ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 09-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2022 |
09-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
116-050 |
115-245 |
-0-125 |
-0.3% |
116-170 |
| High |
116-225 |
116-105 |
-0-120 |
-0.3% |
116-270 |
| Low |
115-230 |
115-215 |
-0-015 |
0.0% |
115-140 |
| Close |
115-310 |
115-235 |
-0-075 |
-0.2% |
115-235 |
| Range |
0-315 |
0-210 |
-0-105 |
-33.3% |
1-130 |
| ATR |
0-296 |
0-290 |
-0-006 |
-2.1% |
0-000 |
| Volume |
13,342 |
4,911 |
-8,431 |
-63.2% |
64,879 |
|
| Daily Pivots for day following 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-282 |
117-148 |
116-030 |
|
| R3 |
117-072 |
116-258 |
115-293 |
|
| R2 |
116-182 |
116-182 |
115-274 |
|
| R1 |
116-048 |
116-048 |
115-254 |
116-010 |
| PP |
115-292 |
115-292 |
115-292 |
115-272 |
| S1 |
115-158 |
115-158 |
115-216 |
115-120 |
| S2 |
115-082 |
115-082 |
115-196 |
|
| S3 |
114-192 |
114-268 |
115-177 |
|
| S4 |
113-302 |
114-058 |
115-120 |
|
|
| Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-072 |
119-123 |
116-162 |
|
| R3 |
118-262 |
117-313 |
116-039 |
|
| R2 |
117-132 |
117-132 |
115-318 |
|
| R1 |
116-183 |
116-183 |
115-276 |
116-092 |
| PP |
116-002 |
116-002 |
116-002 |
115-276 |
| S1 |
115-053 |
115-053 |
115-194 |
114-282 |
| S2 |
114-192 |
114-192 |
115-152 |
|
| S3 |
113-062 |
113-243 |
115-111 |
|
| S4 |
111-252 |
112-113 |
114-308 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-270 |
115-140 |
1-130 |
1.2% |
0-302 |
0.8% |
21% |
False |
False |
20,975 |
| 10 |
117-295 |
115-140 |
2-155 |
2.1% |
0-266 |
0.7% |
12% |
False |
False |
390,140 |
| 20 |
119-310 |
115-140 |
4-170 |
3.9% |
0-255 |
0.7% |
7% |
False |
False |
972,336 |
| 40 |
122-020 |
115-140 |
6-200 |
5.7% |
0-297 |
0.8% |
4% |
False |
False |
1,197,038 |
| 60 |
122-020 |
114-100 |
7-240 |
6.7% |
1-006 |
0.9% |
18% |
False |
False |
1,336,048 |
| 80 |
122-020 |
114-075 |
7-265 |
6.8% |
0-318 |
0.9% |
19% |
False |
False |
1,338,807 |
| 100 |
122-020 |
114-075 |
7-265 |
6.8% |
1-000 |
0.9% |
19% |
False |
False |
1,073,180 |
| 120 |
123-310 |
114-075 |
9-235 |
8.4% |
0-319 |
0.9% |
15% |
False |
False |
894,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-038 |
|
2.618 |
118-015 |
|
1.618 |
117-125 |
|
1.000 |
116-315 |
|
0.618 |
116-235 |
|
HIGH |
116-105 |
|
0.618 |
116-025 |
|
0.500 |
116-000 |
|
0.382 |
115-295 |
|
LOW |
115-215 |
|
0.618 |
115-085 |
|
1.000 |
115-005 |
|
1.618 |
114-195 |
|
2.618 |
113-305 |
|
4.250 |
112-282 |
|
|
| Fisher Pivots for day following 09-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
116-000 |
116-022 |
| PP |
115-292 |
115-307 |
| S1 |
115-263 |
115-271 |
|