ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 31-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2022 |
31-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
117-045 |
117-030 |
-0-015 |
0.0% |
118-110 |
| High |
117-170 |
117-075 |
-0-095 |
-0.3% |
118-175 |
| Low |
116-240 |
116-125 |
-0-115 |
-0.3% |
117-060 |
| Close |
117-025 |
116-290 |
-0-055 |
-0.1% |
117-215 |
| Range |
0-250 |
0-270 |
0-020 |
8.0% |
1-115 |
| ATR |
0-282 |
0-281 |
-0-001 |
-0.3% |
0-000 |
| Volume |
1,270,463 |
1,879,549 |
609,086 |
47.9% |
6,336,388 |
|
| Daily Pivots for day following 31-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-120 |
118-315 |
117-118 |
|
| R3 |
118-170 |
118-045 |
117-044 |
|
| R2 |
117-220 |
117-220 |
117-020 |
|
| R1 |
117-095 |
117-095 |
116-315 |
117-022 |
| PP |
116-270 |
116-270 |
116-270 |
116-234 |
| S1 |
116-145 |
116-145 |
116-265 |
116-072 |
| S2 |
116-000 |
116-000 |
116-240 |
|
| S3 |
115-050 |
115-195 |
116-216 |
|
| S4 |
114-100 |
114-245 |
116-142 |
|
|
| 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 |
118-000 |
116-125 |
1-195 |
1.4% |
0-233 |
0.6% |
32% |
False |
True |
1,590,638 |
| 10 |
119-110 |
116-125 |
2-305 |
2.5% |
0-242 |
0.6% |
17% |
False |
True |
1,080,871 |
| 20 |
120-305 |
116-125 |
4-180 |
3.9% |
0-270 |
0.7% |
11% |
False |
True |
552,448 |
| 40 |
122-025 |
116-125 |
5-220 |
4.9% |
0-299 |
0.8% |
9% |
False |
True |
277,538 |
| 60 |
122-025 |
114-060 |
7-285 |
6.7% |
0-314 |
0.8% |
34% |
False |
False |
185,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-262 |
|
2.618 |
119-142 |
|
1.618 |
118-192 |
|
1.000 |
118-025 |
|
0.618 |
117-242 |
|
HIGH |
117-075 |
|
0.618 |
116-292 |
|
0.500 |
116-260 |
|
0.382 |
116-228 |
|
LOW |
116-125 |
|
0.618 |
115-278 |
|
1.000 |
115-175 |
|
1.618 |
115-008 |
|
2.618 |
114-058 |
|
4.250 |
112-258 |
|
|
| Fisher Pivots for day following 31-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
116-280 |
116-310 |
| PP |
116-270 |
116-303 |
| S1 |
116-260 |
116-297 |
|