ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 20-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2022 |
20-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
114-125 |
114-040 |
-0-085 |
-0.2% |
113-240 |
| High |
114-200 |
114-040 |
-0-160 |
-0.4% |
115-025 |
| Low |
113-175 |
113-145 |
-0-030 |
-0.1% |
113-150 |
| Close |
114-015 |
113-145 |
-0-190 |
-0.5% |
114-215 |
| Range |
1-025 |
0-215 |
-0-130 |
-37.7% |
1-195 |
| ATR |
0-289 |
0-284 |
-0-005 |
-1.8% |
0-000 |
| Volume |
470 |
253 |
-217 |
-46.2% |
7,010 |
|
| Daily Pivots for day following 20-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-222 |
115-078 |
113-263 |
|
| R3 |
115-007 |
114-183 |
113-204 |
|
| R2 |
114-112 |
114-112 |
113-184 |
|
| R1 |
113-288 |
113-288 |
113-165 |
113-252 |
| PP |
113-217 |
113-217 |
113-217 |
113-199 |
| S1 |
113-073 |
113-073 |
113-125 |
113-038 |
| S2 |
113-002 |
113-002 |
113-106 |
|
| S3 |
112-107 |
112-178 |
113-086 |
|
| S4 |
111-212 |
111-283 |
113-027 |
|
|
| Weekly Pivots for week ending 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-075 |
118-180 |
115-178 |
|
| R3 |
117-200 |
116-305 |
115-037 |
|
| R2 |
116-005 |
116-005 |
114-309 |
|
| R1 |
115-110 |
115-110 |
114-262 |
115-218 |
| PP |
114-130 |
114-130 |
114-130 |
114-184 |
| S1 |
113-235 |
113-235 |
114-168 |
114-022 |
| S2 |
112-255 |
112-255 |
114-121 |
|
| S3 |
111-060 |
112-040 |
114-073 |
|
| S4 |
109-185 |
110-165 |
113-252 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-270 |
113-145 |
1-125 |
1.2% |
0-238 |
0.7% |
0% |
False |
True |
835 |
| 10 |
115-025 |
113-145 |
1-200 |
1.4% |
0-265 |
0.7% |
0% |
False |
True |
2,083 |
| 20 |
115-025 |
112-065 |
2-280 |
2.5% |
0-271 |
0.7% |
43% |
False |
False |
516,676 |
| 40 |
115-025 |
109-105 |
5-240 |
5.1% |
0-288 |
0.8% |
72% |
False |
False |
1,072,443 |
| 60 |
115-025 |
108-265 |
6-080 |
5.5% |
0-315 |
0.9% |
74% |
False |
False |
1,287,273 |
| 80 |
117-175 |
108-265 |
8-230 |
7.7% |
0-311 |
0.9% |
53% |
False |
False |
1,350,709 |
| 100 |
122-025 |
108-265 |
13-080 |
11.7% |
0-308 |
0.8% |
35% |
False |
False |
1,148,453 |
| 120 |
122-025 |
108-265 |
13-080 |
11.7% |
0-313 |
0.9% |
35% |
False |
False |
957,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-314 |
|
2.618 |
115-283 |
|
1.618 |
115-068 |
|
1.000 |
114-255 |
|
0.618 |
114-173 |
|
HIGH |
114-040 |
|
0.618 |
113-278 |
|
0.500 |
113-252 |
|
0.382 |
113-227 |
|
LOW |
113-145 |
|
0.618 |
113-012 |
|
1.000 |
112-250 |
|
1.618 |
112-117 |
|
2.618 |
111-222 |
|
4.250 |
110-191 |
|
|
| Fisher Pivots for day following 20-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
113-252 |
114-045 |
| PP |
113-217 |
113-292 |
| S1 |
113-181 |
113-218 |
|