ECBOT 10 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 22-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2022 |
22-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
113-160 |
113-215 |
0-055 |
0.2% |
113-310 |
| High |
114-015 |
113-290 |
-0-045 |
-0.1% |
115-115 |
| Low |
113-095 |
113-135 |
0-040 |
0.1% |
113-225 |
| Close |
113-180 |
113-175 |
-0-005 |
0.0% |
114-260 |
| Range |
0-240 |
0-155 |
-0-085 |
-35.4% |
1-210 |
| ATR |
0-284 |
0-275 |
-0-009 |
-3.3% |
0-000 |
| Volume |
981,158 |
795,954 |
-185,204 |
-18.9% |
6,781,806 |
|
| Daily Pivots for day following 22-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-025 |
114-255 |
113-260 |
|
| R3 |
114-190 |
114-100 |
113-218 |
|
| R2 |
114-035 |
114-035 |
113-203 |
|
| R1 |
113-265 |
113-265 |
113-189 |
113-232 |
| PP |
113-200 |
113-200 |
113-200 |
113-184 |
| S1 |
113-110 |
113-110 |
113-161 |
113-078 |
| S2 |
113-045 |
113-045 |
113-147 |
|
| S3 |
112-210 |
112-275 |
113-132 |
|
| S4 |
112-055 |
112-120 |
113-090 |
|
|
| 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 |
114-305 |
113-095 |
1-210 |
1.5% |
0-228 |
0.6% |
15% |
False |
False |
1,039,122 |
| 10 |
115-115 |
113-095 |
2-020 |
1.8% |
0-256 |
0.7% |
12% |
False |
False |
1,194,487 |
| 20 |
115-115 |
112-175 |
2-260 |
2.5% |
0-278 |
0.8% |
36% |
False |
False |
1,388,998 |
| 40 |
115-115 |
109-220 |
5-215 |
5.0% |
0-282 |
0.8% |
68% |
False |
False |
840,259 |
| 60 |
115-115 |
109-055 |
6-060 |
5.4% |
0-294 |
0.8% |
71% |
False |
False |
560,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-309 |
|
2.618 |
115-056 |
|
1.618 |
114-221 |
|
1.000 |
114-125 |
|
0.618 |
114-066 |
|
HIGH |
113-290 |
|
0.618 |
113-231 |
|
0.500 |
113-212 |
|
0.382 |
113-194 |
|
LOW |
113-135 |
|
0.618 |
113-039 |
|
1.000 |
112-300 |
|
1.618 |
112-204 |
|
2.618 |
112-049 |
|
4.250 |
111-116 |
|
|
| Fisher Pivots for day following 22-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
113-212 |
113-235 |
| PP |
113-200 |
113-215 |
| S1 |
113-188 |
113-195 |
|