ECBOT 10 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 19-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2022 |
19-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
114-300 |
114-225 |
-0-075 |
-0.2% |
113-310 |
| High |
114-305 |
114-230 |
-0-075 |
-0.2% |
115-115 |
| Low |
114-060 |
114-005 |
-0-055 |
-0.2% |
113-225 |
| Close |
114-260 |
114-045 |
-0-215 |
-0.6% |
114-260 |
| Range |
0-245 |
0-225 |
-0-020 |
-8.2% |
1-210 |
| ATR |
0-291 |
0-289 |
-0-003 |
-0.9% |
0-000 |
| Volume |
1,203,932 |
813,410 |
-390,522 |
-32.4% |
6,781,806 |
|
| Daily Pivots for day following 19-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-128 |
115-312 |
114-169 |
|
| R3 |
115-223 |
115-087 |
114-107 |
|
| R2 |
114-318 |
114-318 |
114-086 |
|
| R1 |
114-182 |
114-182 |
114-066 |
114-138 |
| PP |
114-093 |
114-093 |
114-093 |
114-071 |
| S1 |
113-277 |
113-277 |
114-024 |
113-232 |
| S2 |
113-188 |
113-188 |
114-004 |
|
| S3 |
112-283 |
113-052 |
113-303 |
|
| S4 |
112-058 |
112-147 |
113-241 |
|
|
| Weekly Pivots for week ending 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-190 |
118-275 |
115-232 |
|
| R3 |
117-300 |
117-065 |
115-086 |
|
| R2 |
116-090 |
116-090 |
115-037 |
|
| R1 |
115-175 |
115-175 |
114-309 |
115-292 |
| PP |
114-200 |
114-200 |
114-200 |
114-259 |
| S1 |
113-285 |
113-285 |
114-211 |
114-082 |
| S2 |
112-310 |
112-310 |
114-163 |
|
| S3 |
111-100 |
112-075 |
114-114 |
|
| S4 |
109-210 |
110-185 |
113-288 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-115 |
113-250 |
1-185 |
1.4% |
0-280 |
0.8% |
23% |
False |
False |
1,298,434 |
| 10 |
115-115 |
113-225 |
1-210 |
1.5% |
0-266 |
0.7% |
26% |
False |
False |
1,253,229 |
| 20 |
115-115 |
112-115 |
3-000 |
2.6% |
0-277 |
0.8% |
59% |
False |
False |
1,492,121 |
| 40 |
115-115 |
109-220 |
5-215 |
5.0% |
0-290 |
0.8% |
79% |
False |
False |
761,015 |
| 60 |
115-115 |
109-055 |
6-060 |
5.4% |
0-310 |
0.8% |
80% |
False |
False |
507,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-226 |
|
2.618 |
116-179 |
|
1.618 |
115-274 |
|
1.000 |
115-135 |
|
0.618 |
115-049 |
|
HIGH |
114-230 |
|
0.618 |
114-144 |
|
0.500 |
114-118 |
|
0.382 |
114-091 |
|
LOW |
114-005 |
|
0.618 |
113-186 |
|
1.000 |
113-100 |
|
1.618 |
112-281 |
|
2.618 |
112-056 |
|
4.250 |
111-009 |
|
|
| Fisher Pivots for day following 19-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
114-118 |
114-175 |
| PP |
114-093 |
114-132 |
| S1 |
114-069 |
114-088 |
|