ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 30-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2022 |
30-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
112-315 |
112-230 |
-0-085 |
-0.2% |
112-085 |
| High |
113-110 |
113-260 |
0-150 |
0.4% |
113-150 |
| Low |
112-190 |
112-095 |
-0-095 |
-0.3% |
112-040 |
| Close |
112-230 |
113-070 |
0-160 |
0.4% |
113-010 |
| Range |
0-240 |
1-165 |
0-245 |
102.1% |
1-110 |
| ATR |
0-284 |
0-298 |
0-014 |
5.1% |
0-000 |
| Volume |
621,288 |
132,675 |
-488,613 |
-78.6% |
9,409,556 |
|
| Daily Pivots for day following 30-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-210 |
116-305 |
114-017 |
|
| R3 |
116-045 |
115-140 |
113-203 |
|
| R2 |
114-200 |
114-200 |
113-159 |
|
| R1 |
113-295 |
113-295 |
113-114 |
114-088 |
| PP |
113-035 |
113-035 |
113-035 |
113-091 |
| S1 |
112-130 |
112-130 |
113-026 |
112-242 |
| S2 |
111-190 |
111-190 |
112-301 |
|
| S3 |
110-025 |
110-285 |
112-257 |
|
| S4 |
108-180 |
109-120 |
112-123 |
|
|
| Weekly Pivots for week ending 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-290 |
116-100 |
113-246 |
|
| R3 |
115-180 |
114-310 |
113-128 |
|
| R2 |
114-070 |
114-070 |
113-089 |
|
| R1 |
113-200 |
113-200 |
113-049 |
113-295 |
| PP |
112-280 |
112-280 |
112-280 |
113-008 |
| S1 |
112-090 |
112-090 |
112-291 |
112-185 |
| S2 |
111-170 |
111-170 |
112-251 |
|
| S3 |
110-060 |
110-300 |
112-212 |
|
| S4 |
108-270 |
109-190 |
112-094 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-260 |
112-075 |
1-185 |
1.4% |
0-297 |
0.8% |
62% |
True |
False |
1,407,853 |
| 10 |
113-260 |
112-040 |
1-220 |
1.5% |
0-266 |
0.7% |
65% |
True |
False |
1,620,920 |
| 20 |
113-260 |
109-105 |
4-155 |
4.0% |
0-284 |
0.8% |
87% |
True |
False |
1,563,524 |
| 40 |
113-260 |
108-265 |
4-315 |
4.4% |
0-309 |
0.9% |
88% |
True |
False |
1,606,104 |
| 60 |
116-230 |
108-265 |
7-285 |
7.0% |
1-003 |
0.9% |
56% |
False |
False |
1,646,769 |
| 80 |
120-250 |
108-265 |
11-305 |
10.6% |
0-310 |
0.9% |
37% |
False |
False |
1,433,316 |
| 100 |
122-025 |
108-265 |
13-080 |
11.7% |
0-314 |
0.9% |
33% |
False |
False |
1,147,580 |
| 120 |
122-025 |
108-265 |
13-080 |
11.7% |
1-002 |
0.9% |
33% |
False |
False |
956,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-081 |
|
2.618 |
117-250 |
|
1.618 |
116-085 |
|
1.000 |
115-105 |
|
0.618 |
114-240 |
|
HIGH |
113-260 |
|
0.618 |
113-075 |
|
0.500 |
113-018 |
|
0.382 |
112-280 |
|
LOW |
112-095 |
|
0.618 |
111-115 |
|
1.000 |
110-250 |
|
1.618 |
109-270 |
|
2.618 |
108-105 |
|
4.250 |
105-274 |
|
|
| Fisher Pivots for day following 30-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
113-052 |
113-052 |
| PP |
113-035 |
113-035 |
| S1 |
113-018 |
113-018 |
|