ECBOT 10 Year T-Note Future December 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 |
114-135 |
-0-095 |
-0.3% |
115-215 |
| High |
114-255 |
114-170 |
-0-085 |
-0.2% |
116-060 |
| Low |
114-070 |
113-205 |
-0-185 |
-0.5% |
114-105 |
| Close |
114-115 |
113-270 |
-0-165 |
-0.5% |
114-240 |
| Range |
0-185 |
0-285 |
0-100 |
54.1% |
1-275 |
| ATR |
0-274 |
0-275 |
0-001 |
0.3% |
0-000 |
| Volume |
963,169 |
1,539,974 |
576,805 |
59.9% |
6,837,825 |
|
| Daily Pivots for day following 20-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-217 |
116-048 |
114-107 |
|
| R3 |
115-252 |
115-083 |
114-028 |
|
| R2 |
114-287 |
114-287 |
114-002 |
|
| R1 |
114-118 |
114-118 |
113-296 |
114-060 |
| PP |
114-002 |
114-002 |
114-002 |
113-292 |
| S1 |
113-153 |
113-153 |
113-244 |
113-095 |
| S2 |
113-037 |
113-037 |
113-218 |
|
| S3 |
112-072 |
112-188 |
113-192 |
|
| S4 |
111-107 |
111-223 |
113-113 |
|
|
| 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 |
115-065 |
113-205 |
1-180 |
1.4% |
0-218 |
0.6% |
13% |
False |
True |
1,285,948 |
| 10 |
116-230 |
113-205 |
3-025 |
2.7% |
0-256 |
0.7% |
7% |
False |
True |
1,332,865 |
| 20 |
118-100 |
113-205 |
4-215 |
4.1% |
0-262 |
0.7% |
4% |
False |
True |
1,424,433 |
| 40 |
122-025 |
113-205 |
8-140 |
7.4% |
0-287 |
0.8% |
2% |
False |
True |
731,839 |
| 60 |
122-025 |
113-205 |
8-140 |
7.4% |
0-300 |
0.8% |
2% |
False |
True |
488,019 |
| 80 |
122-025 |
113-205 |
8-140 |
7.4% |
0-297 |
0.8% |
2% |
False |
True |
366,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-101 |
|
2.618 |
116-276 |
|
1.618 |
115-311 |
|
1.000 |
115-135 |
|
0.618 |
115-026 |
|
HIGH |
114-170 |
|
0.618 |
114-061 |
|
0.500 |
114-028 |
|
0.382 |
113-314 |
|
LOW |
113-205 |
|
0.618 |
113-029 |
|
1.000 |
112-240 |
|
1.618 |
112-064 |
|
2.618 |
111-099 |
|
4.250 |
109-274 |
|
|
| 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 |
|