ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 27-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2022 |
27-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
112-225 |
111-020 |
-1-205 |
-1.5% |
114-230 |
| High |
112-225 |
112-015 |
-0-210 |
-0.6% |
114-255 |
| Low |
111-005 |
110-220 |
-0-105 |
-0.3% |
111-250 |
| Close |
111-115 |
110-285 |
-0-150 |
-0.4% |
112-200 |
| Range |
1-220 |
1-115 |
-0-105 |
-19.4% |
3-005 |
| ATR |
0-317 |
1-006 |
0-008 |
2.7% |
0-000 |
| Volume |
2,126,534 |
2,340,232 |
213,698 |
10.0% |
8,731,463 |
|
| Daily Pivots for day following 27-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-092 |
114-143 |
111-204 |
|
| R3 |
113-297 |
113-028 |
111-085 |
|
| R2 |
112-182 |
112-182 |
111-045 |
|
| R1 |
111-233 |
111-233 |
111-005 |
111-150 |
| PP |
111-067 |
111-067 |
111-067 |
111-025 |
| S1 |
110-118 |
110-118 |
110-245 |
110-035 |
| S2 |
109-272 |
109-272 |
110-205 |
|
| S3 |
108-157 |
109-003 |
110-165 |
|
| S4 |
107-042 |
107-208 |
110-046 |
|
|
| 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 |
114-100 |
110-220 |
3-200 |
3.3% |
1-100 |
1.2% |
6% |
False |
True |
2,139,017 |
| 10 |
115-065 |
110-220 |
4-165 |
4.1% |
0-319 |
0.9% |
4% |
False |
True |
1,712,482 |
| 20 |
117-170 |
110-220 |
6-270 |
6.2% |
0-310 |
0.9% |
3% |
False |
True |
1,601,224 |
| 40 |
122-025 |
110-220 |
11-125 |
10.3% |
0-302 |
0.9% |
2% |
False |
True |
998,559 |
| 60 |
122-025 |
110-220 |
11-125 |
10.3% |
0-309 |
0.9% |
2% |
False |
True |
666,269 |
| 80 |
122-025 |
110-220 |
11-125 |
10.3% |
0-310 |
0.9% |
2% |
False |
True |
499,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-264 |
|
2.618 |
115-194 |
|
1.618 |
114-079 |
|
1.000 |
113-130 |
|
0.618 |
112-284 |
|
HIGH |
112-015 |
|
0.618 |
111-169 |
|
0.500 |
111-118 |
|
0.382 |
111-066 |
|
LOW |
110-220 |
|
0.618 |
109-271 |
|
1.000 |
109-105 |
|
1.618 |
108-156 |
|
2.618 |
107-041 |
|
4.250 |
104-291 |
|
|
| Fisher Pivots for day following 27-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
111-118 |
111-262 |
| PP |
111-067 |
111-163 |
| S1 |
111-016 |
111-064 |
|