ECBOT 10 Year T-Note Future March 2023
| 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 |
112-310 |
114-035 |
1-045 |
1.0% |
112-175 |
| High |
114-050 |
114-245 |
0-195 |
0.5% |
113-245 |
| Low |
112-175 |
113-270 |
1-095 |
1.2% |
112-115 |
| Close |
113-160 |
114-195 |
1-035 |
1.0% |
113-100 |
| Range |
1-195 |
0-295 |
-0-220 |
-42.7% |
1-130 |
| ATR |
0-297 |
0-304 |
0-008 |
2.6% |
0-000 |
| Volume |
2,559,936 |
1,991,454 |
-568,482 |
-22.2% |
6,211,235 |
|
| Daily Pivots for day following 01-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-055 |
116-260 |
115-037 |
|
| R3 |
116-080 |
115-285 |
114-276 |
|
| R2 |
115-105 |
115-105 |
114-249 |
|
| R1 |
114-310 |
114-310 |
114-222 |
115-048 |
| PP |
114-130 |
114-130 |
114-130 |
114-159 |
| S1 |
114-015 |
114-015 |
114-168 |
114-072 |
| S2 |
113-155 |
113-155 |
114-141 |
|
| S3 |
112-180 |
113-040 |
114-114 |
|
| S4 |
111-205 |
112-065 |
114-033 |
|
|
| Weekly Pivots for week ending 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-117 |
116-238 |
114-028 |
|
| R3 |
115-307 |
115-108 |
113-224 |
|
| R2 |
114-177 |
114-177 |
113-182 |
|
| R1 |
113-298 |
113-298 |
113-141 |
114-078 |
| PP |
113-047 |
113-047 |
113-047 |
113-096 |
| S1 |
112-168 |
112-168 |
113-059 |
112-268 |
| S2 |
111-237 |
111-237 |
113-018 |
|
| S3 |
110-107 |
111-038 |
112-296 |
|
| S4 |
108-297 |
109-228 |
112-172 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-245 |
112-175 |
2-070 |
1.9% |
0-311 |
0.8% |
93% |
True |
False |
1,746,429 |
| 10 |
114-245 |
112-115 |
2-130 |
2.1% |
0-268 |
0.7% |
94% |
True |
False |
1,421,107 |
| 20 |
114-245 |
109-220 |
5-025 |
4.4% |
0-280 |
0.8% |
97% |
True |
False |
727,141 |
| 40 |
114-245 |
109-055 |
5-190 |
4.9% |
0-297 |
0.8% |
97% |
True |
False |
364,568 |
| 60 |
117-000 |
109-055 |
7-265 |
6.8% |
0-303 |
0.8% |
69% |
False |
False |
243,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-219 |
|
2.618 |
117-057 |
|
1.618 |
116-082 |
|
1.000 |
115-220 |
|
0.618 |
115-107 |
|
HIGH |
114-245 |
|
0.618 |
114-132 |
|
0.500 |
114-098 |
|
0.382 |
114-063 |
|
LOW |
113-270 |
|
0.618 |
113-088 |
|
1.000 |
112-295 |
|
1.618 |
112-113 |
|
2.618 |
111-138 |
|
4.250 |
109-296 |
|
|
| Fisher Pivots for day following 01-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
114-162 |
114-093 |
| PP |
114-130 |
113-312 |
| S1 |
114-098 |
113-210 |
|