ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 04-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2022 |
04-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
111-265 |
113-075 |
1-130 |
1.3% |
112-225 |
| High |
113-275 |
113-300 |
0-025 |
0.1% |
112-300 |
| Low |
111-255 |
113-055 |
1-120 |
1.2% |
110-190 |
| Close |
113-065 |
113-160 |
0-095 |
0.3% |
112-020 |
| Range |
2-020 |
0-245 |
-1-095 |
-62.9% |
2-110 |
| ATR |
1-061 |
1-051 |
-0-010 |
-2.5% |
0-000 |
| Volume |
1,869,420 |
1,769,493 |
-99,927 |
-5.3% |
11,366,081 |
|
| Daily Pivots for day following 04-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-267 |
115-138 |
113-295 |
|
| R3 |
115-022 |
114-213 |
113-227 |
|
| R2 |
114-097 |
114-097 |
113-205 |
|
| R1 |
113-288 |
113-288 |
113-182 |
114-032 |
| PP |
113-172 |
113-172 |
113-172 |
113-204 |
| S1 |
113-043 |
113-043 |
113-138 |
113-108 |
| S2 |
112-247 |
112-247 |
113-115 |
|
| S3 |
112-002 |
112-118 |
113-093 |
|
| S4 |
111-077 |
111-193 |
113-025 |
|
|
| 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 |
113-300 |
110-190 |
3-110 |
2.9% |
1-150 |
1.3% |
87% |
True |
False |
2,107,645 |
| 10 |
114-100 |
110-190 |
3-230 |
3.3% |
1-125 |
1.2% |
78% |
False |
False |
2,123,331 |
| 20 |
116-230 |
110-190 |
6-040 |
5.4% |
1-030 |
1.0% |
47% |
False |
False |
1,728,098 |
| 40 |
120-250 |
110-190 |
10-060 |
9.0% |
0-311 |
0.9% |
29% |
False |
False |
1,260,527 |
| 60 |
122-025 |
110-190 |
11-155 |
10.1% |
0-318 |
0.9% |
25% |
False |
False |
841,897 |
| 80 |
122-025 |
110-190 |
11-155 |
10.1% |
1-009 |
0.9% |
25% |
False |
False |
631,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-061 |
|
2.618 |
115-301 |
|
1.618 |
115-056 |
|
1.000 |
114-225 |
|
0.618 |
114-131 |
|
HIGH |
113-300 |
|
0.618 |
113-206 |
|
0.500 |
113-178 |
|
0.382 |
113-149 |
|
LOW |
113-055 |
|
0.618 |
112-224 |
|
1.000 |
112-130 |
|
1.618 |
111-299 |
|
2.618 |
111-054 |
|
4.250 |
109-294 |
|
|
| Fisher Pivots for day following 04-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
113-178 |
113-089 |
| PP |
113-172 |
113-018 |
| S1 |
113-166 |
112-268 |
|