ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 15-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2022 |
15-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
114-295 |
114-280 |
-0-015 |
0.0% |
116-170 |
| High |
115-055 |
115-000 |
-0-055 |
-0.1% |
116-270 |
| Low |
114-165 |
114-135 |
-0-030 |
-0.1% |
115-140 |
| Close |
114-305 |
114-155 |
-0-150 |
-0.4% |
115-235 |
| Range |
0-210 |
0-185 |
-0-025 |
-11.9% |
1-130 |
| ATR |
0-290 |
0-283 |
-0-008 |
-2.6% |
0-000 |
| Volume |
3,772 |
4,011 |
239 |
6.3% |
64,879 |
|
| Daily Pivots for day following 15-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-118 |
116-002 |
114-257 |
|
| R3 |
115-253 |
115-137 |
114-206 |
|
| R2 |
115-068 |
115-068 |
114-189 |
|
| R1 |
114-272 |
114-272 |
114-172 |
114-238 |
| PP |
114-203 |
114-203 |
114-203 |
114-186 |
| S1 |
114-087 |
114-087 |
114-138 |
114-052 |
| S2 |
114-018 |
114-018 |
114-121 |
|
| S3 |
113-153 |
113-222 |
114-104 |
|
| S4 |
112-288 |
113-037 |
114-053 |
|
|
| 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 |
116-105 |
114-135 |
1-290 |
1.7% |
0-254 |
0.7% |
3% |
False |
True |
6,564 |
| 10 |
116-270 |
114-135 |
2-135 |
2.1% |
0-283 |
0.8% |
3% |
False |
True |
20,228 |
| 20 |
119-075 |
114-135 |
4-260 |
4.2% |
0-260 |
0.7% |
1% |
False |
True |
758,821 |
| 40 |
122-020 |
114-135 |
7-205 |
6.7% |
0-299 |
0.8% |
1% |
False |
True |
1,089,504 |
| 60 |
122-020 |
114-135 |
7-205 |
6.7% |
0-313 |
0.9% |
1% |
False |
True |
1,220,329 |
| 80 |
122-020 |
114-075 |
7-265 |
6.8% |
0-316 |
0.9% |
3% |
False |
False |
1,331,972 |
| 100 |
122-020 |
114-075 |
7-265 |
6.8% |
0-318 |
0.9% |
3% |
False |
False |
1,073,382 |
| 120 |
122-295 |
114-075 |
8-220 |
7.6% |
0-317 |
0.9% |
3% |
False |
False |
894,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-146 |
|
2.618 |
116-164 |
|
1.618 |
115-299 |
|
1.000 |
115-185 |
|
0.618 |
115-114 |
|
HIGH |
115-000 |
|
0.618 |
114-249 |
|
0.500 |
114-228 |
|
0.382 |
114-206 |
|
LOW |
114-135 |
|
0.618 |
114-021 |
|
1.000 |
113-270 |
|
1.618 |
113-156 |
|
2.618 |
112-291 |
|
4.250 |
111-309 |
|
|
| Fisher Pivots for day following 15-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
114-228 |
115-085 |
| PP |
114-203 |
115-002 |
| S1 |
114-179 |
114-238 |
|