ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 16-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2022 |
16-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
114-300 |
114-190 |
-0-110 |
-0.3% |
115-215 |
| High |
115-010 |
114-305 |
-0-025 |
-0.1% |
116-060 |
| Low |
114-125 |
114-105 |
-0-020 |
-0.1% |
114-105 |
| Close |
114-160 |
114-240 |
0-080 |
0.2% |
114-240 |
| Range |
0-205 |
0-200 |
-0-005 |
-2.4% |
1-275 |
| ATR |
0-287 |
0-281 |
-0-006 |
-2.2% |
0-000 |
| Volume |
1,258,641 |
1,193,674 |
-64,967 |
-5.2% |
6,837,825 |
|
| Daily Pivots for day following 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-177 |
116-088 |
115-030 |
|
| R3 |
115-297 |
115-208 |
114-295 |
|
| R2 |
115-097 |
115-097 |
114-277 |
|
| R1 |
115-008 |
115-008 |
114-258 |
115-052 |
| PP |
114-217 |
114-217 |
114-217 |
114-239 |
| S1 |
114-128 |
114-128 |
114-222 |
114-172 |
| S2 |
114-017 |
114-017 |
114-203 |
|
| S3 |
113-137 |
113-248 |
114-185 |
|
| S4 |
112-257 |
113-048 |
114-130 |
|
|
| Weekly Pivots for week ending 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-213 |
119-182 |
115-247 |
|
| R3 |
118-258 |
117-227 |
115-084 |
|
| R2 |
116-303 |
116-303 |
115-029 |
|
| R1 |
115-272 |
115-272 |
114-295 |
115-150 |
| PP |
115-028 |
115-028 |
115-028 |
114-288 |
| S1 |
113-317 |
113-317 |
114-185 |
113-195 |
| S2 |
113-073 |
113-073 |
114-131 |
|
| S3 |
111-118 |
112-042 |
114-076 |
|
| S4 |
109-163 |
110-087 |
113-233 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-060 |
114-105 |
1-275 |
1.6% |
0-258 |
0.7% |
23% |
False |
True |
1,367,565 |
| 10 |
116-275 |
114-105 |
2-170 |
2.2% |
0-284 |
0.8% |
17% |
False |
True |
1,395,880 |
| 20 |
119-010 |
114-105 |
4-225 |
4.1% |
0-265 |
0.7% |
9% |
False |
True |
1,320,689 |
| 40 |
122-025 |
114-105 |
7-240 |
6.8% |
0-291 |
0.8% |
5% |
False |
True |
669,349 |
| 60 |
122-025 |
114-105 |
7-240 |
6.8% |
0-304 |
0.8% |
5% |
False |
True |
446,301 |
| 80 |
122-025 |
114-060 |
7-285 |
6.9% |
0-296 |
0.8% |
7% |
False |
False |
334,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-195 |
|
2.618 |
116-189 |
|
1.618 |
115-309 |
|
1.000 |
115-185 |
|
0.618 |
115-109 |
|
HIGH |
114-305 |
|
0.618 |
114-229 |
|
0.500 |
114-205 |
|
0.382 |
114-181 |
|
LOW |
114-105 |
|
0.618 |
113-301 |
|
1.000 |
113-225 |
|
1.618 |
113-101 |
|
2.618 |
112-221 |
|
4.250 |
111-215 |
|
|
| Fisher Pivots for day following 16-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
114-228 |
114-245 |
| PP |
114-217 |
114-243 |
| S1 |
114-205 |
114-242 |
|