ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 27-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2022 |
27-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
110-180 |
111-040 |
0-180 |
0.5% |
110-225 |
| High |
111-085 |
111-310 |
0-225 |
0.6% |
111-130 |
| Low |
110-160 |
110-180 |
0-020 |
0.1% |
108-265 |
| Close |
111-030 |
111-220 |
0-190 |
0.5% |
109-255 |
| Range |
0-245 |
1-130 |
0-205 |
83.7% |
2-185 |
| ATR |
1-023 |
1-031 |
0-008 |
2.2% |
0-000 |
| Volume |
1,707,764 |
2,359,431 |
651,667 |
38.2% |
7,972,450 |
|
| Daily Pivots for day following 27-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-200 |
115-020 |
112-148 |
|
| R3 |
114-070 |
113-210 |
112-024 |
|
| R2 |
112-260 |
112-260 |
111-302 |
|
| R1 |
112-080 |
112-080 |
111-261 |
112-170 |
| PP |
111-130 |
111-130 |
111-130 |
111-175 |
| S1 |
110-270 |
110-270 |
111-179 |
111-040 |
| S2 |
110-000 |
110-000 |
111-138 |
|
| S3 |
108-190 |
109-140 |
111-096 |
|
| S4 |
107-060 |
108-010 |
110-292 |
|
|
| 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 |
111-310 |
108-265 |
3-045 |
2.8% |
1-047 |
1.0% |
91% |
True |
False |
2,006,782 |
| 10 |
111-310 |
108-265 |
3-045 |
2.8% |
1-016 |
0.9% |
91% |
True |
False |
1,726,224 |
| 20 |
113-300 |
108-265 |
5-035 |
4.6% |
1-031 |
1.0% |
56% |
False |
False |
1,657,351 |
| 40 |
116-275 |
108-265 |
8-010 |
7.2% |
1-024 |
1.0% |
36% |
False |
False |
1,672,092 |
| 60 |
120-305 |
108-265 |
12-040 |
10.9% |
0-319 |
0.9% |
24% |
False |
False |
1,298,878 |
| 80 |
122-025 |
108-265 |
13-080 |
11.9% |
1-002 |
0.9% |
22% |
False |
False |
974,815 |
| 100 |
122-025 |
108-265 |
13-080 |
11.9% |
1-006 |
0.9% |
22% |
False |
False |
779,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-302 |
|
2.618 |
115-208 |
|
1.618 |
114-078 |
|
1.000 |
113-120 |
|
0.618 |
112-268 |
|
HIGH |
111-310 |
|
0.618 |
111-138 |
|
0.500 |
111-085 |
|
0.382 |
111-032 |
|
LOW |
110-180 |
|
0.618 |
109-222 |
|
1.000 |
109-050 |
|
1.618 |
108-092 |
|
2.618 |
106-282 |
|
4.250 |
104-188 |
|
|
| Fisher Pivots for day following 27-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
111-175 |
111-125 |
| PP |
111-130 |
111-030 |
| S1 |
111-085 |
110-255 |
|