ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 13-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2022 |
13-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
111-020 |
111-165 |
0-145 |
0.4% |
111-265 |
| High |
111-205 |
111-285 |
0-080 |
0.2% |
113-300 |
| Low |
110-300 |
110-020 |
-0-280 |
-0.8% |
111-060 |
| Close |
111-155 |
111-005 |
-0-150 |
-0.4% |
111-155 |
| Range |
0-225 |
1-265 |
1-040 |
160.0% |
2-240 |
| ATR |
1-023 |
1-041 |
0-017 |
5.0% |
0-000 |
| Volume |
1,395,612 |
2,273,852 |
878,240 |
62.9% |
8,065,233 |
|
| Daily Pivots for day following 13-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-152 |
115-183 |
112-007 |
|
| R3 |
114-207 |
113-238 |
111-166 |
|
| R2 |
112-262 |
112-262 |
111-112 |
|
| R1 |
111-293 |
111-293 |
111-059 |
111-145 |
| PP |
110-317 |
110-317 |
110-317 |
110-242 |
| S1 |
110-028 |
110-028 |
110-271 |
109-200 |
| S2 |
109-052 |
109-052 |
110-218 |
|
| S3 |
107-107 |
108-083 |
110-164 |
|
| S4 |
105-162 |
106-138 |
110-003 |
|
|
| 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 |
111-310 |
110-020 |
1-290 |
1.7% |
1-019 |
1.0% |
50% |
False |
True |
1,423,126 |
| 10 |
113-300 |
110-020 |
3-280 |
3.5% |
1-045 |
1.0% |
25% |
False |
True |
1,588,479 |
| 20 |
114-305 |
110-020 |
4-285 |
4.4% |
1-055 |
1.1% |
19% |
False |
True |
1,756,944 |
| 40 |
119-110 |
110-020 |
9-090 |
8.4% |
1-000 |
0.9% |
10% |
False |
True |
1,510,754 |
| 60 |
122-025 |
110-020 |
12-005 |
10.8% |
1-005 |
0.9% |
8% |
False |
True |
1,012,004 |
| 80 |
122-025 |
110-020 |
12-005 |
10.8% |
1-002 |
0.9% |
8% |
False |
True |
759,041 |
| 100 |
122-025 |
110-020 |
12-005 |
10.8% |
0-312 |
0.9% |
8% |
False |
True |
607,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-211 |
|
2.618 |
116-217 |
|
1.618 |
114-272 |
|
1.000 |
113-230 |
|
0.618 |
113-007 |
|
HIGH |
111-285 |
|
0.618 |
111-062 |
|
0.500 |
110-312 |
|
0.382 |
110-243 |
|
LOW |
110-020 |
|
0.618 |
108-298 |
|
1.000 |
108-075 |
|
1.618 |
107-033 |
|
2.618 |
105-088 |
|
4.250 |
102-094 |
|
|
| Fisher Pivots for day following 13-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
111-001 |
111-001 |
| PP |
110-317 |
110-317 |
| S1 |
110-312 |
110-312 |
|