ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 04-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2022 |
04-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
110-080 |
109-285 |
-0-115 |
-0.3% |
110-290 |
| High |
110-095 |
110-120 |
0-025 |
0.1% |
111-205 |
| Low |
109-120 |
109-105 |
-0-015 |
0.0% |
109-105 |
| Close |
110-010 |
110-015 |
0-005 |
0.0% |
110-015 |
| Range |
0-295 |
1-015 |
0-040 |
13.6% |
2-100 |
| ATR |
1-028 |
1-027 |
-0-001 |
-0.3% |
0-000 |
| Volume |
1,582,083 |
1,604,687 |
22,604 |
1.4% |
8,497,100 |
|
| Daily Pivots for day following 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-018 |
112-192 |
110-199 |
|
| R3 |
112-003 |
111-177 |
110-107 |
|
| R2 |
110-308 |
110-308 |
110-076 |
|
| R1 |
110-162 |
110-162 |
110-046 |
110-235 |
| PP |
109-293 |
109-293 |
109-293 |
110-010 |
| S1 |
109-147 |
109-147 |
109-304 |
109-220 |
| S2 |
108-278 |
108-278 |
109-274 |
|
| S3 |
107-263 |
108-132 |
109-243 |
|
| S4 |
106-248 |
107-117 |
109-151 |
|
|
| Weekly Pivots for week ending 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-088 |
115-312 |
111-102 |
|
| R3 |
114-308 |
113-212 |
110-218 |
|
| R2 |
112-208 |
112-208 |
110-151 |
|
| R1 |
111-112 |
111-112 |
110-083 |
110-270 |
| PP |
110-108 |
110-108 |
110-108 |
110-028 |
| S1 |
109-012 |
109-012 |
109-267 |
108-170 |
| S2 |
108-008 |
108-008 |
109-199 |
|
| S3 |
105-228 |
106-232 |
109-132 |
|
| S4 |
103-128 |
104-132 |
108-248 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-205 |
109-105 |
2-100 |
2.1% |
0-309 |
0.9% |
31% |
False |
True |
1,699,420 |
| 10 |
111-310 |
109-105 |
2-205 |
2.4% |
1-018 |
1.0% |
27% |
False |
True |
1,785,484 |
| 20 |
111-310 |
108-265 |
3-045 |
2.9% |
1-016 |
1.0% |
39% |
False |
False |
1,667,042 |
| 40 |
116-060 |
108-265 |
7-115 |
6.7% |
1-026 |
1.0% |
17% |
False |
False |
1,708,536 |
| 60 |
120-025 |
108-265 |
11-080 |
10.2% |
0-317 |
0.9% |
11% |
False |
False |
1,468,782 |
| 80 |
122-025 |
108-265 |
13-080 |
12.0% |
1-002 |
0.9% |
9% |
False |
False |
1,103,502 |
| 100 |
122-025 |
108-265 |
13-080 |
12.0% |
1-005 |
0.9% |
9% |
False |
False |
882,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-264 |
|
2.618 |
113-037 |
|
1.618 |
112-022 |
|
1.000 |
111-135 |
|
0.618 |
111-007 |
|
HIGH |
110-120 |
|
0.618 |
109-312 |
|
0.500 |
109-272 |
|
0.382 |
109-233 |
|
LOW |
109-105 |
|
0.618 |
108-218 |
|
1.000 |
108-090 |
|
1.618 |
107-203 |
|
2.618 |
106-188 |
|
4.250 |
104-281 |
|
|
| Fisher Pivots for day following 04-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
109-314 |
110-098 |
| PP |
109-293 |
110-070 |
| S1 |
109-272 |
110-042 |
|