ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 31-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2022 |
31-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
111-270 |
110-290 |
-0-300 |
-0.8% |
109-250 |
| High |
111-300 |
110-305 |
-0-315 |
-0.9% |
111-310 |
| Low |
110-255 |
110-120 |
-0-135 |
-0.4% |
109-130 |
| Close |
111-000 |
110-190 |
-0-130 |
-0.4% |
111-000 |
| Range |
1-045 |
0-185 |
-0-180 |
-49.3% |
2-180 |
| ATR |
1-032 |
1-021 |
-0-011 |
-3.1% |
0-000 |
| Volume |
1,799,079 |
1,866,622 |
67,543 |
3.8% |
9,357,749 |
|
| Daily Pivots for day following 31-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-120 |
112-020 |
110-292 |
|
| R3 |
111-255 |
111-155 |
110-241 |
|
| R2 |
111-070 |
111-070 |
110-224 |
|
| R1 |
110-290 |
110-290 |
110-207 |
110-248 |
| PP |
110-205 |
110-205 |
110-205 |
110-184 |
| S1 |
110-105 |
110-105 |
110-173 |
110-062 |
| S2 |
110-020 |
110-020 |
110-156 |
|
| S3 |
109-155 |
109-240 |
110-139 |
|
| S4 |
108-290 |
109-055 |
110-088 |
|
|
| 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 |
109-200 |
2-110 |
2.1% |
1-016 |
0.9% |
41% |
False |
False |
1,935,298 |
| 10 |
111-310 |
108-265 |
3-045 |
2.8% |
1-004 |
0.9% |
56% |
False |
False |
1,815,479 |
| 20 |
113-300 |
108-265 |
5-035 |
4.6% |
1-007 |
0.9% |
35% |
False |
False |
1,645,309 |
| 40 |
116-275 |
108-265 |
8-010 |
7.3% |
1-024 |
1.0% |
22% |
False |
False |
1,683,605 |
| 60 |
120-250 |
108-265 |
11-305 |
10.8% |
0-316 |
0.9% |
15% |
False |
False |
1,359,573 |
| 80 |
122-025 |
108-265 |
13-080 |
12.0% |
1-001 |
0.9% |
13% |
False |
False |
1,020,632 |
| 100 |
122-025 |
108-265 |
13-080 |
12.0% |
1-007 |
0.9% |
13% |
False |
False |
816,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-131 |
|
2.618 |
112-149 |
|
1.618 |
111-284 |
|
1.000 |
111-170 |
|
0.618 |
111-099 |
|
HIGH |
110-305 |
|
0.618 |
110-234 |
|
0.500 |
110-212 |
|
0.382 |
110-191 |
|
LOW |
110-120 |
|
0.618 |
110-006 |
|
1.000 |
109-255 |
|
1.618 |
109-141 |
|
2.618 |
108-276 |
|
4.250 |
107-294 |
|
|
| Fisher Pivots for day following 31-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
110-212 |
111-055 |
| PP |
110-205 |
110-313 |
| S1 |
110-198 |
110-252 |
|