ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 09-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2022 |
09-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
109-200 |
110-095 |
0-215 |
0.6% |
110-290 |
| High |
110-105 |
110-245 |
0-140 |
0.4% |
111-205 |
| Low |
109-140 |
110-000 |
0-180 |
0.5% |
109-105 |
| Close |
110-090 |
110-105 |
0-015 |
0.0% |
110-015 |
| Range |
0-285 |
0-245 |
-0-040 |
-14.0% |
2-100 |
| ATR |
1-013 |
1-007 |
-0-006 |
-1.9% |
0-000 |
| Volume |
1,249,958 |
1,452,703 |
202,745 |
16.2% |
8,497,100 |
|
| Daily Pivots for day following 09-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-212 |
112-083 |
110-240 |
|
| R3 |
111-287 |
111-158 |
110-172 |
|
| R2 |
111-042 |
111-042 |
110-150 |
|
| R1 |
110-233 |
110-233 |
110-127 |
110-298 |
| PP |
110-117 |
110-117 |
110-117 |
110-149 |
| S1 |
109-308 |
109-308 |
110-083 |
110-052 |
| S2 |
109-192 |
109-192 |
110-060 |
|
| S3 |
108-267 |
109-063 |
110-038 |
|
| S4 |
108-022 |
108-138 |
109-290 |
|
|
| 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 |
110-245 |
109-105 |
1-140 |
1.3% |
0-271 |
0.8% |
70% |
True |
False |
1,387,000 |
| 10 |
111-310 |
109-105 |
2-205 |
2.4% |
0-308 |
0.9% |
38% |
False |
False |
1,640,384 |
| 20 |
111-310 |
108-265 |
3-045 |
2.8% |
1-009 |
0.9% |
48% |
False |
False |
1,679,025 |
| 40 |
115-010 |
108-265 |
6-065 |
5.6% |
1-022 |
1.0% |
24% |
False |
False |
1,692,604 |
| 60 |
119-180 |
108-265 |
10-235 |
9.7% |
0-318 |
0.9% |
14% |
False |
False |
1,530,101 |
| 80 |
122-025 |
108-265 |
13-080 |
12.0% |
1-002 |
0.9% |
11% |
False |
False |
1,150,350 |
| 100 |
122-025 |
108-265 |
13-080 |
12.0% |
0-319 |
0.9% |
11% |
False |
False |
920,299 |
| 120 |
122-025 |
108-265 |
13-080 |
12.0% |
0-310 |
0.9% |
11% |
False |
False |
766,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-006 |
|
2.618 |
112-246 |
|
1.618 |
112-001 |
|
1.000 |
111-170 |
|
0.618 |
111-076 |
|
HIGH |
110-245 |
|
0.618 |
110-151 |
|
0.500 |
110-122 |
|
0.382 |
110-094 |
|
LOW |
110-000 |
|
0.618 |
109-169 |
|
1.000 |
109-075 |
|
1.618 |
108-244 |
|
2.618 |
107-319 |
|
4.250 |
106-239 |
|
|
| Fisher Pivots for day following 09-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
110-122 |
110-081 |
| PP |
110-117 |
110-057 |
| S1 |
110-111 |
110-032 |
|