ECBOT 10 Year T-Note Future December 2022
Trading Metrics calculated at close of trading on 28-Oct-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2022 |
28-Oct-2022 |
Change |
Change % |
Previous Week |
Open |
111-040 |
111-270 |
0-230 |
0.6% |
109-250 |
High |
111-310 |
111-300 |
-0-010 |
0.0% |
111-310 |
Low |
110-180 |
110-255 |
0-075 |
0.2% |
109-130 |
Close |
111-220 |
111-000 |
-0-220 |
-0.6% |
111-000 |
Range |
1-130 |
1-045 |
-0-085 |
-18.9% |
2-180 |
ATR |
1-031 |
1-032 |
0-001 |
0.3% |
0-000 |
Volume |
2,359,431 |
1,799,079 |
-560,352 |
-23.7% |
9,357,749 |
|
Daily Pivots for day following 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-213 |
113-312 |
111-201 |
|
R3 |
113-168 |
112-267 |
111-100 |
|
R2 |
112-123 |
112-123 |
111-067 |
|
R1 |
111-222 |
111-222 |
111-033 |
111-150 |
PP |
111-078 |
111-078 |
111-078 |
111-042 |
S1 |
110-177 |
110-177 |
110-287 |
110-105 |
S2 |
110-033 |
110-033 |
110-253 |
|
S3 |
108-308 |
109-132 |
110-220 |
|
S4 |
107-263 |
108-087 |
110-119 |
|
|
Weekly Pivots for week ending 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-153 |
117-097 |
112-131 |
|
R3 |
115-293 |
114-237 |
111-226 |
|
R2 |
113-113 |
113-113 |
111-150 |
|
R1 |
112-057 |
112-057 |
111-075 |
112-245 |
PP |
110-253 |
110-253 |
110-253 |
111-028 |
S1 |
109-197 |
109-197 |
110-245 |
110-065 |
S2 |
108-073 |
108-073 |
110-170 |
|
S3 |
105-213 |
107-017 |
110-094 |
|
S4 |
103-033 |
104-157 |
109-189 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
111-310 |
109-130 |
2-180 |
2.3% |
1-047 |
1.0% |
62% |
False |
False |
1,871,549 |
10 |
111-310 |
108-265 |
3-045 |
2.8% |
1-012 |
0.9% |
69% |
False |
False |
1,733,019 |
20 |
113-300 |
108-265 |
5-035 |
4.6% |
1-030 |
1.0% |
43% |
False |
False |
1,645,449 |
40 |
116-275 |
108-265 |
8-010 |
7.2% |
1-026 |
1.0% |
27% |
False |
False |
1,674,133 |
60 |
120-255 |
108-265 |
11-310 |
10.8% |
1-001 |
0.9% |
18% |
False |
False |
1,328,767 |
80 |
122-025 |
108-265 |
13-080 |
11.9% |
1-002 |
0.9% |
16% |
False |
False |
997,300 |
100 |
122-025 |
108-265 |
13-080 |
11.9% |
1-008 |
0.9% |
16% |
False |
False |
797,848 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
116-251 |
2.618 |
114-296 |
1.618 |
113-251 |
1.000 |
113-025 |
0.618 |
112-206 |
HIGH |
111-300 |
0.618 |
111-161 |
0.500 |
111-118 |
0.382 |
111-074 |
LOW |
110-255 |
0.618 |
110-029 |
1.000 |
109-210 |
1.618 |
108-304 |
2.618 |
107-259 |
4.250 |
105-304 |
|
|
Fisher Pivots for day following 28-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
111-118 |
111-075 |
PP |
111-078 |
111-050 |
S1 |
111-039 |
111-025 |
|