ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 16-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2022 |
16-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
114-280 |
114-180 |
-0-100 |
-0.3% |
115-245 |
| High |
115-000 |
114-295 |
-0-025 |
-0.1% |
116-055 |
| Low |
114-135 |
114-110 |
-0-025 |
-0.1% |
114-110 |
| Close |
114-155 |
114-240 |
0-085 |
0.2% |
114-240 |
| Range |
0-185 |
0-185 |
0-000 |
0.0% |
1-265 |
| ATR |
0-283 |
0-276 |
-0-007 |
-2.5% |
0-000 |
| Volume |
4,011 |
4,915 |
904 |
22.5% |
32,824 |
|
| Daily Pivots for day following 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-130 |
116-050 |
115-022 |
|
| R3 |
115-265 |
115-185 |
114-291 |
|
| R2 |
115-080 |
115-080 |
114-274 |
|
| R1 |
115-000 |
115-000 |
114-257 |
115-040 |
| PP |
114-215 |
114-215 |
114-215 |
114-235 |
| S1 |
114-135 |
114-135 |
114-223 |
114-175 |
| S2 |
114-030 |
114-030 |
114-206 |
|
| S3 |
113-165 |
113-270 |
114-189 |
|
| S4 |
112-300 |
113-085 |
114-138 |
|
|
| Weekly Pivots for week ending 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-183 |
119-157 |
115-242 |
|
| R3 |
118-238 |
117-212 |
115-081 |
|
| R2 |
116-293 |
116-293 |
115-027 |
|
| R1 |
115-267 |
115-267 |
114-294 |
115-148 |
| PP |
115-028 |
115-028 |
115-028 |
114-289 |
| S1 |
114-002 |
114-002 |
114-186 |
113-202 |
| S2 |
113-083 |
113-083 |
114-133 |
|
| S3 |
111-138 |
112-057 |
114-079 |
|
| S4 |
109-193 |
110-112 |
113-238 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-055 |
114-110 |
1-265 |
1.6% |
0-249 |
0.7% |
22% |
False |
True |
6,564 |
| 10 |
116-270 |
114-110 |
2-160 |
2.2% |
0-276 |
0.8% |
16% |
False |
True |
13,770 |
| 20 |
118-295 |
114-110 |
4-185 |
4.0% |
0-258 |
0.7% |
9% |
False |
True |
701,283 |
| 40 |
122-020 |
114-110 |
7-230 |
6.7% |
0-290 |
0.8% |
5% |
False |
True |
1,044,276 |
| 60 |
122-020 |
114-110 |
7-230 |
6.7% |
0-310 |
0.8% |
5% |
False |
True |
1,192,037 |
| 80 |
122-020 |
114-075 |
7-265 |
6.8% |
0-315 |
0.9% |
7% |
False |
False |
1,324,648 |
| 100 |
122-020 |
114-075 |
7-265 |
6.8% |
0-315 |
0.9% |
7% |
False |
False |
1,073,390 |
| 120 |
122-295 |
114-075 |
8-220 |
7.6% |
0-315 |
0.9% |
6% |
False |
False |
894,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-121 |
|
2.618 |
116-139 |
|
1.618 |
115-274 |
|
1.000 |
115-160 |
|
0.618 |
115-089 |
|
HIGH |
114-295 |
|
0.618 |
114-224 |
|
0.500 |
114-202 |
|
0.382 |
114-181 |
|
LOW |
114-110 |
|
0.618 |
113-316 |
|
1.000 |
113-245 |
|
1.618 |
113-131 |
|
2.618 |
112-266 |
|
4.250 |
111-284 |
|
|
| Fisher Pivots for day following 16-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
114-228 |
114-242 |
| PP |
114-215 |
114-242 |
| S1 |
114-202 |
114-241 |
|