ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 19-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2022 |
19-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
110-230 |
110-265 |
0-035 |
0.1% |
111-140 |
| High |
111-045 |
110-290 |
-0-075 |
-0.2% |
111-285 |
| Low |
110-145 |
109-285 |
-0-180 |
-0.5% |
110-020 |
| Close |
110-290 |
110-000 |
-0-290 |
-0.8% |
110-190 |
| Range |
0-220 |
1-005 |
0-105 |
47.7% |
1-265 |
| ATR |
1-028 |
1-026 |
-0-002 |
-0.5% |
0-000 |
| Volume |
1,330,805 |
1,487,367 |
156,562 |
11.8% |
7,513,558 |
|
| Daily Pivots for day following 19-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-100 |
112-215 |
110-179 |
|
| R3 |
112-095 |
111-210 |
110-089 |
|
| R2 |
111-090 |
111-090 |
110-060 |
|
| R1 |
110-205 |
110-205 |
110-030 |
110-145 |
| PP |
110-085 |
110-085 |
110-085 |
110-055 |
| S1 |
109-200 |
109-200 |
109-290 |
109-140 |
| S2 |
109-080 |
109-080 |
109-260 |
|
| S3 |
108-075 |
108-195 |
109-231 |
|
| S4 |
107-070 |
107-190 |
109-141 |
|
|
| 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 |
109-285 |
2-000 |
1.8% |
1-042 |
1.0% |
5% |
False |
True |
1,573,035 |
| 10 |
112-225 |
109-285 |
2-260 |
2.6% |
1-000 |
0.9% |
4% |
False |
True |
1,418,860 |
| 20 |
114-000 |
109-285 |
4-035 |
3.7% |
1-066 |
1.1% |
3% |
False |
True |
1,762,106 |
| 40 |
118-005 |
109-285 |
8-040 |
7.4% |
1-006 |
0.9% |
1% |
False |
True |
1,624,248 |
| 60 |
122-025 |
109-285 |
12-060 |
11.1% |
1-002 |
0.9% |
1% |
False |
True |
1,104,973 |
| 80 |
122-025 |
109-285 |
12-060 |
11.1% |
1-003 |
0.9% |
1% |
False |
True |
828,931 |
| 100 |
122-025 |
109-285 |
12-060 |
11.1% |
0-316 |
0.9% |
1% |
False |
True |
663,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-071 |
|
2.618 |
113-181 |
|
1.618 |
112-176 |
|
1.000 |
111-295 |
|
0.618 |
111-171 |
|
HIGH |
110-290 |
|
0.618 |
110-166 |
|
0.500 |
110-128 |
|
0.382 |
110-089 |
|
LOW |
109-285 |
|
0.618 |
109-084 |
|
1.000 |
108-280 |
|
1.618 |
108-079 |
|
2.618 |
107-074 |
|
4.250 |
105-184 |
|
|
| Fisher Pivots for day following 19-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
110-128 |
110-208 |
| PP |
110-085 |
110-138 |
| S1 |
110-042 |
110-069 |
|