ECBOT 10 Year T-Note Future March 2023
| 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 |
114-225 |
114-185 |
-0-040 |
-0.1% |
113-140 |
| High |
114-285 |
114-200 |
-0-085 |
-0.2% |
114-285 |
| Low |
113-215 |
113-250 |
0-035 |
0.1% |
112-175 |
| Close |
114-210 |
113-275 |
-0-255 |
-0.7% |
114-210 |
| Range |
1-070 |
0-270 |
-0-120 |
-30.8% |
2-110 |
| ATR |
0-310 |
0-308 |
-0-002 |
-0.7% |
0-000 |
| Volume |
2,095,309 |
1,241,956 |
-853,353 |
-40.7% |
9,856,952 |
|
| Daily Pivots for day following 05-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-198 |
116-027 |
114-104 |
|
| R3 |
115-248 |
115-077 |
114-029 |
|
| R2 |
114-298 |
114-298 |
114-004 |
|
| R1 |
114-127 |
114-127 |
113-300 |
114-078 |
| PP |
114-028 |
114-028 |
114-028 |
114-004 |
| S1 |
113-177 |
113-177 |
113-250 |
113-128 |
| S2 |
113-078 |
113-078 |
113-226 |
|
| S3 |
112-128 |
112-227 |
113-201 |
|
| S4 |
111-178 |
111-277 |
113-126 |
|
|
| Weekly Pivots for week ending 02-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-020 |
120-065 |
115-302 |
|
| R3 |
118-230 |
117-275 |
115-096 |
|
| R2 |
116-120 |
116-120 |
115-028 |
|
| R1 |
115-165 |
115-165 |
114-279 |
115-302 |
| PP |
114-010 |
114-010 |
114-010 |
114-079 |
| S1 |
113-055 |
113-055 |
114-141 |
113-192 |
| S2 |
111-220 |
111-220 |
114-072 |
|
| S3 |
109-110 |
110-265 |
114-004 |
|
| S4 |
107-000 |
108-155 |
113-118 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-285 |
112-175 |
2-110 |
2.1% |
1-023 |
0.9% |
56% |
False |
False |
1,847,180 |
| 10 |
114-285 |
112-115 |
2-170 |
2.2% |
0-287 |
0.8% |
59% |
False |
False |
1,731,014 |
| 20 |
114-285 |
109-225 |
5-060 |
4.6% |
0-284 |
0.8% |
80% |
False |
False |
892,234 |
| 40 |
114-285 |
109-055 |
5-230 |
5.0% |
0-303 |
0.8% |
82% |
False |
False |
447,993 |
| 60 |
116-060 |
109-055 |
7-005 |
6.2% |
0-304 |
0.8% |
67% |
False |
False |
298,692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-068 |
|
2.618 |
116-267 |
|
1.618 |
115-317 |
|
1.000 |
115-150 |
|
0.618 |
115-047 |
|
HIGH |
114-200 |
|
0.618 |
114-097 |
|
0.500 |
114-065 |
|
0.382 |
114-033 |
|
LOW |
113-250 |
|
0.618 |
113-083 |
|
1.000 |
112-300 |
|
1.618 |
112-133 |
|
2.618 |
111-183 |
|
4.250 |
110-062 |
|
|
| Fisher Pivots for day following 05-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
114-065 |
114-090 |
| PP |
114-028 |
114-045 |
| S1 |
113-312 |
114-000 |
|