ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 05-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2022 |
05-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
113-075 |
113-095 |
0-020 |
0.1% |
112-225 |
| High |
113-300 |
113-170 |
-0-130 |
-0.4% |
112-300 |
| Low |
113-055 |
112-085 |
-0-290 |
-0.8% |
110-190 |
| Close |
113-160 |
112-170 |
-0-310 |
-0.9% |
112-020 |
| Range |
0-245 |
1-085 |
0-160 |
65.3% |
2-110 |
| ATR |
1-051 |
1-053 |
0-002 |
0.7% |
0-000 |
| Volume |
1,769,493 |
1,611,470 |
-158,023 |
-8.9% |
11,366,081 |
|
| Daily Pivots for day following 05-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-183 |
115-262 |
113-073 |
|
| R3 |
115-098 |
114-177 |
112-281 |
|
| R2 |
114-013 |
114-013 |
112-244 |
|
| R1 |
113-092 |
113-092 |
112-207 |
113-010 |
| PP |
112-248 |
112-248 |
112-248 |
112-208 |
| S1 |
112-007 |
112-007 |
112-133 |
111-245 |
| S2 |
111-163 |
111-163 |
112-096 |
|
| S3 |
110-078 |
110-242 |
112-059 |
|
| S4 |
108-313 |
109-157 |
111-267 |
|
|
| 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 |
111-205 |
2-095 |
2.0% |
1-081 |
1.1% |
39% |
False |
False |
1,848,265 |
| 10 |
114-000 |
110-190 |
3-130 |
3.0% |
1-133 |
1.3% |
57% |
False |
False |
2,105,352 |
| 20 |
116-230 |
110-190 |
6-040 |
5.4% |
1-038 |
1.0% |
32% |
False |
False |
1,736,750 |
| 40 |
120-250 |
110-190 |
10-060 |
9.1% |
0-317 |
0.9% |
19% |
False |
False |
1,300,454 |
| 60 |
122-025 |
110-190 |
11-155 |
10.2% |
1-000 |
0.9% |
17% |
False |
False |
868,753 |
| 80 |
122-025 |
110-190 |
11-155 |
10.2% |
1-008 |
0.9% |
17% |
False |
False |
651,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-291 |
|
2.618 |
116-270 |
|
1.618 |
115-185 |
|
1.000 |
114-255 |
|
0.618 |
114-100 |
|
HIGH |
113-170 |
|
0.618 |
113-015 |
|
0.500 |
112-288 |
|
0.382 |
112-240 |
|
LOW |
112-085 |
|
0.618 |
111-155 |
|
1.000 |
111-000 |
|
1.618 |
110-070 |
|
2.618 |
108-305 |
|
4.250 |
106-284 |
|
|
| Fisher Pivots for day following 05-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
112-288 |
112-278 |
| PP |
112-248 |
112-242 |
| S1 |
112-209 |
112-206 |
|