ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 21-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2022 |
21-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
109-300 |
109-125 |
-0-175 |
-0.5% |
110-225 |
| High |
110-070 |
109-310 |
-0-080 |
-0.2% |
111-130 |
| Low |
109-085 |
108-265 |
-0-140 |
-0.4% |
108-265 |
| Close |
109-115 |
109-255 |
0-140 |
0.4% |
109-255 |
| Range |
0-305 |
1-045 |
0-060 |
19.7% |
2-185 |
| ATR |
1-023 |
1-025 |
0-002 |
0.5% |
0-000 |
| Volume |
1,637,008 |
2,475,242 |
838,234 |
51.2% |
7,972,450 |
|
| Daily Pivots for day following 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-305 |
112-165 |
110-136 |
|
| R3 |
111-260 |
111-120 |
110-035 |
|
| R2 |
110-215 |
110-215 |
110-002 |
|
| R1 |
110-075 |
110-075 |
109-288 |
110-145 |
| PP |
109-170 |
109-170 |
109-170 |
109-205 |
| S1 |
109-030 |
109-030 |
109-222 |
109-100 |
| S2 |
108-125 |
108-125 |
109-188 |
|
| S3 |
107-080 |
107-305 |
109-155 |
|
| S4 |
106-035 |
106-260 |
109-054 |
|
|
| Weekly Pivots for week ending 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-238 |
116-112 |
111-069 |
|
| R3 |
115-053 |
113-247 |
110-162 |
|
| R2 |
112-188 |
112-188 |
110-086 |
|
| R1 |
111-062 |
111-062 |
110-011 |
110-192 |
| PP |
110-003 |
110-003 |
110-003 |
109-229 |
| S1 |
108-197 |
108-197 |
109-179 |
108-008 |
| S2 |
107-138 |
107-138 |
109-104 |
|
| S3 |
104-273 |
106-012 |
109-028 |
|
| S4 |
102-088 |
103-147 |
108-121 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-130 |
108-265 |
2-185 |
2.3% |
0-297 |
0.8% |
38% |
False |
True |
1,594,490 |
| 10 |
111-285 |
108-265 |
3-020 |
2.8% |
1-014 |
1.0% |
32% |
False |
True |
1,548,600 |
| 20 |
113-300 |
108-265 |
5-035 |
4.7% |
1-060 |
1.1% |
19% |
False |
True |
1,745,866 |
| 40 |
118-000 |
108-265 |
9-055 |
8.4% |
1-010 |
0.9% |
11% |
False |
True |
1,628,008 |
| 60 |
122-025 |
108-265 |
13-080 |
12.1% |
1-000 |
0.9% |
7% |
False |
True |
1,173,384 |
| 80 |
122-025 |
108-265 |
13-080 |
12.1% |
1-005 |
0.9% |
7% |
False |
True |
880,334 |
| 100 |
122-025 |
108-265 |
13-080 |
12.1% |
0-318 |
0.9% |
7% |
False |
True |
704,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-261 |
|
2.618 |
112-306 |
|
1.618 |
111-261 |
|
1.000 |
111-035 |
|
0.618 |
110-216 |
|
HIGH |
109-310 |
|
0.618 |
109-171 |
|
0.500 |
109-128 |
|
0.382 |
109-084 |
|
LOW |
108-265 |
|
0.618 |
108-039 |
|
1.000 |
107-220 |
|
1.618 |
106-314 |
|
2.618 |
105-269 |
|
4.250 |
103-314 |
|
|
| Fisher Pivots for day following 21-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
109-212 |
109-278 |
| PP |
109-170 |
109-270 |
| S1 |
109-128 |
109-262 |
|