ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 30-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2022 |
30-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
112-200 |
112-030 |
-0-170 |
-0.5% |
112-225 |
| High |
112-210 |
112-285 |
0-075 |
0.2% |
112-300 |
| Low |
111-205 |
111-235 |
0-030 |
0.1% |
110-190 |
| Close |
112-145 |
112-020 |
-0-125 |
-0.3% |
112-020 |
| Range |
1-005 |
1-050 |
0-045 |
13.8% |
2-110 |
| ATR |
1-038 |
1-039 |
0-001 |
0.2% |
0-000 |
| Volume |
1,953,819 |
2,037,126 |
83,307 |
4.3% |
11,366,081 |
|
| Daily Pivots for day following 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-223 |
115-012 |
112-224 |
|
| R3 |
114-173 |
113-282 |
112-122 |
|
| R2 |
113-123 |
113-123 |
112-088 |
|
| R1 |
112-232 |
112-232 |
112-054 |
112-152 |
| PP |
112-073 |
112-073 |
112-073 |
112-034 |
| S1 |
111-182 |
111-182 |
111-306 |
111-102 |
| S2 |
111-023 |
111-023 |
111-272 |
|
| S3 |
109-293 |
110-132 |
111-238 |
|
| S4 |
108-243 |
109-082 |
111-136 |
|
|
| Weekly Pivots for week ending 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-287 |
117-263 |
113-112 |
|
| R3 |
116-177 |
115-153 |
112-226 |
|
| R2 |
114-067 |
114-067 |
112-158 |
|
| R1 |
113-043 |
113-043 |
112-089 |
112-160 |
| PP |
111-277 |
111-277 |
111-277 |
111-175 |
| S1 |
110-253 |
110-253 |
111-271 |
110-050 |
| S2 |
109-167 |
109-167 |
111-202 |
|
| S3 |
107-057 |
108-143 |
111-134 |
|
| S4 |
104-267 |
106-033 |
110-248 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-300 |
110-190 |
2-110 |
2.1% |
1-164 |
1.3% |
63% |
False |
False |
2,273,216 |
| 10 |
114-255 |
110-190 |
4-065 |
3.8% |
1-082 |
1.1% |
35% |
False |
False |
2,009,754 |
| 20 |
116-275 |
110-190 |
6-085 |
5.6% |
1-022 |
1.0% |
23% |
False |
False |
1,702,817 |
| 40 |
120-255 |
110-190 |
10-065 |
9.1% |
0-306 |
0.9% |
14% |
False |
False |
1,170,426 |
| 60 |
122-025 |
110-190 |
11-155 |
10.2% |
0-313 |
0.9% |
13% |
False |
False |
781,251 |
| 80 |
122-025 |
110-190 |
11-155 |
10.2% |
1-002 |
0.9% |
13% |
False |
False |
585,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-258 |
|
2.618 |
115-294 |
|
1.618 |
114-244 |
|
1.000 |
114-015 |
|
0.618 |
113-194 |
|
HIGH |
112-285 |
|
0.618 |
112-144 |
|
0.500 |
112-100 |
|
0.382 |
112-056 |
|
LOW |
111-235 |
|
0.618 |
111-006 |
|
1.000 |
110-185 |
|
1.618 |
109-276 |
|
2.618 |
108-226 |
|
4.250 |
106-262 |
|
|
| Fisher Pivots for day following 30-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
112-100 |
111-308 |
| PP |
112-073 |
111-277 |
| S1 |
112-047 |
111-245 |
|