ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 03-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2022 |
03-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
110-180 |
110-080 |
-0-100 |
-0.3% |
109-250 |
| High |
111-090 |
110-095 |
-0-315 |
-0.9% |
111-310 |
| Low |
110-050 |
109-120 |
-0-250 |
-0.7% |
109-130 |
| Close |
110-200 |
110-010 |
-0-190 |
-0.5% |
111-000 |
| Range |
1-040 |
0-295 |
-0-065 |
-18.1% |
2-180 |
| ATR |
1-024 |
1-028 |
0-004 |
1.2% |
0-000 |
| Volume |
1,606,698 |
1,582,083 |
-24,615 |
-1.5% |
9,357,749 |
|
| Daily Pivots for day following 03-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-213 |
112-087 |
110-172 |
|
| R3 |
111-238 |
111-112 |
110-091 |
|
| R2 |
110-263 |
110-263 |
110-064 |
|
| R1 |
110-137 |
110-137 |
110-037 |
110-052 |
| PP |
109-288 |
109-288 |
109-288 |
109-246 |
| S1 |
109-162 |
109-162 |
109-303 |
109-078 |
| S2 |
108-313 |
108-313 |
109-276 |
|
| S3 |
108-018 |
108-187 |
109-249 |
|
| S4 |
107-043 |
107-212 |
109-168 |
|
|
| 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 |
111-300 |
109-120 |
2-180 |
2.3% |
0-315 |
0.9% |
26% |
False |
True |
1,738,298 |
| 10 |
111-310 |
108-265 |
3-045 |
2.9% |
1-021 |
1.0% |
38% |
False |
False |
1,872,540 |
| 20 |
111-310 |
108-265 |
3-045 |
2.9% |
1-012 |
0.9% |
38% |
False |
False |
1,653,468 |
| 40 |
116-110 |
108-265 |
7-165 |
6.8% |
1-024 |
1.0% |
16% |
False |
False |
1,696,822 |
| 60 |
120-180 |
108-265 |
11-235 |
10.7% |
0-319 |
0.9% |
10% |
False |
False |
1,442,490 |
| 80 |
122-025 |
108-265 |
13-080 |
12.0% |
1-001 |
0.9% |
9% |
False |
False |
1,083,445 |
| 100 |
122-025 |
108-265 |
13-080 |
12.0% |
1-008 |
0.9% |
9% |
False |
False |
866,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-069 |
|
2.618 |
112-227 |
|
1.618 |
111-252 |
|
1.000 |
111-070 |
|
0.618 |
110-277 |
|
HIGH |
110-095 |
|
0.618 |
109-302 |
|
0.500 |
109-268 |
|
0.382 |
109-233 |
|
LOW |
109-120 |
|
0.618 |
108-258 |
|
1.000 |
108-145 |
|
1.618 |
107-283 |
|
2.618 |
106-308 |
|
4.250 |
105-146 |
|
|
| Fisher Pivots for day following 03-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
109-309 |
110-162 |
| PP |
109-288 |
110-112 |
| S1 |
109-268 |
110-061 |
|