ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 06-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2022 |
06-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
115-300 |
116-170 |
0-190 |
0.5% |
117-145 |
| High |
116-255 |
116-270 |
0-015 |
0.0% |
117-145 |
| Low |
115-280 |
115-155 |
-0-125 |
-0.3% |
115-230 |
| Close |
116-210 |
115-195 |
-1-015 |
-0.9% |
116-210 |
| Range |
0-295 |
1-115 |
0-140 |
47.5% |
1-235 |
| ATR |
0-287 |
0-298 |
0-011 |
3.7% |
0-000 |
| Volume |
39,999 |
33,570 |
-6,429 |
-16.1% |
1,803,623 |
|
| Daily Pivots for day following 06-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-018 |
119-062 |
116-114 |
|
| R3 |
118-223 |
117-267 |
115-315 |
|
| R2 |
117-108 |
117-108 |
115-275 |
|
| R1 |
116-152 |
116-152 |
115-235 |
116-072 |
| PP |
115-313 |
115-313 |
115-313 |
115-274 |
| S1 |
115-037 |
115-037 |
115-155 |
114-278 |
| S2 |
114-198 |
114-198 |
115-115 |
|
| S3 |
113-083 |
113-242 |
115-075 |
|
| S4 |
111-288 |
112-127 |
114-276 |
|
|
| 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 |
115-155 |
1-310 |
1.7% |
0-297 |
0.8% |
6% |
False |
True |
160,691 |
| 10 |
118-070 |
115-155 |
2-235 |
2.4% |
0-261 |
0.7% |
5% |
False |
True |
1,146,699 |
| 20 |
120-220 |
115-155 |
5-065 |
4.5% |
0-267 |
0.7% |
2% |
False |
True |
1,176,971 |
| 40 |
122-020 |
115-155 |
6-185 |
5.7% |
0-303 |
0.8% |
2% |
False |
True |
1,328,075 |
| 60 |
122-020 |
114-075 |
7-265 |
6.8% |
1-022 |
0.9% |
18% |
False |
False |
1,450,469 |
| 80 |
122-020 |
114-075 |
7-265 |
6.8% |
0-318 |
0.9% |
18% |
False |
False |
1,339,302 |
| 100 |
122-020 |
114-075 |
7-265 |
6.8% |
1-003 |
0.9% |
18% |
False |
False |
1,072,874 |
| 120 |
124-200 |
114-075 |
10-125 |
9.0% |
0-316 |
0.9% |
13% |
False |
False |
894,074 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-199 |
|
2.618 |
120-129 |
|
1.618 |
119-014 |
|
1.000 |
118-065 |
|
0.618 |
117-219 |
|
HIGH |
116-270 |
|
0.618 |
116-104 |
|
0.500 |
116-052 |
|
0.382 |
116-001 |
|
LOW |
115-155 |
|
0.618 |
114-206 |
|
1.000 |
114-040 |
|
1.618 |
113-091 |
|
2.618 |
111-296 |
|
4.250 |
109-226 |
|
|
| Fisher Pivots for day following 06-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
116-052 |
116-052 |
| PP |
115-313 |
115-313 |
| S1 |
115-254 |
115-254 |
|