ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 07-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2022 |
07-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
116-170 |
115-185 |
-0-305 |
-0.8% |
117-145 |
| High |
116-270 |
116-075 |
-0-195 |
-0.5% |
117-145 |
| Low |
115-155 |
115-140 |
-0-015 |
0.0% |
115-230 |
| Close |
115-195 |
116-055 |
0-180 |
0.5% |
116-210 |
| Range |
1-115 |
0-255 |
-0-180 |
-41.4% |
1-235 |
| ATR |
0-298 |
0-295 |
-0-003 |
-1.0% |
0-000 |
| Volume |
33,570 |
13,056 |
-20,514 |
-61.1% |
1,803,623 |
|
| Daily Pivots for day following 07-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-108 |
118-017 |
116-195 |
|
| R3 |
117-173 |
117-082 |
116-125 |
|
| R2 |
116-238 |
116-238 |
116-102 |
|
| R1 |
116-147 |
116-147 |
116-078 |
116-192 |
| PP |
115-303 |
115-303 |
115-303 |
116-006 |
| S1 |
115-212 |
115-212 |
116-032 |
115-258 |
| S2 |
115-048 |
115-048 |
116-008 |
|
| S3 |
114-113 |
114-277 |
115-305 |
|
| S4 |
113-178 |
114-022 |
115-235 |
|
|
| 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 |
117-055 |
115-140 |
1-235 |
1.5% |
0-300 |
0.8% |
42% |
False |
True |
59,884 |
| 10 |
117-295 |
115-140 |
2-155 |
2.1% |
0-262 |
0.7% |
30% |
False |
True |
959,517 |
| 20 |
120-220 |
115-140 |
5-080 |
4.5% |
0-270 |
0.7% |
14% |
False |
True |
1,129,555 |
| 40 |
122-020 |
115-140 |
6-200 |
5.7% |
0-303 |
0.8% |
11% |
False |
True |
1,291,567 |
| 60 |
122-020 |
114-075 |
7-265 |
6.7% |
1-018 |
0.9% |
25% |
False |
False |
1,413,247 |
| 80 |
122-020 |
114-075 |
7-265 |
6.7% |
0-318 |
0.9% |
25% |
False |
False |
1,339,038 |
| 100 |
122-020 |
114-075 |
7-265 |
6.7% |
1-002 |
0.9% |
25% |
False |
False |
1,073,002 |
| 120 |
124-200 |
114-075 |
10-125 |
8.9% |
0-316 |
0.9% |
19% |
False |
False |
894,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-199 |
|
2.618 |
118-103 |
|
1.618 |
117-168 |
|
1.000 |
117-010 |
|
0.618 |
116-233 |
|
HIGH |
116-075 |
|
0.618 |
115-298 |
|
0.500 |
115-268 |
|
0.382 |
115-237 |
|
LOW |
115-140 |
|
0.618 |
114-302 |
|
1.000 |
114-205 |
|
1.618 |
114-047 |
|
2.618 |
113-112 |
|
4.250 |
112-016 |
|
|
| Fisher Pivots for day following 07-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
116-019 |
116-052 |
| PP |
115-303 |
116-048 |
| S1 |
115-268 |
116-045 |
|