ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 14-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2022 |
14-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
111-165 |
111-015 |
-0-150 |
-0.4% |
111-140 |
| High |
111-285 |
111-230 |
-0-055 |
-0.2% |
111-285 |
| Low |
110-020 |
110-140 |
0-120 |
0.3% |
110-020 |
| Close |
111-005 |
110-190 |
-0-135 |
-0.4% |
110-190 |
| Range |
1-265 |
1-090 |
-0-175 |
-29.9% |
1-265 |
| ATR |
1-041 |
1-044 |
0-004 |
1.0% |
0-000 |
| Volume |
2,273,852 |
1,731,123 |
-542,729 |
-23.9% |
7,513,558 |
|
| Daily Pivots for day following 14-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-243 |
113-307 |
111-096 |
|
| R3 |
113-153 |
112-217 |
110-303 |
|
| R2 |
112-063 |
112-063 |
110-265 |
|
| R1 |
111-127 |
111-127 |
110-228 |
111-050 |
| PP |
110-293 |
110-293 |
110-293 |
110-255 |
| S1 |
110-037 |
110-037 |
110-152 |
109-280 |
| S2 |
109-203 |
109-203 |
110-115 |
|
| S3 |
108-113 |
108-267 |
110-077 |
|
| S4 |
107-023 |
107-177 |
109-284 |
|
|
| Weekly Pivots for week ending 14-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-107 |
115-093 |
111-192 |
|
| R3 |
114-162 |
113-148 |
111-031 |
|
| R2 |
112-217 |
112-217 |
110-297 |
|
| R1 |
111-203 |
111-203 |
110-244 |
111-078 |
| PP |
110-272 |
110-272 |
110-272 |
110-209 |
| S1 |
109-258 |
109-258 |
110-136 |
109-132 |
| S2 |
109-007 |
109-007 |
110-083 |
|
| S3 |
107-062 |
107-313 |
110-029 |
|
| S4 |
105-117 |
106-048 |
109-188 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-285 |
110-020 |
1-265 |
1.7% |
1-051 |
1.0% |
29% |
False |
False |
1,502,711 |
| 10 |
113-300 |
110-020 |
3-280 |
3.5% |
1-049 |
1.0% |
14% |
False |
False |
1,557,879 |
| 20 |
114-255 |
110-020 |
4-235 |
4.3% |
1-065 |
1.1% |
11% |
False |
False |
1,783,816 |
| 40 |
119-010 |
110-020 |
8-310 |
8.1% |
1-005 |
0.9% |
6% |
False |
False |
1,552,252 |
| 60 |
122-025 |
110-020 |
12-005 |
10.9% |
1-002 |
0.9% |
4% |
False |
False |
1,040,838 |
| 80 |
122-025 |
110-020 |
12-005 |
10.9% |
1-004 |
0.9% |
4% |
False |
False |
780,680 |
| 100 |
122-025 |
110-020 |
12-005 |
10.9% |
0-314 |
0.9% |
4% |
False |
False |
624,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-052 |
|
2.618 |
115-023 |
|
1.618 |
113-253 |
|
1.000 |
113-000 |
|
0.618 |
112-163 |
|
HIGH |
111-230 |
|
0.618 |
111-073 |
|
0.500 |
111-025 |
|
0.382 |
110-297 |
|
LOW |
110-140 |
|
0.618 |
109-207 |
|
1.000 |
109-050 |
|
1.618 |
108-117 |
|
2.618 |
107-027 |
|
4.250 |
104-318 |
|
|
| Fisher Pivots for day following 14-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
111-025 |
110-312 |
| PP |
110-293 |
110-272 |
| S1 |
110-242 |
110-231 |
|