ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 20-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2022 |
20-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
114-230 |
114-160 |
-0-070 |
-0.2% |
115-245 |
| High |
114-250 |
114-160 |
-0-090 |
-0.2% |
116-055 |
| Low |
114-075 |
113-215 |
-0-180 |
-0.5% |
114-110 |
| Close |
114-115 |
113-270 |
-0-165 |
-0.5% |
114-240 |
| Range |
0-175 |
0-265 |
0-090 |
51.4% |
1-265 |
| ATR |
0-269 |
0-268 |
0-000 |
-0.1% |
0-000 |
| Volume |
956 |
2,478 |
1,522 |
159.2% |
32,824 |
|
| Daily Pivots for day following 20-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-157 |
115-318 |
114-096 |
|
| R3 |
115-212 |
115-053 |
114-023 |
|
| R2 |
114-267 |
114-267 |
113-319 |
|
| R1 |
114-108 |
114-108 |
113-294 |
114-055 |
| PP |
114-002 |
114-002 |
114-002 |
113-295 |
| S1 |
113-163 |
113-163 |
113-246 |
113-110 |
| S2 |
113-057 |
113-057 |
113-221 |
|
| S3 |
112-112 |
112-218 |
113-197 |
|
| S4 |
111-167 |
111-273 |
113-124 |
|
|
| 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 |
115-055 |
113-215 |
1-160 |
1.3% |
0-204 |
0.6% |
11% |
False |
True |
3,226 |
| 10 |
116-225 |
113-215 |
3-010 |
2.7% |
0-246 |
0.7% |
6% |
False |
True |
6,756 |
| 20 |
118-070 |
113-215 |
4-175 |
4.0% |
0-254 |
0.7% |
4% |
False |
True |
576,728 |
| 40 |
122-020 |
113-215 |
8-125 |
7.4% |
0-285 |
0.8% |
2% |
False |
True |
973,598 |
| 60 |
122-020 |
113-215 |
8-125 |
7.4% |
0-305 |
0.8% |
2% |
False |
True |
1,132,883 |
| 80 |
122-020 |
113-215 |
8-125 |
7.4% |
0-314 |
0.9% |
2% |
False |
True |
1,264,567 |
| 100 |
122-020 |
113-215 |
8-125 |
7.4% |
0-312 |
0.9% |
2% |
False |
True |
1,073,356 |
| 120 |
122-295 |
113-215 |
9-080 |
8.1% |
0-312 |
0.9% |
2% |
False |
True |
894,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-006 |
|
2.618 |
116-214 |
|
1.618 |
115-269 |
|
1.000 |
115-105 |
|
0.618 |
115-004 |
|
HIGH |
114-160 |
|
0.618 |
114-059 |
|
0.500 |
114-028 |
|
0.382 |
113-316 |
|
LOW |
113-215 |
|
0.618 |
113-051 |
|
1.000 |
112-270 |
|
1.618 |
112-106 |
|
2.618 |
111-161 |
|
4.250 |
110-049 |
|
|
| Fisher Pivots for day following 20-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
114-028 |
114-095 |
| PP |
114-002 |
114-047 |
| S1 |
113-296 |
113-318 |
|