ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 20-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2022 |
20-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
110-265 |
109-300 |
-0-285 |
-0.8% |
111-140 |
| High |
110-290 |
110-070 |
-0-220 |
-0.6% |
111-285 |
| Low |
109-285 |
109-085 |
-0-200 |
-0.6% |
110-020 |
| Close |
110-000 |
109-115 |
-0-205 |
-0.6% |
110-190 |
| Range |
1-005 |
0-305 |
-0-020 |
-6.2% |
1-265 |
| ATR |
1-026 |
1-023 |
-0-003 |
-0.8% |
0-000 |
| Volume |
1,487,367 |
1,637,008 |
149,641 |
10.1% |
7,513,558 |
|
| Daily Pivots for day following 20-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-152 |
111-278 |
109-283 |
|
| R3 |
111-167 |
110-293 |
109-199 |
|
| R2 |
110-182 |
110-182 |
109-171 |
|
| R1 |
109-308 |
109-308 |
109-143 |
109-252 |
| PP |
109-197 |
109-197 |
109-197 |
109-169 |
| S1 |
109-003 |
109-003 |
109-087 |
108-268 |
| S2 |
108-212 |
108-212 |
109-059 |
|
| S3 |
107-227 |
108-018 |
109-031 |
|
| S4 |
106-242 |
107-033 |
108-267 |
|
|
| 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 |
111-230 |
109-085 |
2-145 |
2.2% |
0-306 |
0.9% |
4% |
False |
True |
1,445,666 |
| 10 |
111-310 |
109-085 |
2-225 |
2.5% |
1-002 |
0.9% |
3% |
False |
True |
1,434,396 |
| 20 |
113-300 |
109-085 |
4-215 |
4.3% |
1-060 |
1.1% |
2% |
False |
True |
1,729,885 |
| 40 |
118-000 |
109-085 |
8-235 |
8.0% |
1-007 |
0.9% |
1% |
False |
True |
1,620,074 |
| 60 |
122-025 |
109-085 |
12-260 |
11.7% |
1-002 |
0.9% |
1% |
False |
True |
1,132,208 |
| 80 |
122-025 |
109-085 |
12-260 |
11.7% |
1-004 |
0.9% |
1% |
False |
True |
849,394 |
| 100 |
122-025 |
109-085 |
12-260 |
11.7% |
0-317 |
0.9% |
1% |
False |
True |
679,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-086 |
|
2.618 |
112-228 |
|
1.618 |
111-243 |
|
1.000 |
111-055 |
|
0.618 |
110-258 |
|
HIGH |
110-070 |
|
0.618 |
109-273 |
|
0.500 |
109-238 |
|
0.382 |
109-202 |
|
LOW |
109-085 |
|
0.618 |
108-217 |
|
1.000 |
108-100 |
|
1.618 |
107-232 |
|
2.618 |
106-247 |
|
4.250 |
105-069 |
|
|
| Fisher Pivots for day following 20-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
109-238 |
110-065 |
| PP |
109-197 |
109-295 |
| S1 |
109-156 |
109-205 |
|