ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 24-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2022 |
24-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
109-125 |
109-250 |
0-125 |
0.4% |
110-225 |
| High |
109-310 |
110-150 |
0-160 |
0.5% |
111-130 |
| Low |
108-265 |
109-130 |
0-185 |
0.5% |
108-265 |
| Close |
109-255 |
109-235 |
-0-020 |
-0.1% |
109-255 |
| Range |
1-045 |
1-020 |
-0-025 |
-6.8% |
2-185 |
| ATR |
1-025 |
1-024 |
0-000 |
-0.1% |
0-000 |
| Volume |
2,475,242 |
1,547,877 |
-927,365 |
-37.5% |
7,972,450 |
|
| Daily Pivots for day following 24-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-018 |
112-147 |
110-102 |
|
| R3 |
111-318 |
111-127 |
110-008 |
|
| R2 |
110-298 |
110-298 |
109-297 |
|
| R1 |
110-107 |
110-107 |
109-266 |
110-032 |
| PP |
109-278 |
109-278 |
109-278 |
109-241 |
| S1 |
109-087 |
109-087 |
109-204 |
109-012 |
| S2 |
108-258 |
108-258 |
109-173 |
|
| S3 |
107-238 |
108-067 |
109-142 |
|
| S4 |
106-218 |
107-047 |
109-048 |
|
|
| 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 |
111-045 |
108-265 |
2-100 |
2.1% |
0-311 |
0.9% |
39% |
False |
False |
1,695,659 |
| 10 |
111-285 |
108-265 |
3-020 |
2.8% |
1-017 |
1.0% |
30% |
False |
False |
1,656,151 |
| 20 |
113-300 |
108-265 |
5-035 |
4.7% |
1-050 |
1.1% |
18% |
False |
False |
1,716,933 |
| 40 |
117-175 |
108-265 |
8-230 |
7.9% |
1-014 |
1.0% |
10% |
False |
False |
1,628,976 |
| 60 |
122-025 |
108-265 |
13-080 |
12.1% |
1-001 |
0.9% |
7% |
False |
False |
1,199,127 |
| 80 |
122-025 |
108-265 |
13-080 |
12.1% |
1-006 |
0.9% |
7% |
False |
False |
899,682 |
| 100 |
122-025 |
108-265 |
13-080 |
12.1% |
0-318 |
0.9% |
7% |
False |
False |
719,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-315 |
|
2.618 |
113-080 |
|
1.618 |
112-060 |
|
1.000 |
111-170 |
|
0.618 |
111-040 |
|
HIGH |
110-150 |
|
0.618 |
110-020 |
|
0.500 |
109-300 |
|
0.382 |
109-260 |
|
LOW |
109-130 |
|
0.618 |
108-240 |
|
1.000 |
108-110 |
|
1.618 |
107-220 |
|
2.618 |
106-200 |
|
4.250 |
104-285 |
|
|
| Fisher Pivots for day following 24-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
109-300 |
109-226 |
| PP |
109-278 |
109-217 |
| S1 |
109-257 |
109-208 |
|