ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 19-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2022 |
19-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
114-180 |
114-230 |
0-050 |
0.1% |
115-245 |
| High |
114-295 |
114-250 |
-0-045 |
-0.1% |
116-055 |
| Low |
114-110 |
114-075 |
-0-035 |
-0.1% |
114-110 |
| Close |
114-240 |
114-115 |
-0-125 |
-0.3% |
114-240 |
| Range |
0-185 |
0-175 |
-0-010 |
-5.4% |
1-265 |
| ATR |
0-276 |
0-269 |
-0-007 |
-2.6% |
0-000 |
| Volume |
4,915 |
956 |
-3,959 |
-80.5% |
32,824 |
|
| Daily Pivots for day following 19-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-032 |
115-248 |
114-211 |
|
| R3 |
115-177 |
115-073 |
114-163 |
|
| R2 |
115-002 |
115-002 |
114-147 |
|
| R1 |
114-218 |
114-218 |
114-131 |
114-182 |
| PP |
114-147 |
114-147 |
114-147 |
114-129 |
| S1 |
114-043 |
114-043 |
114-099 |
114-008 |
| S2 |
113-292 |
113-292 |
114-083 |
|
| S3 |
113-117 |
113-188 |
114-067 |
|
| S4 |
112-262 |
113-013 |
114-019 |
|
|
| 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 |
116-035 |
114-075 |
1-280 |
1.6% |
0-241 |
0.7% |
7% |
False |
True |
4,827 |
| 10 |
116-270 |
114-075 |
2-195 |
2.3% |
0-264 |
0.7% |
5% |
False |
True |
9,865 |
| 20 |
118-140 |
114-075 |
4-065 |
3.7% |
0-253 |
0.7% |
3% |
False |
True |
642,663 |
| 40 |
122-020 |
114-075 |
7-265 |
6.8% |
0-283 |
0.8% |
2% |
False |
True |
999,324 |
| 60 |
122-020 |
114-075 |
7-265 |
6.8% |
0-305 |
0.8% |
2% |
False |
True |
1,155,016 |
| 80 |
122-020 |
114-075 |
7-265 |
6.8% |
0-313 |
0.9% |
2% |
False |
True |
1,297,728 |
| 100 |
122-020 |
114-075 |
7-265 |
6.8% |
0-313 |
0.9% |
2% |
False |
True |
1,073,370 |
| 120 |
122-295 |
114-075 |
8-220 |
7.6% |
0-313 |
0.9% |
1% |
False |
True |
894,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-034 |
|
2.618 |
116-068 |
|
1.618 |
115-213 |
|
1.000 |
115-105 |
|
0.618 |
115-038 |
|
HIGH |
114-250 |
|
0.618 |
114-183 |
|
0.500 |
114-162 |
|
0.382 |
114-142 |
|
LOW |
114-075 |
|
0.618 |
113-287 |
|
1.000 |
113-220 |
|
1.618 |
113-112 |
|
2.618 |
112-257 |
|
4.250 |
111-291 |
|
|
| Fisher Pivots for day following 19-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
114-162 |
114-198 |
| PP |
114-147 |
114-170 |
| S1 |
114-131 |
114-142 |
|