ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 17-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2022 |
17-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
111-015 |
110-225 |
-0-110 |
-0.3% |
111-140 |
| High |
111-230 |
111-130 |
-0-100 |
-0.3% |
111-285 |
| Low |
110-140 |
110-180 |
0-040 |
0.1% |
110-020 |
| Close |
110-190 |
110-225 |
0-035 |
0.1% |
110-190 |
| Range |
1-090 |
0-270 |
-0-140 |
-34.1% |
1-265 |
| ATR |
1-044 |
1-037 |
-0-007 |
-1.8% |
0-000 |
| Volume |
1,731,123 |
1,042,028 |
-689,095 |
-39.8% |
7,513,558 |
|
| Daily Pivots for day following 17-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-135 |
112-290 |
111-054 |
|
| R3 |
112-185 |
112-020 |
110-299 |
|
| R2 |
111-235 |
111-235 |
110-274 |
|
| R1 |
111-070 |
111-070 |
110-250 |
111-040 |
| PP |
110-285 |
110-285 |
110-285 |
110-270 |
| S1 |
110-120 |
110-120 |
110-200 |
110-090 |
| S2 |
110-015 |
110-015 |
110-176 |
|
| S3 |
109-065 |
109-170 |
110-151 |
|
| S4 |
108-115 |
108-220 |
110-076 |
|
|
| 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% |
1-043 |
1.0% |
35% |
False |
False |
1,616,644 |
| 10 |
113-300 |
110-020 |
3-280 |
3.5% |
1-010 |
0.9% |
17% |
False |
False |
1,475,139 |
| 20 |
114-170 |
110-020 |
4-150 |
4.0% |
1-070 |
1.1% |
14% |
False |
False |
1,787,759 |
| 40 |
118-175 |
110-020 |
8-155 |
7.7% |
1-005 |
0.9% |
8% |
False |
False |
1,575,428 |
| 60 |
122-025 |
110-020 |
12-005 |
10.9% |
1-000 |
0.9% |
5% |
False |
False |
1,058,186 |
| 80 |
122-025 |
110-020 |
12-005 |
10.9% |
1-002 |
0.9% |
5% |
False |
False |
793,704 |
| 100 |
122-025 |
110-020 |
12-005 |
10.9% |
0-314 |
0.9% |
5% |
False |
False |
634,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-318 |
|
2.618 |
113-197 |
|
1.618 |
112-247 |
|
1.000 |
112-080 |
|
0.618 |
111-297 |
|
HIGH |
111-130 |
|
0.618 |
111-027 |
|
0.500 |
110-315 |
|
0.382 |
110-283 |
|
LOW |
110-180 |
|
0.618 |
110-013 |
|
1.000 |
109-230 |
|
1.618 |
109-063 |
|
2.618 |
108-113 |
|
4.250 |
106-312 |
|
|
| Fisher Pivots for day following 17-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
110-315 |
110-312 |
| PP |
110-285 |
110-283 |
| S1 |
110-255 |
110-254 |
|