ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 30-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2022 |
30-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
117-160 |
117-045 |
-0-115 |
-0.3% |
118-110 |
| High |
117-175 |
117-170 |
-0-005 |
0.0% |
118-175 |
| Low |
116-285 |
116-240 |
-0-045 |
-0.1% |
117-060 |
| Close |
117-035 |
117-025 |
-0-010 |
0.0% |
117-215 |
| Range |
0-210 |
0-250 |
0-040 |
19.0% |
1-115 |
| ATR |
0-284 |
0-282 |
-0-002 |
-0.9% |
0-000 |
| Volume |
1,136,119 |
1,270,463 |
134,344 |
11.8% |
6,336,388 |
|
| Daily Pivots for day following 30-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-148 |
119-017 |
117-162 |
|
| R3 |
118-218 |
118-087 |
117-094 |
|
| R2 |
117-288 |
117-288 |
117-071 |
|
| R1 |
117-157 |
117-157 |
117-048 |
117-098 |
| PP |
117-038 |
117-038 |
117-038 |
117-009 |
| S1 |
116-227 |
116-227 |
117-002 |
116-168 |
| S2 |
116-108 |
116-108 |
116-299 |
|
| S3 |
115-178 |
115-297 |
116-276 |
|
| S4 |
114-248 |
115-047 |
116-208 |
|
|
| 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 |
118-005 |
116-240 |
1-085 |
1.1% |
0-232 |
0.6% |
26% |
False |
True |
1,575,519 |
| 10 |
119-180 |
116-240 |
2-260 |
2.4% |
0-242 |
0.6% |
12% |
False |
True |
899,840 |
| 20 |
120-305 |
116-240 |
4-065 |
3.6% |
0-274 |
0.7% |
8% |
False |
True |
458,995 |
| 40 |
122-025 |
116-240 |
5-105 |
4.6% |
0-304 |
0.8% |
6% |
False |
True |
230,552 |
| 60 |
122-025 |
114-060 |
7-285 |
6.7% |
0-309 |
0.8% |
37% |
False |
False |
153,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-272 |
|
2.618 |
119-184 |
|
1.618 |
118-254 |
|
1.000 |
118-100 |
|
0.618 |
118-004 |
|
HIGH |
117-170 |
|
0.618 |
117-074 |
|
0.500 |
117-045 |
|
0.382 |
117-016 |
|
LOW |
116-240 |
|
0.618 |
116-086 |
|
1.000 |
115-310 |
|
1.618 |
115-156 |
|
2.618 |
114-226 |
|
4.250 |
113-138 |
|
|
| Fisher Pivots for day following 30-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
117-045 |
117-120 |
| PP |
117-038 |
117-088 |
| S1 |
117-032 |
117-057 |
|