ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 14-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2022 |
14-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
115-250 |
114-295 |
-0-275 |
-0.7% |
116-170 |
| High |
116-035 |
115-055 |
-0-300 |
-0.8% |
116-270 |
| Low |
114-225 |
114-165 |
-0-060 |
-0.2% |
115-140 |
| Close |
114-295 |
114-305 |
0-010 |
0.0% |
115-235 |
| Range |
1-130 |
0-210 |
-0-240 |
-53.3% |
1-130 |
| ATR |
0-297 |
0-290 |
-0-006 |
-2.1% |
0-000 |
| Volume |
10,484 |
3,772 |
-6,712 |
-64.0% |
64,879 |
|
| Daily Pivots for day following 14-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-272 |
116-178 |
115-100 |
|
| R3 |
116-062 |
115-288 |
115-043 |
|
| R2 |
115-172 |
115-172 |
115-024 |
|
| R1 |
115-078 |
115-078 |
115-004 |
115-125 |
| PP |
114-282 |
114-282 |
114-282 |
114-305 |
| S1 |
114-188 |
114-188 |
114-286 |
114-235 |
| S2 |
114-072 |
114-072 |
114-266 |
|
| S3 |
113-182 |
113-298 |
114-247 |
|
| S4 |
112-292 |
113-088 |
114-190 |
|
|
| 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 |
114-165 |
2-060 |
1.9% |
0-280 |
0.8% |
20% |
False |
True |
8,430 |
| 10 |
117-055 |
114-165 |
2-210 |
2.3% |
0-290 |
0.8% |
16% |
False |
True |
34,157 |
| 20 |
119-145 |
114-165 |
4-300 |
4.3% |
0-265 |
0.7% |
9% |
False |
True |
821,329 |
| 40 |
122-020 |
114-165 |
7-175 |
6.6% |
0-301 |
0.8% |
6% |
False |
True |
1,118,194 |
| 60 |
122-020 |
114-165 |
7-175 |
6.6% |
0-314 |
0.9% |
6% |
False |
True |
1,241,503 |
| 80 |
122-020 |
114-075 |
7-265 |
6.8% |
0-316 |
0.9% |
9% |
False |
False |
1,335,121 |
| 100 |
122-020 |
114-075 |
7-265 |
6.8% |
0-319 |
0.9% |
9% |
False |
False |
1,073,383 |
| 120 |
123-150 |
114-075 |
9-075 |
8.0% |
0-318 |
0.9% |
8% |
False |
False |
894,533 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-308 |
|
2.618 |
116-285 |
|
1.618 |
116-075 |
|
1.000 |
115-265 |
|
0.618 |
115-185 |
|
HIGH |
115-055 |
|
0.618 |
114-295 |
|
0.500 |
114-270 |
|
0.382 |
114-245 |
|
LOW |
114-165 |
|
0.618 |
114-035 |
|
1.000 |
113-275 |
|
1.618 |
113-145 |
|
2.618 |
112-255 |
|
4.250 |
111-232 |
|
|
| Fisher Pivots for day following 14-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
114-293 |
115-110 |
| PP |
114-282 |
115-068 |
| S1 |
114-270 |
115-027 |
|