 |
|