ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 10-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2022 |
10-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
111-290 |
111-140 |
-0-150 |
-0.4% |
111-265 |
| High |
111-310 |
111-215 |
-0-095 |
-0.3% |
113-300 |
| Low |
111-060 |
110-225 |
-0-155 |
-0.4% |
111-060 |
| Close |
111-155 |
111-005 |
-0-150 |
-0.4% |
111-155 |
| Range |
0-250 |
0-310 |
0-060 |
24.0% |
2-240 |
| ATR |
1-038 |
1-035 |
-0-003 |
-1.0% |
0-000 |
| Volume |
1,333,196 |
472,366 |
-860,830 |
-64.6% |
8,065,233 |
|
| Daily Pivots for day following 10-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-012 |
113-158 |
111-176 |
|
| R3 |
113-022 |
112-168 |
111-090 |
|
| R2 |
112-032 |
112-032 |
111-062 |
|
| R1 |
111-178 |
111-178 |
111-033 |
111-110 |
| PP |
111-042 |
111-042 |
111-042 |
111-008 |
| S1 |
110-188 |
110-188 |
110-297 |
110-120 |
| S2 |
110-052 |
110-052 |
110-268 |
|
| S3 |
109-062 |
109-198 |
110-240 |
|
| S4 |
108-072 |
108-208 |
110-154 |
|
|
| Weekly Pivots for week ending 07-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-145 |
118-230 |
112-319 |
|
| R3 |
117-225 |
115-310 |
112-077 |
|
| R2 |
114-305 |
114-305 |
111-316 |
|
| R1 |
113-070 |
113-070 |
111-236 |
112-228 |
| PP |
112-065 |
112-065 |
112-065 |
111-304 |
| S1 |
110-150 |
110-150 |
111-074 |
109-308 |
| S2 |
109-145 |
109-145 |
110-314 |
|
| S3 |
106-225 |
107-230 |
110-233 |
|
| S4 |
103-305 |
104-310 |
109-311 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-300 |
110-225 |
3-075 |
2.9% |
0-297 |
0.8% |
10% |
False |
True |
1,333,635 |
| 10 |
113-300 |
110-190 |
3-110 |
3.0% |
1-082 |
1.1% |
13% |
False |
False |
1,777,714 |
| 20 |
116-045 |
110-190 |
5-175 |
5.0% |
1-042 |
1.0% |
8% |
False |
False |
1,719,178 |
| 40 |
120-025 |
110-190 |
9-155 |
8.5% |
0-311 |
0.9% |
4% |
False |
False |
1,381,132 |
| 60 |
122-025 |
110-190 |
11-155 |
10.3% |
0-318 |
0.9% |
4% |
False |
False |
923,528 |
| 80 |
122-025 |
110-190 |
11-155 |
10.3% |
0-319 |
0.9% |
4% |
False |
False |
692,665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-252 |
|
2.618 |
114-067 |
|
1.618 |
113-077 |
|
1.000 |
112-205 |
|
0.618 |
112-087 |
|
HIGH |
111-215 |
|
0.618 |
111-097 |
|
0.500 |
111-060 |
|
0.382 |
111-023 |
|
LOW |
110-225 |
|
0.618 |
110-033 |
|
1.000 |
109-235 |
|
1.618 |
109-043 |
|
2.618 |
108-053 |
|
4.250 |
106-188 |
|
|
| Fisher Pivots for day following 10-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
111-060 |
111-225 |
| PP |
111-042 |
111-152 |
| S1 |
111-023 |
111-078 |
|