ECBOT 10 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 15-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2022 |
15-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
114-230 |
114-305 |
0-075 |
0.2% |
114-185 |
| High |
115-020 |
115-025 |
0-005 |
0.0% |
115-065 |
| Low |
114-080 |
114-180 |
0-100 |
0.3% |
113-250 |
| Close |
114-230 |
114-295 |
0-065 |
0.2% |
114-030 |
| Range |
0-260 |
0-165 |
-0-095 |
-36.5% |
1-135 |
| ATR |
0-305 |
0-295 |
-0-010 |
-3.3% |
0-000 |
| Volume |
1,387,105 |
1,238,397 |
-148,708 |
-10.7% |
6,179,035 |
|
| Daily Pivots for day following 15-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-128 |
116-057 |
115-066 |
|
| R3 |
115-283 |
115-212 |
115-020 |
|
| R2 |
115-118 |
115-118 |
115-005 |
|
| R1 |
115-047 |
115-047 |
114-310 |
115-000 |
| PP |
114-273 |
114-273 |
114-273 |
114-250 |
| S1 |
114-202 |
114-202 |
114-280 |
114-155 |
| S2 |
114-108 |
114-108 |
114-265 |
|
| S3 |
113-263 |
114-037 |
114-250 |
|
| S4 |
113-098 |
113-192 |
114-204 |
|
|
| Weekly Pivots for week ending 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-200 |
117-250 |
114-280 |
|
| R3 |
117-065 |
116-115 |
114-155 |
|
| R2 |
115-250 |
115-250 |
114-113 |
|
| R1 |
114-300 |
114-300 |
114-072 |
114-208 |
| PP |
114-115 |
114-115 |
114-115 |
114-069 |
| S1 |
113-165 |
113-165 |
113-308 |
113-072 |
| S2 |
112-300 |
112-300 |
113-267 |
|
| S3 |
111-165 |
112-030 |
113-225 |
|
| S4 |
110-030 |
110-215 |
113-100 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-115 |
113-225 |
1-210 |
1.4% |
0-284 |
0.8% |
74% |
False |
False |
1,349,851 |
| 10 |
115-115 |
113-215 |
1-220 |
1.5% |
0-286 |
0.8% |
74% |
False |
False |
1,385,221 |
| 20 |
115-115 |
112-115 |
3-000 |
2.6% |
0-276 |
0.8% |
85% |
False |
False |
1,403,164 |
| 40 |
115-115 |
109-055 |
6-060 |
5.4% |
0-294 |
0.8% |
93% |
False |
False |
710,740 |
| 60 |
115-115 |
109-055 |
6-060 |
5.4% |
0-316 |
0.9% |
93% |
False |
False |
473,939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-086 |
|
2.618 |
116-137 |
|
1.618 |
115-292 |
|
1.000 |
115-190 |
|
0.618 |
115-127 |
|
HIGH |
115-025 |
|
0.618 |
114-282 |
|
0.500 |
114-262 |
|
0.382 |
114-243 |
|
LOW |
114-180 |
|
0.618 |
114-078 |
|
1.000 |
114-015 |
|
1.618 |
113-233 |
|
2.618 |
113-068 |
|
4.250 |
112-119 |
|
|
| Fisher Pivots for day following 15-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
114-284 |
114-258 |
| PP |
114-273 |
114-220 |
| S1 |
114-262 |
114-182 |
|