ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 03-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2022 |
03-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
112-030 |
111-265 |
-0-085 |
-0.2% |
112-225 |
| High |
112-285 |
113-275 |
0-310 |
0.9% |
112-300 |
| Low |
111-235 |
111-255 |
0-020 |
0.1% |
110-190 |
| Close |
112-020 |
113-065 |
1-045 |
1.0% |
112-020 |
| Range |
1-050 |
2-020 |
0-290 |
78.4% |
2-110 |
| ATR |
1-039 |
1-061 |
0-021 |
6.0% |
0-000 |
| Volume |
2,037,126 |
1,869,420 |
-167,706 |
-8.2% |
11,366,081 |
|
| Daily Pivots for day following 03-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-045 |
118-075 |
114-108 |
|
| R3 |
117-025 |
116-055 |
113-246 |
|
| R2 |
115-005 |
115-005 |
113-186 |
|
| R1 |
114-035 |
114-035 |
113-126 |
114-180 |
| PP |
112-305 |
112-305 |
112-305 |
113-058 |
| S1 |
112-015 |
112-015 |
113-004 |
112-160 |
| S2 |
110-285 |
110-285 |
112-264 |
|
| S3 |
108-265 |
109-315 |
112-204 |
|
| S4 |
106-245 |
107-295 |
112-022 |
|
|
| 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 |
113-275 |
110-190 |
3-085 |
2.9% |
1-188 |
1.4% |
80% |
True |
False |
2,221,793 |
| 10 |
114-170 |
110-190 |
3-300 |
3.5% |
1-129 |
1.2% |
66% |
False |
False |
2,100,379 |
| 20 |
116-275 |
110-190 |
6-085 |
5.5% |
1-041 |
1.0% |
42% |
False |
False |
1,721,901 |
| 40 |
120-250 |
110-190 |
10-060 |
9.0% |
0-311 |
0.9% |
26% |
False |
False |
1,216,705 |
| 60 |
122-025 |
110-190 |
11-155 |
10.1% |
0-319 |
0.9% |
23% |
False |
False |
812,406 |
| 80 |
122-025 |
110-190 |
11-155 |
10.1% |
1-008 |
0.9% |
23% |
False |
False |
609,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-200 |
|
2.618 |
119-083 |
|
1.618 |
117-063 |
|
1.000 |
115-295 |
|
0.618 |
115-043 |
|
HIGH |
113-275 |
|
0.618 |
113-023 |
|
0.500 |
112-265 |
|
0.382 |
112-187 |
|
LOW |
111-255 |
|
0.618 |
110-167 |
|
1.000 |
109-235 |
|
1.618 |
108-147 |
|
2.618 |
106-127 |
|
4.250 |
103-010 |
|
|
| Fisher Pivots for day following 03-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
113-025 |
113-017 |
| PP |
112-305 |
112-288 |
| S1 |
112-265 |
112-240 |
|