ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 02-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2022 |
02-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
113-245 |
114-125 |
0-200 |
0.5% |
113-040 |
| High |
114-145 |
114-185 |
0-040 |
0.1% |
114-185 |
| Low |
113-165 |
113-125 |
-0-040 |
-0.1% |
112-095 |
| Close |
114-095 |
114-115 |
0-020 |
0.1% |
114-115 |
| Range |
0-300 |
1-060 |
0-080 |
26.7% |
2-090 |
| ATR |
0-305 |
0-311 |
0-005 |
1.7% |
0-000 |
| Volume |
43,465 |
29,400 |
-14,065 |
-32.4% |
2,645,859 |
|
| Daily Pivots for day following 02-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-215 |
117-065 |
115-004 |
|
| R3 |
116-155 |
116-005 |
114-220 |
|
| R2 |
115-095 |
115-095 |
114-185 |
|
| R1 |
114-265 |
114-265 |
114-150 |
114-150 |
| PP |
114-035 |
114-035 |
114-035 |
113-298 |
| S1 |
113-205 |
113-205 |
114-080 |
113-090 |
| S2 |
112-295 |
112-295 |
114-045 |
|
| S3 |
111-235 |
112-145 |
114-010 |
|
| S4 |
110-175 |
111-085 |
113-226 |
|
|
| Weekly Pivots for week ending 02-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-188 |
119-242 |
115-196 |
|
| R3 |
118-098 |
117-152 |
114-316 |
|
| R2 |
116-008 |
116-008 |
114-249 |
|
| R1 |
115-062 |
115-062 |
114-182 |
115-195 |
| PP |
113-238 |
113-238 |
113-238 |
113-305 |
| S1 |
112-292 |
112-292 |
114-048 |
113-105 |
| S2 |
111-148 |
111-148 |
113-301 |
|
| S3 |
109-058 |
110-202 |
113-234 |
|
| S4 |
106-288 |
108-112 |
113-034 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-185 |
112-095 |
2-090 |
2.0% |
1-003 |
0.9% |
90% |
True |
False |
529,171 |
| 10 |
114-185 |
112-040 |
2-145 |
2.1% |
0-270 |
0.7% |
91% |
True |
False |
1,318,265 |
| 20 |
114-185 |
109-105 |
5-080 |
4.6% |
0-286 |
0.8% |
96% |
True |
False |
1,407,728 |
| 40 |
114-185 |
108-265 |
5-240 |
5.0% |
0-309 |
0.8% |
96% |
True |
False |
1,530,598 |
| 60 |
116-110 |
108-265 |
7-165 |
6.6% |
1-004 |
0.9% |
74% |
False |
False |
1,600,457 |
| 80 |
120-180 |
108-265 |
11-235 |
10.3% |
0-311 |
0.8% |
47% |
False |
False |
1,433,800 |
| 100 |
122-025 |
108-265 |
13-080 |
11.6% |
0-314 |
0.9% |
42% |
False |
False |
1,148,302 |
| 120 |
122-025 |
108-265 |
13-080 |
11.6% |
1-001 |
0.9% |
42% |
False |
False |
956,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-200 |
|
2.618 |
117-220 |
|
1.618 |
116-160 |
|
1.000 |
115-245 |
|
0.618 |
115-100 |
|
HIGH |
114-185 |
|
0.618 |
114-040 |
|
0.500 |
113-315 |
|
0.382 |
113-270 |
|
LOW |
113-125 |
|
0.618 |
112-210 |
|
1.000 |
112-065 |
|
1.618 |
111-150 |
|
2.618 |
110-090 |
|
4.250 |
108-110 |
|
|
| Fisher Pivots for day following 02-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
114-075 |
114-017 |
| PP |
114-035 |
113-238 |
| S1 |
113-315 |
113-140 |
|