ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 18-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2022 |
18-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
110-225 |
110-230 |
0-005 |
0.0% |
111-140 |
| High |
111-130 |
111-045 |
-0-085 |
-0.2% |
111-285 |
| Low |
110-180 |
110-145 |
-0-035 |
-0.1% |
110-020 |
| Close |
110-225 |
110-290 |
0-065 |
0.2% |
110-190 |
| Range |
0-270 |
0-220 |
-0-050 |
-18.5% |
1-265 |
| ATR |
1-037 |
1-028 |
-0-010 |
-2.7% |
0-000 |
| Volume |
1,042,028 |
1,330,805 |
288,777 |
27.7% |
7,513,558 |
|
| Daily Pivots for day following 18-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-287 |
112-188 |
111-091 |
|
| R3 |
112-067 |
111-288 |
111-030 |
|
| R2 |
111-167 |
111-167 |
111-010 |
|
| R1 |
111-068 |
111-068 |
110-310 |
111-118 |
| PP |
110-267 |
110-267 |
110-267 |
110-291 |
| S1 |
110-168 |
110-168 |
110-270 |
110-218 |
| S2 |
110-047 |
110-047 |
110-250 |
|
| S3 |
109-147 |
109-268 |
110-230 |
|
| S4 |
108-247 |
109-048 |
110-169 |
|
|
| 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 |
1.6% |
1-022 |
1.0% |
46% |
False |
False |
1,554,684 |
| 10 |
113-170 |
110-020 |
3-150 |
3.1% |
1-008 |
0.9% |
24% |
False |
False |
1,431,271 |
| 20 |
114-100 |
110-020 |
4-080 |
3.8% |
1-066 |
1.1% |
20% |
False |
False |
1,777,301 |
| 40 |
118-100 |
110-020 |
8-080 |
7.4% |
1-004 |
0.9% |
10% |
False |
False |
1,600,867 |
| 60 |
122-025 |
110-020 |
12-005 |
10.8% |
1-000 |
0.9% |
7% |
False |
False |
1,080,326 |
| 80 |
122-025 |
110-020 |
12-005 |
10.8% |
1-002 |
0.9% |
7% |
False |
False |
810,339 |
| 100 |
122-025 |
110-020 |
12-005 |
10.8% |
0-315 |
0.9% |
7% |
False |
False |
648,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-020 |
|
2.618 |
112-301 |
|
1.618 |
112-081 |
|
1.000 |
111-265 |
|
0.618 |
111-181 |
|
HIGH |
111-045 |
|
0.618 |
110-281 |
|
0.500 |
110-255 |
|
0.382 |
110-229 |
|
LOW |
110-145 |
|
0.618 |
110-009 |
|
1.000 |
109-245 |
|
1.618 |
109-109 |
|
2.618 |
108-209 |
|
4.250 |
107-170 |
|
|
| Fisher Pivots for day following 18-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
110-278 |
111-025 |
| PP |
110-267 |
111-007 |
| S1 |
110-255 |
110-308 |
|