ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 13-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2022 |
13-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
115-245 |
115-250 |
0-005 |
0.0% |
116-170 |
| High |
116-055 |
116-035 |
-0-020 |
-0.1% |
116-270 |
| Low |
115-160 |
114-225 |
-0-255 |
-0.7% |
115-140 |
| Close |
115-190 |
114-295 |
-0-215 |
-0.6% |
115-235 |
| Range |
0-215 |
1-130 |
0-235 |
109.3% |
1-130 |
| ATR |
0-285 |
0-297 |
0-012 |
4.1% |
0-000 |
| Volume |
9,642 |
10,484 |
842 |
8.7% |
64,879 |
|
| Daily Pivots for day following 13-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-148 |
118-192 |
115-222 |
|
| R3 |
118-018 |
117-062 |
115-099 |
|
| R2 |
116-208 |
116-208 |
115-058 |
|
| R1 |
115-252 |
115-252 |
115-016 |
115-165 |
| PP |
115-078 |
115-078 |
115-078 |
115-035 |
| S1 |
114-122 |
114-122 |
114-254 |
114-035 |
| S2 |
113-268 |
113-268 |
114-212 |
|
| S3 |
112-138 |
112-312 |
114-171 |
|
| S4 |
111-008 |
111-182 |
114-048 |
|
|
| 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 |
116-225 |
114-225 |
2-000 |
1.7% |
0-289 |
0.8% |
11% |
False |
True |
10,287 |
| 10 |
117-145 |
114-225 |
2-240 |
2.4% |
0-293 |
0.8% |
8% |
False |
True |
85,489 |
| 20 |
119-285 |
114-225 |
5-060 |
4.5% |
0-267 |
0.7% |
4% |
False |
True |
869,506 |
| 40 |
122-020 |
114-225 |
7-115 |
6.4% |
0-301 |
0.8% |
3% |
False |
True |
1,144,007 |
| 60 |
122-020 |
114-225 |
7-115 |
6.4% |
0-315 |
0.9% |
3% |
False |
True |
1,266,322 |
| 80 |
122-020 |
114-075 |
7-265 |
6.8% |
0-318 |
0.9% |
9% |
False |
False |
1,337,537 |
| 100 |
122-020 |
114-075 |
7-265 |
6.8% |
1-000 |
0.9% |
9% |
False |
False |
1,073,351 |
| 120 |
123-150 |
114-075 |
9-075 |
8.0% |
0-318 |
0.9% |
7% |
False |
False |
894,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-028 |
|
2.618 |
119-253 |
|
1.618 |
118-123 |
|
1.000 |
117-165 |
|
0.618 |
116-313 |
|
HIGH |
116-035 |
|
0.618 |
115-183 |
|
0.500 |
115-130 |
|
0.382 |
115-077 |
|
LOW |
114-225 |
|
0.618 |
113-267 |
|
1.000 |
113-095 |
|
1.618 |
112-137 |
|
2.618 |
111-007 |
|
4.250 |
108-232 |
|
|
| Fisher Pivots for day following 13-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
115-130 |
115-165 |
| PP |
115-078 |
115-102 |
| S1 |
115-027 |
115-038 |
|