ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 25-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2022 |
25-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
109-250 |
109-210 |
-0-040 |
-0.1% |
110-225 |
| High |
110-150 |
110-315 |
0-165 |
0.5% |
111-130 |
| Low |
109-130 |
109-200 |
0-070 |
0.2% |
108-265 |
| Close |
109-235 |
110-180 |
0-265 |
0.8% |
109-255 |
| Range |
1-020 |
1-115 |
0-095 |
27.9% |
2-185 |
| ATR |
1-024 |
1-031 |
0-006 |
1.9% |
0-000 |
| Volume |
1,547,877 |
1,943,598 |
395,721 |
25.6% |
7,972,450 |
|
| Daily Pivots for day following 25-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-150 |
113-280 |
111-099 |
|
| R3 |
113-035 |
112-165 |
110-300 |
|
| R2 |
111-240 |
111-240 |
110-260 |
|
| R1 |
111-050 |
111-050 |
110-220 |
111-145 |
| PP |
110-125 |
110-125 |
110-125 |
110-172 |
| S1 |
109-255 |
109-255 |
110-140 |
110-030 |
| S2 |
109-010 |
109-010 |
110-100 |
|
| S3 |
107-215 |
108-140 |
110-060 |
|
| S4 |
106-100 |
107-025 |
109-261 |
|
|
| 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 |
110-315 |
108-265 |
2-050 |
2.0% |
1-034 |
1.0% |
80% |
True |
False |
1,818,218 |
| 10 |
111-285 |
108-265 |
3-020 |
2.8% |
1-028 |
1.0% |
57% |
False |
False |
1,686,451 |
| 20 |
113-300 |
108-265 |
5-035 |
4.6% |
1-050 |
1.0% |
34% |
False |
False |
1,697,101 |
| 40 |
117-170 |
108-265 |
8-225 |
7.9% |
1-020 |
1.0% |
20% |
False |
False |
1,649,163 |
| 60 |
122-025 |
108-265 |
13-080 |
12.0% |
1-004 |
0.9% |
13% |
False |
False |
1,231,407 |
| 80 |
122-025 |
108-265 |
13-080 |
12.0% |
1-004 |
0.9% |
13% |
False |
False |
923,977 |
| 100 |
122-025 |
108-265 |
13-080 |
12.0% |
1-002 |
0.9% |
13% |
False |
False |
739,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-244 |
|
2.618 |
114-174 |
|
1.618 |
113-059 |
|
1.000 |
112-110 |
|
0.618 |
111-264 |
|
HIGH |
110-315 |
|
0.618 |
110-149 |
|
0.500 |
110-098 |
|
0.382 |
110-046 |
|
LOW |
109-200 |
|
0.618 |
108-251 |
|
1.000 |
108-085 |
|
1.618 |
107-136 |
|
2.618 |
106-021 |
|
4.250 |
103-271 |
|
|
| Fisher Pivots for day following 25-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
110-152 |
110-110 |
| PP |
110-125 |
110-040 |
| S1 |
110-098 |
109-290 |
|