ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 12-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2022 |
12-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
115-245 |
115-245 |
0-000 |
0.0% |
116-170 |
| High |
116-105 |
116-055 |
-0-050 |
-0.1% |
116-270 |
| Low |
115-215 |
115-160 |
-0-055 |
-0.1% |
115-140 |
| Close |
115-235 |
115-190 |
-0-045 |
-0.1% |
115-235 |
| Range |
0-210 |
0-215 |
0-005 |
2.4% |
1-130 |
| ATR |
0-290 |
0-285 |
-0-005 |
-1.8% |
0-000 |
| Volume |
4,911 |
9,642 |
4,731 |
96.3% |
64,879 |
|
| Daily Pivots for day following 12-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-247 |
117-113 |
115-308 |
|
| R3 |
117-032 |
116-218 |
115-249 |
|
| R2 |
116-137 |
116-137 |
115-229 |
|
| R1 |
116-003 |
116-003 |
115-210 |
115-282 |
| PP |
115-242 |
115-242 |
115-242 |
115-221 |
| S1 |
115-108 |
115-108 |
115-170 |
115-068 |
| S2 |
115-027 |
115-027 |
115-151 |
|
| S3 |
114-132 |
114-213 |
115-131 |
|
| S4 |
113-237 |
113-318 |
115-072 |
|
|
| 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% |
0-286 |
0.8% |
11% |
False |
False |
14,904 |
| 10 |
117-145 |
115-140 |
2-005 |
1.7% |
0-268 |
0.7% |
8% |
False |
False |
187,814 |
| 20 |
119-310 |
115-140 |
4-170 |
3.9% |
0-258 |
0.7% |
3% |
False |
False |
917,528 |
| 40 |
122-020 |
115-140 |
6-200 |
5.7% |
0-297 |
0.8% |
2% |
False |
False |
1,167,115 |
| 60 |
122-020 |
114-100 |
7-240 |
6.7% |
1-000 |
0.9% |
17% |
False |
False |
1,299,800 |
| 80 |
122-020 |
114-075 |
7-265 |
6.8% |
0-317 |
0.9% |
17% |
False |
False |
1,338,547 |
| 100 |
122-020 |
114-075 |
7-265 |
6.8% |
0-319 |
0.9% |
17% |
False |
False |
1,073,264 |
| 120 |
123-175 |
114-075 |
9-100 |
8.1% |
0-318 |
0.9% |
15% |
False |
False |
894,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-009 |
|
2.618 |
117-298 |
|
1.618 |
117-083 |
|
1.000 |
116-270 |
|
0.618 |
116-188 |
|
HIGH |
116-055 |
|
0.618 |
115-293 |
|
0.500 |
115-268 |
|
0.382 |
115-242 |
|
LOW |
115-160 |
|
0.618 |
115-027 |
|
1.000 |
114-265 |
|
1.618 |
114-132 |
|
2.618 |
113-237 |
|
4.250 |
112-206 |
|
|
| Fisher Pivots for day following 12-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
115-268 |
116-032 |
| PP |
115-242 |
115-298 |
| S1 |
115-216 |
115-244 |
|