ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 11-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2022 |
11-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
111-140 |
111-030 |
-0-110 |
-0.3% |
111-265 |
| High |
111-215 |
111-220 |
0-005 |
0.0% |
113-300 |
| Low |
110-225 |
110-215 |
-0-010 |
0.0% |
111-060 |
| Close |
111-005 |
111-045 |
0-040 |
0.1% |
111-155 |
| Range |
0-310 |
1-005 |
0-015 |
4.8% |
2-240 |
| ATR |
1-035 |
1-033 |
-0-002 |
-0.6% |
0-000 |
| Volume |
472,366 |
1,640,605 |
1,168,239 |
247.3% |
8,065,233 |
|
| Daily Pivots for day following 11-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-068 |
113-222 |
111-224 |
|
| R3 |
113-063 |
112-217 |
111-134 |
|
| R2 |
112-058 |
112-058 |
111-105 |
|
| R1 |
111-212 |
111-212 |
111-075 |
111-295 |
| PP |
111-053 |
111-053 |
111-053 |
111-095 |
| S1 |
110-207 |
110-207 |
111-015 |
110-290 |
| S2 |
110-048 |
110-048 |
110-305 |
|
| S3 |
109-043 |
109-202 |
110-276 |
|
| S4 |
108-038 |
108-197 |
110-186 |
|
|
| 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 |
113-170 |
110-215 |
2-275 |
2.6% |
0-313 |
0.9% |
16% |
False |
True |
1,307,858 |
| 10 |
113-300 |
110-190 |
3-110 |
3.0% |
1-072 |
1.1% |
16% |
False |
False |
1,707,751 |
| 20 |
115-065 |
110-190 |
4-195 |
4.1% |
1-035 |
1.0% |
12% |
False |
False |
1,710,117 |
| 40 |
119-315 |
110-190 |
9-125 |
8.4% |
0-313 |
0.9% |
6% |
False |
False |
1,421,565 |
| 60 |
122-025 |
110-190 |
11-155 |
10.3% |
0-319 |
0.9% |
5% |
False |
False |
950,870 |
| 80 |
122-025 |
110-190 |
11-155 |
10.3% |
0-316 |
0.9% |
5% |
False |
False |
713,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-001 |
|
2.618 |
114-111 |
|
1.618 |
113-106 |
|
1.000 |
112-225 |
|
0.618 |
112-101 |
|
HIGH |
111-220 |
|
0.618 |
111-096 |
|
0.500 |
111-058 |
|
0.382 |
111-019 |
|
LOW |
110-215 |
|
0.618 |
110-014 |
|
1.000 |
109-210 |
|
1.618 |
109-009 |
|
2.618 |
108-004 |
|
4.250 |
106-114 |
|
|
| Fisher Pivots for day following 11-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
111-058 |
111-102 |
| PP |
111-053 |
111-083 |
| S1 |
111-049 |
111-064 |
|