ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 02-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2022 |
02-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
116-140 |
115-300 |
-0-160 |
-0.4% |
117-145 |
| High |
116-170 |
116-255 |
0-085 |
0.2% |
117-145 |
| Low |
115-230 |
115-280 |
0-050 |
0.1% |
115-230 |
| Close |
115-315 |
116-210 |
0-215 |
0.6% |
116-210 |
| Range |
0-260 |
0-295 |
0-035 |
13.5% |
1-235 |
| ATR |
0-287 |
0-287 |
0-001 |
0.2% |
0-000 |
| Volume |
69,501 |
39,999 |
-29,502 |
-42.4% |
1,803,623 |
|
| Daily Pivots for day following 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-067 |
118-273 |
117-052 |
|
| R3 |
118-092 |
117-298 |
116-291 |
|
| R2 |
117-117 |
117-117 |
116-264 |
|
| R1 |
117-003 |
117-003 |
116-237 |
117-060 |
| PP |
116-142 |
116-142 |
116-142 |
116-170 |
| S1 |
116-028 |
116-028 |
116-183 |
116-085 |
| S2 |
115-167 |
115-167 |
116-156 |
|
| S3 |
114-192 |
115-053 |
116-129 |
|
| S4 |
113-217 |
114-078 |
116-048 |
|
|
| Weekly Pivots for week ending 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-260 |
120-310 |
117-195 |
|
| R3 |
120-025 |
119-075 |
117-043 |
|
| R2 |
118-110 |
118-110 |
116-312 |
|
| R1 |
117-160 |
117-160 |
116-261 |
117-018 |
| PP |
116-195 |
116-195 |
116-195 |
116-124 |
| S1 |
115-245 |
115-245 |
116-159 |
115-102 |
| S2 |
114-280 |
114-280 |
116-108 |
|
| S3 |
113-045 |
114-010 |
116-057 |
|
| S4 |
111-130 |
112-095 |
115-225 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-145 |
115-230 |
1-235 |
1.5% |
0-250 |
0.7% |
54% |
False |
False |
360,724 |
| 10 |
118-140 |
115-230 |
2-230 |
2.3% |
0-242 |
0.6% |
34% |
False |
False |
1,275,461 |
| 20 |
120-220 |
115-230 |
4-310 |
4.3% |
0-257 |
0.7% |
19% |
False |
False |
1,223,978 |
| 40 |
122-020 |
115-230 |
6-110 |
5.4% |
0-301 |
0.8% |
15% |
False |
False |
1,354,695 |
| 60 |
122-020 |
114-075 |
7-265 |
6.7% |
1-017 |
0.9% |
31% |
False |
False |
1,473,138 |
| 80 |
122-020 |
114-075 |
7-265 |
6.7% |
0-318 |
0.9% |
31% |
False |
False |
1,339,258 |
| 100 |
122-020 |
114-075 |
7-265 |
6.7% |
1-003 |
0.9% |
31% |
False |
False |
1,072,541 |
| 120 |
125-035 |
114-075 |
10-280 |
9.3% |
0-314 |
0.8% |
22% |
False |
False |
893,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-229 |
|
2.618 |
119-067 |
|
1.618 |
118-092 |
|
1.000 |
117-230 |
|
0.618 |
117-117 |
|
HIGH |
116-255 |
|
0.618 |
116-142 |
|
0.500 |
116-108 |
|
0.382 |
116-073 |
|
LOW |
115-280 |
|
0.618 |
115-098 |
|
1.000 |
114-305 |
|
1.618 |
114-123 |
|
2.618 |
113-148 |
|
4.250 |
111-306 |
|
|
| Fisher Pivots for day following 02-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
116-176 |
116-188 |
| PP |
116-142 |
116-165 |
| S1 |
116-108 |
116-142 |
|