ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 07-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2022 |
07-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
109-285 |
110-030 |
0-065 |
0.2% |
110-290 |
| High |
110-120 |
110-060 |
-0-060 |
-0.2% |
111-205 |
| Low |
109-105 |
109-185 |
0-080 |
0.2% |
109-105 |
| Close |
110-015 |
109-205 |
-0-130 |
-0.4% |
110-015 |
| Range |
1-015 |
0-195 |
-0-140 |
-41.8% |
2-100 |
| ATR |
1-027 |
1-016 |
-0-011 |
-3.1% |
0-000 |
| Volume |
1,604,687 |
1,045,572 |
-559,115 |
-34.8% |
8,497,100 |
|
| Daily Pivots for day following 07-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-202 |
111-078 |
109-312 |
|
| R3 |
111-007 |
110-203 |
109-259 |
|
| R2 |
110-132 |
110-132 |
109-241 |
|
| R1 |
110-008 |
110-008 |
109-223 |
109-292 |
| PP |
109-257 |
109-257 |
109-257 |
109-239 |
| S1 |
109-133 |
109-133 |
109-187 |
109-098 |
| S2 |
109-062 |
109-062 |
109-169 |
|
| S3 |
108-187 |
108-258 |
109-151 |
|
| S4 |
107-312 |
108-063 |
109-098 |
|
|
| 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% |
0-311 |
0.9% |
14% |
False |
False |
1,535,210 |
| 10 |
111-310 |
109-105 |
2-205 |
2.4% |
1-004 |
0.9% |
12% |
False |
False |
1,735,254 |
| 20 |
111-310 |
108-265 |
3-045 |
2.9% |
1-010 |
0.9% |
26% |
False |
False |
1,695,703 |
| 40 |
116-045 |
108-265 |
7-100 |
6.7% |
1-026 |
1.0% |
11% |
False |
False |
1,707,440 |
| 60 |
120-025 |
108-265 |
11-080 |
10.3% |
0-318 |
0.9% |
7% |
False |
False |
1,485,989 |
| 80 |
122-025 |
108-265 |
13-080 |
12.1% |
1-001 |
0.9% |
6% |
False |
False |
1,116,572 |
| 100 |
122-025 |
108-265 |
13-080 |
12.1% |
1-002 |
0.9% |
6% |
False |
False |
893,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-249 |
|
2.618 |
111-251 |
|
1.618 |
111-056 |
|
1.000 |
110-255 |
|
0.618 |
110-181 |
|
HIGH |
110-060 |
|
0.618 |
109-306 |
|
0.500 |
109-282 |
|
0.382 |
109-259 |
|
LOW |
109-185 |
|
0.618 |
109-064 |
|
1.000 |
108-310 |
|
1.618 |
108-189 |
|
2.618 |
107-314 |
|
4.250 |
106-316 |
|
|
| Fisher Pivots for day following 07-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
109-282 |
109-272 |
| PP |
109-257 |
109-250 |
| S1 |
109-231 |
109-228 |
|