ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 12-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2022 |
12-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
111-030 |
111-020 |
-0-010 |
0.0% |
111-265 |
| High |
111-220 |
111-205 |
-0-015 |
0.0% |
113-300 |
| Low |
110-215 |
110-300 |
0-085 |
0.2% |
111-060 |
| Close |
111-045 |
111-155 |
0-110 |
0.3% |
111-155 |
| Range |
1-005 |
0-225 |
-0-100 |
-30.8% |
2-240 |
| ATR |
1-033 |
1-023 |
-0-009 |
-2.6% |
0-000 |
| Volume |
1,640,605 |
1,395,612 |
-244,993 |
-14.9% |
8,065,233 |
|
| Daily Pivots for day following 12-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-148 |
113-057 |
111-279 |
|
| R3 |
112-243 |
112-152 |
111-217 |
|
| R2 |
112-018 |
112-018 |
111-196 |
|
| R1 |
111-247 |
111-247 |
111-176 |
111-292 |
| PP |
111-113 |
111-113 |
111-113 |
111-136 |
| S1 |
111-022 |
111-022 |
111-134 |
111-068 |
| S2 |
110-208 |
110-208 |
111-114 |
|
| S3 |
109-303 |
110-117 |
111-093 |
|
| S4 |
109-078 |
109-212 |
111-031 |
|
|
| 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 |
112-225 |
110-215 |
2-010 |
1.8% |
0-277 |
0.8% |
40% |
False |
False |
1,264,686 |
| 10 |
113-300 |
110-215 |
3-085 |
2.9% |
1-019 |
1.0% |
25% |
False |
False |
1,556,476 |
| 20 |
115-010 |
110-190 |
4-140 |
4.0% |
1-036 |
1.0% |
20% |
False |
False |
1,706,183 |
| 40 |
119-180 |
110-190 |
8-310 |
8.0% |
0-313 |
0.9% |
10% |
False |
False |
1,455,639 |
| 60 |
122-025 |
110-190 |
11-155 |
10.3% |
0-319 |
0.9% |
8% |
False |
False |
974,125 |
| 80 |
122-025 |
110-190 |
11-155 |
10.3% |
0-317 |
0.9% |
8% |
False |
False |
730,617 |
| 100 |
122-025 |
110-190 |
11-155 |
10.3% |
0-306 |
0.9% |
8% |
False |
False |
584,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-201 |
|
2.618 |
113-154 |
|
1.618 |
112-249 |
|
1.000 |
112-110 |
|
0.618 |
112-024 |
|
HIGH |
111-205 |
|
0.618 |
111-119 |
|
0.500 |
111-092 |
|
0.382 |
111-066 |
|
LOW |
110-300 |
|
0.618 |
110-161 |
|
1.000 |
110-075 |
|
1.618 |
109-256 |
|
2.618 |
109-031 |
|
4.250 |
107-304 |
|
|
| Fisher Pivots for day following 12-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
111-134 |
111-122 |
| PP |
111-113 |
111-090 |
| S1 |
111-092 |
111-058 |
|