ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 13-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2022 |
13-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
113-240 |
113-215 |
-0-025 |
-0.1% |
114-105 |
| High |
114-030 |
115-025 |
0-315 |
0.9% |
114-290 |
| Low |
113-150 |
113-180 |
0-030 |
0.1% |
113-170 |
| Close |
113-190 |
114-170 |
0-300 |
0.8% |
113-265 |
| Range |
0-200 |
1-165 |
0-285 |
142.5% |
1-120 |
| ATR |
0-288 |
0-302 |
0-014 |
4.9% |
0-000 |
| Volume |
1,817 |
1,737 |
-80 |
-4.4% |
33,145 |
|
| Daily Pivots for day following 13-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-300 |
118-080 |
115-117 |
|
| R3 |
117-135 |
116-235 |
114-303 |
|
| R2 |
115-290 |
115-290 |
114-259 |
|
| R1 |
115-070 |
115-070 |
114-214 |
115-180 |
| PP |
114-125 |
114-125 |
114-125 |
114-180 |
| S1 |
113-225 |
113-225 |
114-126 |
114-015 |
| S2 |
112-280 |
112-280 |
114-081 |
|
| S3 |
111-115 |
112-060 |
114-037 |
|
| S4 |
109-270 |
110-215 |
113-223 |
|
|
| Weekly Pivots for week ending 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-068 |
117-127 |
114-187 |
|
| R3 |
116-268 |
116-007 |
114-066 |
|
| R2 |
115-148 |
115-148 |
114-026 |
|
| R1 |
114-207 |
114-207 |
113-305 |
114-118 |
| PP |
114-028 |
114-028 |
114-028 |
113-304 |
| S1 |
113-087 |
113-087 |
113-225 |
112-318 |
| S2 |
112-228 |
112-228 |
113-184 |
|
| S3 |
111-108 |
111-287 |
113-144 |
|
| S4 |
109-308 |
110-167 |
113-023 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-025 |
113-150 |
1-195 |
1.4% |
0-292 |
0.8% |
66% |
True |
False |
3,331 |
| 10 |
115-025 |
112-095 |
2-250 |
2.4% |
0-306 |
0.8% |
80% |
True |
False |
24,223 |
| 20 |
115-025 |
112-005 |
3-020 |
2.7% |
0-278 |
0.8% |
82% |
True |
False |
904,822 |
| 40 |
115-025 |
108-265 |
6-080 |
5.5% |
0-297 |
0.8% |
91% |
True |
False |
1,284,296 |
| 60 |
115-025 |
108-265 |
6-080 |
5.5% |
1-008 |
0.9% |
91% |
True |
False |
1,452,117 |
| 80 |
118-175 |
108-265 |
9-230 |
8.5% |
0-311 |
0.8% |
59% |
False |
False |
1,429,862 |
| 100 |
122-025 |
108-265 |
13-080 |
11.6% |
0-310 |
0.8% |
43% |
False |
False |
1,148,630 |
| 120 |
122-025 |
108-265 |
13-080 |
11.6% |
0-314 |
0.9% |
43% |
False |
False |
957,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-166 |
|
2.618 |
119-015 |
|
1.618 |
117-170 |
|
1.000 |
116-190 |
|
0.618 |
116-005 |
|
HIGH |
115-025 |
|
0.618 |
114-160 |
|
0.500 |
114-102 |
|
0.382 |
114-045 |
|
LOW |
113-180 |
|
0.618 |
112-200 |
|
1.000 |
112-015 |
|
1.618 |
111-035 |
|
2.618 |
109-190 |
|
4.250 |
107-039 |
|
|
| Fisher Pivots for day following 13-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
114-148 |
114-142 |
| PP |
114-125 |
114-115 |
| S1 |
114-102 |
114-088 |
|