ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 01-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2022 |
01-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
117-010 |
116-140 |
-0-190 |
-0.5% |
118-080 |
| High |
117-055 |
116-170 |
-0-205 |
-0.5% |
118-140 |
| Low |
116-120 |
115-230 |
-0-210 |
-0.6% |
117-035 |
| Close |
116-280 |
115-315 |
-0-285 |
-0.8% |
117-185 |
| Range |
0-255 |
0-260 |
0-005 |
2.0% |
1-105 |
| ATR |
0-280 |
0-287 |
0-006 |
2.3% |
0-000 |
| Volume |
143,296 |
69,501 |
-73,795 |
-51.5% |
10,950,990 |
|
| Daily Pivots for day following 01-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-165 |
118-020 |
116-138 |
|
| R3 |
117-225 |
117-080 |
116-066 |
|
| R2 |
116-285 |
116-285 |
116-043 |
|
| R1 |
116-140 |
116-140 |
116-019 |
116-082 |
| PP |
116-025 |
116-025 |
116-025 |
115-316 |
| S1 |
115-200 |
115-200 |
115-291 |
115-142 |
| S2 |
115-085 |
115-085 |
115-267 |
|
| S3 |
114-145 |
114-260 |
115-244 |
|
| S4 |
113-205 |
114-000 |
115-172 |
|
|
| 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 |
115-230 |
2-065 |
1.9% |
0-231 |
0.6% |
12% |
False |
True |
759,306 |
| 10 |
118-295 |
115-230 |
3-065 |
2.8% |
0-241 |
0.6% |
8% |
False |
True |
1,388,796 |
| 20 |
120-245 |
115-230 |
5-015 |
4.4% |
0-267 |
0.7% |
5% |
False |
True |
1,299,002 |
| 40 |
122-020 |
115-230 |
6-110 |
5.5% |
0-302 |
0.8% |
4% |
False |
True |
1,387,562 |
| 60 |
122-020 |
114-075 |
7-265 |
6.7% |
1-015 |
0.9% |
22% |
False |
False |
1,491,830 |
| 80 |
122-020 |
114-075 |
7-265 |
6.7% |
0-319 |
0.9% |
22% |
False |
False |
1,339,012 |
| 100 |
122-020 |
114-075 |
7-265 |
6.7% |
1-002 |
0.9% |
22% |
False |
False |
1,072,143 |
| 120 |
125-125 |
114-075 |
11-050 |
9.6% |
0-313 |
0.8% |
16% |
False |
False |
893,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-315 |
|
2.618 |
118-211 |
|
1.618 |
117-271 |
|
1.000 |
117-110 |
|
0.618 |
117-011 |
|
HIGH |
116-170 |
|
0.618 |
116-071 |
|
0.500 |
116-040 |
|
0.382 |
116-009 |
|
LOW |
115-230 |
|
0.618 |
115-069 |
|
1.000 |
114-290 |
|
1.618 |
114-129 |
|
2.618 |
113-189 |
|
4.250 |
112-085 |
|
|
| Fisher Pivots for day following 01-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
116-040 |
116-188 |
| PP |
116-025 |
116-123 |
| S1 |
116-010 |
116-059 |
|