ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 06-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2022 |
06-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
113-095 |
112-175 |
-0-240 |
-0.7% |
112-225 |
| High |
113-170 |
112-225 |
-0-265 |
-0.7% |
112-300 |
| Low |
112-085 |
111-270 |
-0-135 |
-0.4% |
110-190 |
| Close |
112-170 |
111-300 |
-0-190 |
-0.5% |
112-020 |
| Range |
1-085 |
0-275 |
-0-130 |
-32.1% |
2-110 |
| ATR |
1-053 |
1-046 |
-0-007 |
-1.9% |
0-000 |
| Volume |
1,611,470 |
1,481,654 |
-129,816 |
-8.1% |
11,366,081 |
|
| Daily Pivots for day following 06-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-237 |
114-063 |
112-131 |
|
| R3 |
113-282 |
113-108 |
112-056 |
|
| R2 |
113-007 |
113-007 |
112-030 |
|
| R1 |
112-153 |
112-153 |
112-005 |
112-102 |
| PP |
112-052 |
112-052 |
112-052 |
112-026 |
| S1 |
111-198 |
111-198 |
111-275 |
111-148 |
| S2 |
111-097 |
111-097 |
111-250 |
|
| S3 |
110-142 |
110-243 |
111-224 |
|
| S4 |
109-187 |
109-288 |
111-149 |
|
|
| 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 |
111-235 |
2-065 |
2.0% |
1-071 |
1.1% |
9% |
False |
False |
1,753,832 |
| 10 |
113-300 |
110-190 |
3-110 |
3.0% |
1-118 |
1.2% |
40% |
False |
False |
2,025,374 |
| 20 |
116-110 |
110-190 |
5-240 |
5.1% |
1-035 |
1.0% |
23% |
False |
False |
1,740,175 |
| 40 |
120-180 |
110-190 |
9-310 |
8.9% |
0-313 |
0.9% |
13% |
False |
False |
1,337,002 |
| 60 |
122-025 |
110-190 |
11-155 |
10.3% |
0-318 |
0.9% |
12% |
False |
False |
893,438 |
| 80 |
122-025 |
110-190 |
11-155 |
10.3% |
1-007 |
0.9% |
12% |
False |
False |
670,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-114 |
|
2.618 |
114-305 |
|
1.618 |
114-030 |
|
1.000 |
113-180 |
|
0.618 |
113-075 |
|
HIGH |
112-225 |
|
0.618 |
112-120 |
|
0.500 |
112-088 |
|
0.382 |
112-055 |
|
LOW |
111-270 |
|
0.618 |
111-100 |
|
1.000 |
110-315 |
|
1.618 |
110-145 |
|
2.618 |
109-190 |
|
4.250 |
108-061 |
|
|
| Fisher Pivots for day following 06-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
112-088 |
112-285 |
| PP |
112-052 |
112-183 |
| S1 |
112-016 |
112-082 |
|