ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 26-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2022 |
26-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
109-210 |
110-180 |
0-290 |
0.8% |
110-225 |
| High |
110-315 |
111-085 |
0-090 |
0.3% |
111-130 |
| Low |
109-200 |
110-160 |
0-280 |
0.8% |
108-265 |
| Close |
110-180 |
111-030 |
0-170 |
0.5% |
109-255 |
| Range |
1-115 |
0-245 |
-0-190 |
-43.7% |
2-185 |
| ATR |
1-031 |
1-023 |
-0-008 |
-2.2% |
0-000 |
| Volume |
1,943,598 |
1,707,764 |
-235,834 |
-12.1% |
7,972,450 |
|
| Daily Pivots for day following 26-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-080 |
112-300 |
111-165 |
|
| R3 |
112-155 |
112-055 |
111-097 |
|
| R2 |
111-230 |
111-230 |
111-075 |
|
| R1 |
111-130 |
111-130 |
111-052 |
111-180 |
| PP |
110-305 |
110-305 |
110-305 |
111-010 |
| S1 |
110-205 |
110-205 |
111-008 |
110-255 |
| S2 |
110-060 |
110-060 |
110-305 |
|
| S3 |
109-135 |
109-280 |
110-283 |
|
| S4 |
108-210 |
109-035 |
110-215 |
|
|
| 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 |
111-085 |
108-265 |
2-140 |
2.2% |
1-018 |
1.0% |
93% |
True |
False |
1,862,297 |
| 10 |
111-285 |
108-265 |
3-020 |
2.8% |
1-030 |
1.0% |
74% |
False |
False |
1,717,666 |
| 20 |
113-300 |
108-265 |
5-035 |
4.6% |
1-024 |
1.0% |
44% |
False |
False |
1,637,071 |
| 40 |
117-075 |
108-265 |
8-130 |
7.6% |
1-020 |
1.0% |
27% |
False |
False |
1,660,095 |
| 60 |
120-305 |
108-265 |
12-040 |
10.9% |
0-318 |
0.9% |
19% |
False |
False |
1,259,728 |
| 80 |
122-025 |
108-265 |
13-080 |
11.9% |
1-002 |
0.9% |
17% |
False |
False |
945,323 |
| 100 |
122-025 |
108-265 |
13-080 |
11.9% |
1-001 |
0.9% |
17% |
False |
False |
756,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-166 |
|
2.618 |
113-086 |
|
1.618 |
112-161 |
|
1.000 |
112-010 |
|
0.618 |
111-236 |
|
HIGH |
111-085 |
|
0.618 |
110-311 |
|
0.500 |
110-282 |
|
0.382 |
110-254 |
|
LOW |
110-160 |
|
0.618 |
110-009 |
|
1.000 |
109-235 |
|
1.618 |
109-084 |
|
2.618 |
108-159 |
|
4.250 |
107-079 |
|
|
| Fisher Pivots for day following 26-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
111-008 |
110-269 |
| PP |
110-305 |
110-188 |
| S1 |
110-282 |
110-108 |
|