ECBOT 10 Year T-Note Future December 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 114-135 113-275 -0-180 -0.5% 115-215
High 114-170 114-100 -0-070 -0.2% 116-060
Low 113-205 113-095 -0-110 -0.3% 114-105
Close 113-270 114-075 0-125 0.3% 114-240
Range 0-285 1-005 0-040 14.0% 1-275
ATR 0-275 0-278 0-004 1.3% 0-000
Volume 1,539,974 1,791,263 251,289 16.3% 6,837,825
Daily Pivots for day following 21-Sep-2022
Classic Woodie Camarilla DeMark
R4 116-318 116-202 114-254
R3 115-313 115-197 114-164
R2 114-308 114-308 114-135
R1 114-192 114-192 114-105 114-250
PP 113-303 113-303 113-303 114-012
S1 113-187 113-187 114-045 113-245
S2 112-298 112-298 114-015
S3 111-293 112-182 113-306
S4 110-288 111-177 113-216
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
5 115-010 113-095 1-235 1.5% 0-240 0.7% 54% False True 1,349,344
10 116-230 113-095 3-135 3.0% 0-262 0.7% 27% False True 1,368,148
20 118-005 113-095 4-230 4.1% 0-266 0.7% 20% False True 1,486,390
40 122-025 113-095 8-250 7.7% 0-289 0.8% 11% False True 776,406
60 122-025 113-095 8-250 7.7% 0-302 0.8% 11% False True 517,873
80 122-025 113-095 8-250 7.7% 0-299 0.8% 11% False True 388,409
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-074
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 118-201
2.618 116-311
1.618 115-306
1.000 115-105
0.618 114-301
HIGH 114-100
0.618 113-296
0.500 113-258
0.382 113-219
LOW 113-095
0.618 112-214
1.000 112-090
1.618 111-209
2.618 110-204
4.250 108-314
Fisher Pivots for day following 21-Sep-2022
Pivot 1 day 3 day
R1 114-029 114-055
PP 113-303 114-035
S1 113-258 114-015

These figures are updated between 7pm and 10pm EST after a trading day.

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