ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 21-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2022 |
21-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
114-160 |
113-295 |
-0-185 |
-0.5% |
115-245 |
| High |
114-160 |
114-070 |
-0-090 |
-0.2% |
116-055 |
| Low |
113-215 |
113-200 |
-0-015 |
0.0% |
114-110 |
| Close |
113-270 |
113-200 |
-0-070 |
-0.2% |
114-240 |
| Range |
0-265 |
0-190 |
-0-075 |
-28.3% |
1-265 |
| ATR |
0-268 |
0-263 |
-0-006 |
-2.1% |
0-000 |
| Volume |
2,478 |
1,146 |
-1,332 |
-53.8% |
32,824 |
|
| Daily Pivots for day following 21-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-193 |
115-067 |
113-304 |
|
| R3 |
115-003 |
114-197 |
113-252 |
|
| R2 |
114-133 |
114-133 |
113-235 |
|
| R1 |
114-007 |
114-007 |
113-217 |
113-295 |
| PP |
113-263 |
113-263 |
113-263 |
113-248 |
| S1 |
113-137 |
113-137 |
113-183 |
113-105 |
| S2 |
113-073 |
113-073 |
113-165 |
|
| S3 |
112-203 |
112-267 |
113-148 |
|
| S4 |
112-013 |
112-077 |
113-096 |
|
|
| Weekly Pivots for week ending 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-183 |
119-157 |
115-242 |
|
| R3 |
118-238 |
117-212 |
115-081 |
|
| R2 |
116-293 |
116-293 |
115-027 |
|
| R1 |
115-267 |
115-267 |
114-294 |
115-148 |
| PP |
115-028 |
115-028 |
115-028 |
114-289 |
| S1 |
114-002 |
114-002 |
114-186 |
113-202 |
| S2 |
113-083 |
113-083 |
114-133 |
|
| S3 |
111-138 |
112-057 |
114-079 |
|
| S4 |
109-193 |
110-112 |
113-238 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-000 |
113-200 |
1-120 |
1.2% |
0-200 |
0.6% |
0% |
False |
True |
2,701 |
| 10 |
116-225 |
113-200 |
3-025 |
2.7% |
0-240 |
0.7% |
0% |
False |
True |
5,565 |
| 20 |
117-295 |
113-200 |
4-095 |
3.8% |
0-251 |
0.7% |
0% |
False |
True |
482,541 |
| 40 |
122-020 |
113-200 |
8-140 |
7.4% |
0-283 |
0.8% |
0% |
False |
True |
945,465 |
| 60 |
122-020 |
113-200 |
8-140 |
7.4% |
0-304 |
0.8% |
0% |
False |
True |
1,113,038 |
| 80 |
122-020 |
113-200 |
8-140 |
7.4% |
0-314 |
0.9% |
0% |
False |
True |
1,243,497 |
| 100 |
122-020 |
113-200 |
8-140 |
7.4% |
0-312 |
0.9% |
0% |
False |
True |
1,073,337 |
| 120 |
122-295 |
113-200 |
9-095 |
8.2% |
0-311 |
0.9% |
0% |
False |
True |
894,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-238 |
|
2.618 |
115-247 |
|
1.618 |
115-057 |
|
1.000 |
114-260 |
|
0.618 |
114-187 |
|
HIGH |
114-070 |
|
0.618 |
113-317 |
|
0.500 |
113-295 |
|
0.382 |
113-273 |
|
LOW |
113-200 |
|
0.618 |
113-083 |
|
1.000 |
113-010 |
|
1.618 |
112-213 |
|
2.618 |
112-023 |
|
4.250 |
111-032 |
|
|
| Fisher Pivots for day following 21-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
113-295 |
114-065 |
| PP |
113-263 |
114-003 |
| S1 |
113-232 |
113-262 |
|