ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 05-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2022 |
05-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
114-125 |
114-105 |
-0-020 |
-0.1% |
113-040 |
| High |
114-185 |
114-105 |
-0-080 |
-0.2% |
114-185 |
| Low |
113-125 |
113-170 |
0-045 |
0.1% |
112-095 |
| Close |
114-115 |
113-190 |
-0-245 |
-0.7% |
114-115 |
| Range |
1-060 |
0-255 |
-0-125 |
-32.9% |
2-090 |
| ATR |
0-311 |
0-307 |
-0-003 |
-1.1% |
0-000 |
| Volume |
29,400 |
14,387 |
-15,013 |
-51.1% |
2,645,859 |
|
| Daily Pivots for day following 05-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-067 |
115-223 |
114-010 |
|
| R3 |
115-132 |
114-288 |
113-260 |
|
| R2 |
114-197 |
114-197 |
113-237 |
|
| R1 |
114-033 |
114-033 |
113-213 |
113-308 |
| PP |
113-262 |
113-262 |
113-262 |
113-239 |
| S1 |
113-098 |
113-098 |
113-167 |
113-052 |
| S2 |
113-007 |
113-007 |
113-143 |
|
| S3 |
112-072 |
112-163 |
113-120 |
|
| S4 |
111-137 |
111-228 |
113-050 |
|
|
| 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% |
1-012 |
0.9% |
57% |
False |
False |
168,243 |
| 10 |
114-185 |
112-040 |
2-145 |
2.2% |
0-277 |
0.8% |
60% |
False |
False |
1,206,980 |
| 20 |
114-185 |
109-140 |
5-045 |
4.5% |
0-282 |
0.8% |
81% |
False |
False |
1,328,213 |
| 40 |
114-185 |
108-265 |
5-240 |
5.1% |
0-309 |
0.8% |
83% |
False |
False |
1,497,628 |
| 60 |
116-060 |
108-265 |
7-115 |
6.5% |
1-005 |
0.9% |
65% |
False |
False |
1,581,762 |
| 80 |
120-025 |
108-265 |
11-080 |
9.9% |
0-308 |
0.8% |
42% |
False |
False |
1,433,640 |
| 100 |
122-025 |
108-265 |
13-080 |
11.7% |
0-314 |
0.9% |
36% |
False |
False |
1,148,444 |
| 120 |
122-025 |
108-265 |
13-080 |
11.7% |
0-318 |
0.9% |
36% |
False |
False |
957,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-229 |
|
2.618 |
116-133 |
|
1.618 |
115-198 |
|
1.000 |
115-040 |
|
0.618 |
114-263 |
|
HIGH |
114-105 |
|
0.618 |
114-008 |
|
0.500 |
113-298 |
|
0.382 |
113-267 |
|
LOW |
113-170 |
|
0.618 |
113-012 |
|
1.000 |
112-235 |
|
1.618 |
112-077 |
|
2.618 |
111-142 |
|
4.250 |
110-046 |
|
|
| Fisher Pivots for day following 05-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
113-298 |
113-315 |
| PP |
113-262 |
113-273 |
| S1 |
113-226 |
113-232 |
|