ECBOT 10 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 07-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2022 |
07-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
113-315 |
114-075 |
0-080 |
0.2% |
113-140 |
| High |
114-130 |
115-065 |
0-255 |
0.7% |
114-285 |
| Low |
113-250 |
114-020 |
0-090 |
0.2% |
112-175 |
| Close |
114-115 |
115-050 |
0-255 |
0.7% |
114-210 |
| Range |
0-200 |
1-045 |
0-165 |
82.5% |
2-110 |
| ATR |
0-301 |
0-305 |
0-005 |
1.5% |
0-000 |
| Volume |
1,172,993 |
1,449,743 |
276,750 |
23.6% |
9,856,952 |
|
| Daily Pivots for day following 07-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-073 |
117-267 |
115-251 |
|
| R3 |
117-028 |
116-222 |
115-150 |
|
| R2 |
115-303 |
115-303 |
115-117 |
|
| R1 |
115-177 |
115-177 |
115-083 |
115-240 |
| PP |
114-258 |
114-258 |
114-258 |
114-290 |
| S1 |
114-132 |
114-132 |
115-017 |
114-195 |
| S2 |
113-213 |
113-213 |
114-303 |
|
| S3 |
112-168 |
113-087 |
114-270 |
|
| S4 |
111-123 |
112-042 |
114-169 |
|
|
| 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 |
115-065 |
113-215 |
1-170 |
1.3% |
0-304 |
0.8% |
97% |
True |
False |
1,590,291 |
| 10 |
115-065 |
112-160 |
2-225 |
2.3% |
0-306 |
0.8% |
98% |
True |
False |
1,687,434 |
| 20 |
115-065 |
110-085 |
4-300 |
4.3% |
0-288 |
0.8% |
99% |
True |
False |
1,020,995 |
| 40 |
115-065 |
109-055 |
6-010 |
5.2% |
0-303 |
0.8% |
99% |
True |
False |
513,554 |
| 60 |
115-130 |
109-055 |
6-075 |
5.4% |
0-308 |
0.8% |
96% |
False |
False |
342,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-016 |
|
2.618 |
118-061 |
|
1.618 |
117-016 |
|
1.000 |
116-110 |
|
0.618 |
115-291 |
|
HIGH |
115-065 |
|
0.618 |
114-246 |
|
0.500 |
114-202 |
|
0.382 |
114-159 |
|
LOW |
114-020 |
|
0.618 |
113-114 |
|
1.000 |
112-295 |
|
1.618 |
112-069 |
|
2.618 |
111-024 |
|
4.250 |
109-069 |
|
|
| Fisher Pivots for day following 07-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
114-314 |
114-299 |
| PP |
114-258 |
114-228 |
| S1 |
114-202 |
114-158 |
|