ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 26-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2022 |
26-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
117-100 |
117-285 |
0-185 |
0.5% |
118-110 |
| High |
117-295 |
118-000 |
0-025 |
0.1% |
118-175 |
| Low |
117-060 |
117-120 |
0-060 |
0.2% |
117-060 |
| Close |
117-285 |
117-215 |
-0-070 |
-0.2% |
117-215 |
| Range |
0-235 |
0-200 |
-0-035 |
-14.9% |
1-115 |
| ATR |
0-294 |
0-287 |
-0-007 |
-2.3% |
0-000 |
| Volume |
2,157,871 |
1,509,191 |
-648,680 |
-30.1% |
6,336,388 |
|
| Daily Pivots for day following 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-178 |
119-077 |
118-005 |
|
| R3 |
118-298 |
118-197 |
117-270 |
|
| R2 |
118-098 |
118-098 |
117-252 |
|
| R1 |
117-317 |
117-317 |
117-233 |
117-268 |
| PP |
117-218 |
117-218 |
117-218 |
117-194 |
| S1 |
117-117 |
117-117 |
117-197 |
117-068 |
| S2 |
117-018 |
117-018 |
117-178 |
|
| S3 |
116-138 |
116-237 |
117-160 |
|
| S4 |
115-258 |
116-037 |
117-105 |
|
|
| Weekly Pivots for week ending 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-282 |
121-043 |
118-134 |
|
| R3 |
120-167 |
119-248 |
118-015 |
|
| R2 |
119-052 |
119-052 |
117-295 |
|
| R1 |
118-133 |
118-133 |
117-255 |
118-035 |
| PP |
117-257 |
117-257 |
117-257 |
117-208 |
| S1 |
117-018 |
117-018 |
117-175 |
116-240 |
| S2 |
116-142 |
116-142 |
117-135 |
|
| S3 |
115-027 |
115-223 |
117-095 |
|
| S4 |
113-232 |
114-108 |
116-296 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-175 |
117-060 |
1-115 |
1.2% |
0-238 |
0.6% |
36% |
False |
False |
1,267,277 |
| 10 |
120-025 |
117-060 |
2-285 |
2.5% |
0-246 |
0.7% |
17% |
False |
False |
664,776 |
| 20 |
122-025 |
117-060 |
4-285 |
4.2% |
0-296 |
0.8% |
10% |
False |
False |
339,430 |
| 40 |
122-025 |
117-060 |
4-285 |
4.2% |
0-318 |
0.8% |
10% |
False |
False |
170,389 |
| 60 |
122-025 |
114-060 |
7-285 |
6.7% |
0-307 |
0.8% |
44% |
False |
False |
113,599 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-210 |
|
2.618 |
119-204 |
|
1.618 |
119-004 |
|
1.000 |
118-200 |
|
0.618 |
118-124 |
|
HIGH |
118-000 |
|
0.618 |
117-244 |
|
0.500 |
117-220 |
|
0.382 |
117-196 |
|
LOW |
117-120 |
|
0.618 |
116-316 |
|
1.000 |
116-240 |
|
1.618 |
116-116 |
|
2.618 |
115-236 |
|
4.250 |
114-230 |
|
|
| Fisher Pivots for day following 26-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
117-220 |
117-208 |
| PP |
117-218 |
117-200 |
| S1 |
117-217 |
117-192 |
|