ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 23-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2022 |
23-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
113-290 |
112-225 |
-1-065 |
-1.1% |
114-230 |
| High |
114-000 |
112-305 |
-1-015 |
-0.9% |
114-255 |
| Low |
112-215 |
111-250 |
-0-285 |
-0.8% |
111-250 |
| Close |
112-240 |
112-200 |
-0-040 |
-0.1% |
112-200 |
| Range |
1-105 |
1-055 |
-0-050 |
-11.8% |
3-005 |
| ATR |
0-294 |
0-300 |
0-006 |
2.0% |
0-000 |
| Volume |
2,281,428 |
2,155,629 |
-125,799 |
-5.5% |
8,731,463 |
|
| Daily Pivots for day following 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-310 |
115-150 |
113-086 |
|
| R3 |
114-255 |
114-095 |
112-303 |
|
| R2 |
113-200 |
113-200 |
112-269 |
|
| R1 |
113-040 |
113-040 |
112-234 |
112-252 |
| PP |
112-145 |
112-145 |
112-145 |
112-091 |
| S1 |
111-305 |
111-305 |
112-166 |
111-198 |
| S2 |
111-090 |
111-090 |
112-131 |
|
| S3 |
110-035 |
110-250 |
112-097 |
|
| S4 |
108-300 |
109-195 |
111-314 |
|
|
| Weekly Pivots for week ending 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-037 |
120-123 |
114-091 |
|
| R3 |
119-032 |
117-118 |
113-145 |
|
| R2 |
116-027 |
116-027 |
113-057 |
|
| R1 |
114-113 |
114-113 |
112-288 |
113-228 |
| PP |
113-022 |
113-022 |
113-022 |
112-239 |
| S1 |
111-108 |
111-108 |
112-112 |
110-222 |
| S2 |
110-017 |
110-017 |
112-023 |
|
| S3 |
107-012 |
108-103 |
111-255 |
|
| S4 |
104-007 |
105-098 |
110-309 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-255 |
111-250 |
3-005 |
2.7% |
0-319 |
0.9% |
28% |
False |
True |
1,746,292 |
| 10 |
116-060 |
111-250 |
4-130 |
3.9% |
0-288 |
0.8% |
19% |
False |
True |
1,556,928 |
| 20 |
118-000 |
111-250 |
6-070 |
5.5% |
0-281 |
0.8% |
14% |
False |
True |
1,510,151 |
| 40 |
122-025 |
111-250 |
10-095 |
9.1% |
0-290 |
0.8% |
8% |
False |
True |
887,144 |
| 60 |
122-025 |
111-250 |
10-095 |
9.1% |
0-307 |
0.9% |
8% |
False |
True |
591,824 |
| 80 |
122-025 |
111-250 |
10-095 |
9.1% |
0-303 |
0.8% |
8% |
False |
True |
443,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-299 |
|
2.618 |
116-007 |
|
1.618 |
114-272 |
|
1.000 |
114-040 |
|
0.618 |
113-217 |
|
HIGH |
112-305 |
|
0.618 |
112-162 |
|
0.500 |
112-118 |
|
0.382 |
112-073 |
|
LOW |
111-250 |
|
0.618 |
111-018 |
|
1.000 |
110-195 |
|
1.618 |
109-283 |
|
2.618 |
108-228 |
|
4.250 |
106-256 |
|
|
| Fisher Pivots for day following 23-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
112-172 |
113-015 |
| PP |
112-145 |
112-290 |
| S1 |
112-118 |
112-245 |
|