ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 11-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2022 |
11-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
110-215 |
112-170 |
1-275 |
1.7% |
110-030 |
| High |
112-190 |
112-180 |
-0-010 |
0.0% |
112-190 |
| Low |
110-125 |
112-000 |
1-195 |
1.5% |
109-140 |
| Close |
112-165 |
112-100 |
-0-065 |
-0.2% |
112-100 |
| Range |
2-065 |
0-180 |
-1-205 |
-74.5% |
3-050 |
| ATR |
1-035 |
1-022 |
-0-012 |
-3.5% |
0-000 |
| Volume |
2,595,697 |
701,232 |
-1,894,465 |
-73.0% |
7,045,162 |
|
| Daily Pivots for day following 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-313 |
113-227 |
112-199 |
|
| R3 |
113-133 |
113-047 |
112-150 |
|
| R2 |
112-273 |
112-273 |
112-133 |
|
| R1 |
112-187 |
112-187 |
112-116 |
112-140 |
| PP |
112-093 |
112-093 |
112-093 |
112-070 |
| S1 |
112-007 |
112-007 |
112-084 |
111-280 |
| S2 |
111-233 |
111-233 |
112-067 |
|
| S3 |
111-053 |
111-147 |
112-050 |
|
| S4 |
110-193 |
110-287 |
112-001 |
|
|
| Weekly Pivots for week ending 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-293 |
119-247 |
114-016 |
|
| R3 |
117-243 |
116-197 |
113-058 |
|
| R2 |
114-193 |
114-193 |
112-285 |
|
| R1 |
113-147 |
113-147 |
112-193 |
114-010 |
| PP |
111-143 |
111-143 |
111-143 |
111-235 |
| S1 |
110-097 |
110-097 |
112-007 |
110-280 |
| S2 |
108-093 |
108-093 |
111-235 |
|
| S3 |
105-043 |
107-047 |
111-142 |
|
| S4 |
101-313 |
103-317 |
110-184 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-190 |
109-140 |
3-050 |
2.8% |
1-002 |
0.9% |
91% |
False |
False |
1,409,032 |
| 10 |
112-190 |
109-105 |
3-085 |
2.9% |
0-316 |
0.9% |
91% |
False |
False |
1,554,226 |
| 20 |
112-190 |
108-265 |
3-245 |
3.4% |
1-004 |
0.9% |
93% |
False |
False |
1,643,623 |
| 40 |
114-255 |
108-265 |
5-310 |
5.3% |
1-034 |
1.0% |
58% |
False |
False |
1,713,719 |
| 60 |
119-010 |
108-265 |
10-065 |
9.1% |
1-005 |
0.9% |
34% |
False |
False |
1,582,709 |
| 80 |
122-025 |
108-265 |
13-080 |
11.8% |
1-003 |
0.9% |
26% |
False |
False |
1,191,534 |
| 100 |
122-025 |
108-265 |
13-080 |
11.8% |
1-004 |
0.9% |
26% |
False |
False |
953,268 |
| 120 |
122-025 |
108-265 |
13-080 |
11.8% |
0-315 |
0.9% |
26% |
False |
False |
794,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-305 |
|
2.618 |
114-011 |
|
1.618 |
113-151 |
|
1.000 |
113-040 |
|
0.618 |
112-291 |
|
HIGH |
112-180 |
|
0.618 |
112-111 |
|
0.500 |
112-090 |
|
0.382 |
112-069 |
|
LOW |
112-000 |
|
0.618 |
111-209 |
|
1.000 |
111-140 |
|
1.618 |
111-029 |
|
2.618 |
110-169 |
|
4.250 |
109-195 |
|
|
| Fisher Pivots for day following 11-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
112-097 |
111-312 |
| PP |
112-093 |
111-203 |
| S1 |
112-090 |
111-095 |
|