ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 26-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2022 |
26-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
112-225 |
112-225 |
0-000 |
0.0% |
114-230 |
| High |
112-305 |
112-225 |
-0-080 |
-0.2% |
114-255 |
| Low |
111-250 |
111-005 |
-0-245 |
-0.7% |
111-250 |
| Close |
112-200 |
111-115 |
-1-085 |
-1.1% |
112-200 |
| Range |
1-055 |
1-220 |
0-165 |
44.0% |
3-005 |
| ATR |
0-300 |
0-317 |
0-017 |
5.7% |
0-000 |
| Volume |
2,155,629 |
2,126,534 |
-29,095 |
-1.3% |
8,731,463 |
|
| Daily Pivots for day following 26-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-242 |
115-238 |
112-092 |
|
| R3 |
115-022 |
114-018 |
111-264 |
|
| R2 |
113-122 |
113-122 |
111-214 |
|
| R1 |
112-118 |
112-118 |
111-164 |
112-010 |
| PP |
111-222 |
111-222 |
111-222 |
111-168 |
| S1 |
110-218 |
110-218 |
111-066 |
110-110 |
| S2 |
110-002 |
110-002 |
111-016 |
|
| S3 |
108-102 |
108-318 |
110-286 |
|
| S4 |
106-202 |
107-098 |
110-138 |
|
|
| 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 |
114-170 |
111-005 |
3-165 |
3.2% |
1-070 |
1.1% |
10% |
False |
True |
1,978,965 |
| 10 |
116-045 |
111-005 |
5-040 |
4.6% |
1-000 |
0.9% |
7% |
False |
True |
1,660,642 |
| 20 |
117-175 |
111-005 |
6-170 |
5.9% |
0-298 |
0.8% |
5% |
False |
True |
1,541,019 |
| 40 |
122-025 |
111-005 |
11-020 |
9.9% |
0-297 |
0.8% |
3% |
False |
True |
940,224 |
| 60 |
122-025 |
111-005 |
11-020 |
9.9% |
0-311 |
0.9% |
3% |
False |
True |
627,266 |
| 80 |
122-025 |
111-005 |
11-020 |
9.9% |
0-305 |
0.9% |
3% |
False |
True |
470,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-280 |
|
2.618 |
117-039 |
|
1.618 |
115-139 |
|
1.000 |
114-125 |
|
0.618 |
113-239 |
|
HIGH |
112-225 |
|
0.618 |
112-019 |
|
0.500 |
111-275 |
|
0.382 |
111-211 |
|
LOW |
111-005 |
|
0.618 |
109-311 |
|
1.000 |
109-105 |
|
1.618 |
108-091 |
|
2.618 |
106-191 |
|
4.250 |
103-270 |
|
|
| Fisher Pivots for day following 26-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
111-275 |
112-162 |
| PP |
111-222 |
112-040 |
| S1 |
111-168 |
111-238 |
|