ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 02-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2022 |
02-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
110-235 |
110-180 |
-0-055 |
-0.2% |
109-250 |
| High |
111-205 |
111-090 |
-0-115 |
-0.3% |
111-310 |
| Low |
110-155 |
110-050 |
-0-105 |
-0.3% |
109-130 |
| Close |
110-185 |
110-200 |
0-015 |
0.0% |
111-000 |
| Range |
1-050 |
1-040 |
-0-010 |
-2.7% |
2-180 |
| ATR |
1-023 |
1-024 |
0-001 |
0.4% |
0-000 |
| Volume |
1,837,010 |
1,606,698 |
-230,312 |
-12.5% |
9,357,749 |
|
| Daily Pivots for day following 02-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-020 |
113-150 |
111-078 |
|
| R3 |
112-300 |
112-110 |
110-299 |
|
| R2 |
111-260 |
111-260 |
110-266 |
|
| R1 |
111-070 |
111-070 |
110-233 |
111-165 |
| PP |
110-220 |
110-220 |
110-220 |
110-268 |
| S1 |
110-030 |
110-030 |
110-167 |
110-125 |
| S2 |
109-180 |
109-180 |
110-134 |
|
| S3 |
108-140 |
108-310 |
110-101 |
|
| S4 |
107-100 |
107-270 |
110-002 |
|
|
| 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 |
110-050 |
1-260 |
1.6% |
1-026 |
1.0% |
26% |
False |
True |
1,893,768 |
| 10 |
111-310 |
108-265 |
3-045 |
2.8% |
1-022 |
1.0% |
57% |
False |
False |
1,878,032 |
| 20 |
112-225 |
108-265 |
3-280 |
3.5% |
1-011 |
0.9% |
46% |
False |
False |
1,648,446 |
| 40 |
116-230 |
108-265 |
7-285 |
7.1% |
1-024 |
1.0% |
23% |
False |
False |
1,692,598 |
| 60 |
120-250 |
108-265 |
11-305 |
10.8% |
1-001 |
0.9% |
15% |
False |
False |
1,416,452 |
| 80 |
122-025 |
108-265 |
13-080 |
12.0% |
1-003 |
0.9% |
14% |
False |
False |
1,063,676 |
| 100 |
122-025 |
108-265 |
13-080 |
12.0% |
1-009 |
0.9% |
14% |
False |
False |
850,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-020 |
|
2.618 |
114-072 |
|
1.618 |
113-032 |
|
1.000 |
112-130 |
|
0.618 |
111-312 |
|
HIGH |
111-090 |
|
0.618 |
110-272 |
|
0.500 |
110-230 |
|
0.382 |
110-188 |
|
LOW |
110-050 |
|
0.618 |
109-148 |
|
1.000 |
109-010 |
|
1.618 |
108-108 |
|
2.618 |
107-068 |
|
4.250 |
105-120 |
|
|
| Fisher Pivots for day following 02-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
110-230 |
110-288 |
| PP |
110-220 |
110-258 |
| S1 |
110-210 |
110-229 |
|