ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 29-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2022 |
29-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
111-005 |
112-200 |
1-195 |
1.4% |
114-230 |
| High |
112-300 |
112-210 |
-0-090 |
-0.2% |
114-255 |
| Low |
110-190 |
111-205 |
1-015 |
0.9% |
111-250 |
| Close |
112-275 |
112-145 |
-0-130 |
-0.4% |
112-200 |
| Range |
2-110 |
1-005 |
-1-105 |
-56.7% |
3-005 |
| ATR |
1-036 |
1-038 |
0-002 |
0.7% |
0-000 |
| Volume |
2,908,370 |
1,953,819 |
-954,551 |
-32.8% |
8,731,463 |
|
| Daily Pivots for day following 29-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-095 |
114-285 |
113-004 |
|
| R3 |
114-090 |
113-280 |
112-234 |
|
| R2 |
113-085 |
113-085 |
112-205 |
|
| R1 |
112-275 |
112-275 |
112-175 |
112-178 |
| PP |
112-080 |
112-080 |
112-080 |
112-031 |
| S1 |
111-270 |
111-270 |
112-115 |
111-172 |
| S2 |
111-075 |
111-075 |
112-085 |
|
| S3 |
110-070 |
110-265 |
112-056 |
|
| S4 |
109-065 |
109-260 |
111-286 |
|
|
| 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 |
112-305 |
110-190 |
2-115 |
2.1% |
1-165 |
1.3% |
79% |
False |
False |
2,296,916 |
| 10 |
114-305 |
110-190 |
4-115 |
3.9% |
1-064 |
1.1% |
43% |
False |
False |
1,925,409 |
| 20 |
116-275 |
110-190 |
6-085 |
5.6% |
1-017 |
0.9% |
30% |
False |
False |
1,686,833 |
| 40 |
120-305 |
110-190 |
10-115 |
9.2% |
0-303 |
0.8% |
18% |
False |
False |
1,119,641 |
| 60 |
122-025 |
110-190 |
11-155 |
10.2% |
0-312 |
0.9% |
16% |
False |
False |
747,303 |
| 80 |
122-025 |
110-190 |
11-155 |
10.2% |
1-000 |
0.9% |
16% |
False |
False |
560,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-311 |
|
2.618 |
115-101 |
|
1.618 |
114-096 |
|
1.000 |
113-215 |
|
0.618 |
113-091 |
|
HIGH |
112-210 |
|
0.618 |
112-086 |
|
0.500 |
112-048 |
|
0.382 |
112-009 |
|
LOW |
111-205 |
|
0.618 |
111-004 |
|
1.000 |
110-200 |
|
1.618 |
109-319 |
|
2.618 |
108-314 |
|
4.250 |
107-104 |
|
|
| Fisher Pivots for day following 29-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
112-112 |
112-072 |
| PP |
112-080 |
111-318 |
| S1 |
112-048 |
111-245 |
|