ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 21-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2022 |
21-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
112-200 |
112-085 |
-0-115 |
-0.3% |
112-040 |
| High |
112-255 |
112-230 |
-0-025 |
-0.1% |
113-110 |
| Low |
112-065 |
112-040 |
-0-025 |
-0.1% |
111-275 |
| Close |
112-095 |
112-100 |
0-005 |
0.0% |
112-095 |
| Range |
0-190 |
0-190 |
0-000 |
0.0% |
1-155 |
| ATR |
0-316 |
0-307 |
-0-009 |
-2.8% |
0-000 |
| Volume |
1,127,239 |
1,762,759 |
635,520 |
56.4% |
7,449,307 |
|
| Daily Pivots for day following 21-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-053 |
113-267 |
112-204 |
|
| R3 |
113-183 |
113-077 |
112-152 |
|
| R2 |
112-313 |
112-313 |
112-135 |
|
| R1 |
112-207 |
112-207 |
112-117 |
112-260 |
| PP |
112-123 |
112-123 |
112-123 |
112-150 |
| S1 |
112-017 |
112-017 |
112-083 |
112-070 |
| S2 |
111-253 |
111-253 |
112-065 |
|
| S3 |
111-063 |
111-147 |
112-048 |
|
| S4 |
110-193 |
110-277 |
111-316 |
|
|
| Weekly Pivots for week ending 18-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-305 |
116-035 |
113-036 |
|
| R3 |
115-150 |
114-200 |
112-226 |
|
| R2 |
113-315 |
113-315 |
112-182 |
|
| R1 |
113-045 |
113-045 |
112-139 |
113-180 |
| PP |
112-160 |
112-160 |
112-160 |
112-228 |
| S1 |
111-210 |
111-210 |
112-051 |
112-025 |
| S2 |
111-005 |
111-005 |
112-008 |
|
| S3 |
109-170 |
110-055 |
111-284 |
|
| S4 |
108-015 |
108-220 |
111-154 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-110 |
112-005 |
1-105 |
1.2% |
0-265 |
0.7% |
22% |
False |
False |
1,553,417 |
| 10 |
113-110 |
109-140 |
3-290 |
3.5% |
0-286 |
0.8% |
74% |
False |
False |
1,521,165 |
| 20 |
113-110 |
109-105 |
4-005 |
3.6% |
0-304 |
0.8% |
74% |
False |
False |
1,628,210 |
| 40 |
113-300 |
108-265 |
5-035 |
4.5% |
1-017 |
0.9% |
68% |
False |
False |
1,672,571 |
| 60 |
117-175 |
108-265 |
8-230 |
7.8% |
1-004 |
0.9% |
40% |
False |
False |
1,628,720 |
| 80 |
122-025 |
108-265 |
13-080 |
11.8% |
0-317 |
0.9% |
26% |
False |
False |
1,306,398 |
| 100 |
122-025 |
108-265 |
13-080 |
11.8% |
1-002 |
0.9% |
26% |
False |
False |
1,045,388 |
| 120 |
122-025 |
108-265 |
13-080 |
11.8% |
0-316 |
0.9% |
26% |
False |
False |
871,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-078 |
|
2.618 |
114-087 |
|
1.618 |
113-217 |
|
1.000 |
113-100 |
|
0.618 |
113-027 |
|
HIGH |
112-230 |
|
0.618 |
112-157 |
|
0.500 |
112-135 |
|
0.382 |
112-113 |
|
LOW |
112-040 |
|
0.618 |
111-243 |
|
1.000 |
111-170 |
|
1.618 |
111-053 |
|
2.618 |
110-183 |
|
4.250 |
109-192 |
|
|
| Fisher Pivots for day following 21-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
112-135 |
112-228 |
| PP |
112-123 |
112-185 |
| S1 |
112-112 |
112-142 |
|