ECBOT 10 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 06-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2022 |
06-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
114-185 |
113-315 |
-0-190 |
-0.5% |
113-140 |
| High |
114-200 |
114-130 |
-0-070 |
-0.2% |
114-285 |
| Low |
113-250 |
113-250 |
0-000 |
0.0% |
112-175 |
| Close |
113-275 |
114-115 |
0-160 |
0.4% |
114-210 |
| Range |
0-270 |
0-200 |
-0-070 |
-25.9% |
2-110 |
| ATR |
0-308 |
0-301 |
-0-008 |
-2.5% |
0-000 |
| Volume |
1,241,956 |
1,172,993 |
-68,963 |
-5.6% |
9,856,952 |
|
| Daily Pivots for day following 06-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-018 |
115-267 |
114-225 |
|
| R3 |
115-138 |
115-067 |
114-170 |
|
| R2 |
114-258 |
114-258 |
114-152 |
|
| R1 |
114-187 |
114-187 |
114-133 |
114-222 |
| PP |
114-058 |
114-058 |
114-058 |
114-076 |
| S1 |
113-307 |
113-307 |
114-097 |
114-022 |
| S2 |
113-178 |
113-178 |
114-078 |
|
| S3 |
112-298 |
113-107 |
114-060 |
|
| S4 |
112-098 |
112-227 |
114-005 |
|
|
| 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 |
2.0% |
1-014 |
0.9% |
77% |
False |
False |
1,812,329 |
| 10 |
114-285 |
112-150 |
2-135 |
2.1% |
0-287 |
0.8% |
78% |
False |
False |
1,776,400 |
| 20 |
114-285 |
109-225 |
5-060 |
4.5% |
0-284 |
0.8% |
90% |
False |
False |
949,654 |
| 40 |
114-285 |
109-055 |
5-230 |
5.0% |
0-301 |
0.8% |
91% |
False |
False |
477,318 |
| 60 |
115-250 |
109-055 |
6-195 |
5.8% |
0-306 |
0.8% |
78% |
False |
False |
318,242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-020 |
|
2.618 |
116-014 |
|
1.618 |
115-134 |
|
1.000 |
115-010 |
|
0.618 |
114-254 |
|
HIGH |
114-130 |
|
0.618 |
114-054 |
|
0.500 |
114-030 |
|
0.382 |
114-006 |
|
LOW |
113-250 |
|
0.618 |
113-126 |
|
1.000 |
113-050 |
|
1.618 |
112-246 |
|
2.618 |
112-046 |
|
4.250 |
111-040 |
|
|
| Fisher Pivots for day following 06-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
114-087 |
114-107 |
| PP |
114-058 |
114-098 |
| S1 |
114-030 |
114-090 |
|