ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 01-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2022 |
01-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
112-230 |
113-245 |
1-015 |
0.9% |
112-085 |
| High |
113-260 |
114-145 |
0-205 |
0.6% |
113-150 |
| Low |
112-095 |
113-165 |
1-070 |
1.1% |
112-040 |
| Close |
113-070 |
114-095 |
1-025 |
1.0% |
113-010 |
| Range |
1-165 |
0-300 |
-0-185 |
-38.1% |
1-110 |
| ATR |
0-298 |
0-305 |
0-007 |
2.3% |
0-000 |
| Volume |
132,675 |
43,465 |
-89,210 |
-67.2% |
9,409,556 |
|
| Daily Pivots for day following 01-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-288 |
116-172 |
114-260 |
|
| R3 |
115-308 |
115-192 |
114-178 |
|
| R2 |
115-008 |
115-008 |
114-150 |
|
| R1 |
114-212 |
114-212 |
114-122 |
114-270 |
| PP |
114-028 |
114-028 |
114-028 |
114-058 |
| S1 |
113-232 |
113-232 |
114-068 |
113-290 |
| S2 |
113-048 |
113-048 |
114-040 |
|
| S3 |
112-068 |
112-252 |
114-012 |
|
| S4 |
111-088 |
111-272 |
113-250 |
|
|
| 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 |
114-145 |
112-095 |
2-050 |
1.9% |
0-302 |
0.8% |
93% |
True |
False |
795,804 |
| 10 |
114-145 |
112-040 |
2-105 |
2.0% |
0-261 |
0.7% |
93% |
True |
False |
1,462,098 |
| 20 |
114-145 |
109-105 |
5-040 |
4.5% |
0-281 |
0.8% |
97% |
True |
False |
1,485,362 |
| 40 |
114-145 |
108-265 |
5-200 |
4.9% |
0-306 |
0.8% |
97% |
True |
False |
1,566,904 |
| 60 |
116-230 |
108-265 |
7-285 |
6.9% |
1-003 |
0.9% |
69% |
False |
False |
1,623,520 |
| 80 |
120-250 |
108-265 |
11-305 |
10.5% |
0-311 |
0.9% |
46% |
False |
False |
1,433,679 |
| 100 |
122-025 |
108-265 |
13-080 |
11.6% |
0-315 |
0.9% |
41% |
False |
False |
1,148,014 |
| 120 |
122-025 |
108-265 |
13-080 |
11.6% |
1-001 |
0.9% |
41% |
False |
False |
956,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-140 |
|
2.618 |
116-290 |
|
1.618 |
115-310 |
|
1.000 |
115-125 |
|
0.618 |
115-010 |
|
HIGH |
114-145 |
|
0.618 |
114-030 |
|
0.500 |
113-315 |
|
0.382 |
113-280 |
|
LOW |
113-165 |
|
0.618 |
112-300 |
|
1.000 |
112-185 |
|
1.618 |
112-000 |
|
2.618 |
111-020 |
|
4.250 |
109-170 |
|
|
| Fisher Pivots for day following 01-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
114-062 |
113-317 |
| PP |
114-028 |
113-218 |
| S1 |
113-315 |
113-120 |
|