ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 01-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2022 |
01-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
110-290 |
110-235 |
-0-055 |
-0.2% |
109-250 |
| High |
110-305 |
111-205 |
0-220 |
0.6% |
111-310 |
| Low |
110-120 |
110-155 |
0-035 |
0.1% |
109-130 |
| Close |
110-190 |
110-185 |
-0-005 |
0.0% |
111-000 |
| Range |
0-185 |
1-050 |
0-185 |
100.0% |
2-180 |
| ATR |
1-021 |
1-023 |
0-002 |
0.6% |
0-000 |
| Volume |
1,866,622 |
1,837,010 |
-29,612 |
-1.6% |
9,357,749 |
|
| Daily Pivots for day following 01-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-118 |
113-202 |
111-068 |
|
| R3 |
113-068 |
112-152 |
110-287 |
|
| R2 |
112-018 |
112-018 |
110-253 |
|
| R1 |
111-102 |
111-102 |
110-219 |
111-035 |
| PP |
110-288 |
110-288 |
110-288 |
110-255 |
| S1 |
110-052 |
110-052 |
110-151 |
109-305 |
| S2 |
109-238 |
109-238 |
110-117 |
|
| S3 |
108-188 |
109-002 |
110-083 |
|
| S4 |
107-138 |
107-272 |
109-302 |
|
|
| 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 |
110-120 |
1-190 |
1.4% |
1-003 |
0.9% |
13% |
False |
False |
1,913,981 |
| 10 |
111-310 |
108-265 |
3-045 |
2.8% |
1-018 |
1.0% |
56% |
False |
False |
1,866,099 |
| 20 |
113-170 |
108-265 |
4-225 |
4.3% |
1-013 |
0.9% |
37% |
False |
False |
1,648,685 |
| 40 |
116-230 |
108-265 |
7-285 |
7.1% |
1-022 |
1.0% |
22% |
False |
False |
1,688,391 |
| 60 |
120-250 |
108-265 |
11-305 |
10.8% |
0-318 |
0.9% |
15% |
False |
False |
1,389,913 |
| 80 |
122-025 |
108-265 |
13-080 |
12.0% |
1-001 |
0.9% |
13% |
False |
False |
1,043,594 |
| 100 |
122-025 |
108-265 |
13-080 |
12.0% |
1-010 |
0.9% |
13% |
False |
False |
834,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-178 |
|
2.618 |
114-214 |
|
1.618 |
113-164 |
|
1.000 |
112-255 |
|
0.618 |
112-114 |
|
HIGH |
111-205 |
|
0.618 |
111-064 |
|
0.500 |
111-020 |
|
0.382 |
110-296 |
|
LOW |
110-155 |
|
0.618 |
109-246 |
|
1.000 |
109-105 |
|
1.618 |
108-196 |
|
2.618 |
107-146 |
|
4.250 |
105-182 |
|
|
| Fisher Pivots for day following 01-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
111-020 |
111-050 |
| PP |
110-288 |
110-308 |
| S1 |
110-237 |
110-247 |
|