ECBOT 10 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 23-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2022 |
23-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
113-215 |
113-135 |
-0-080 |
-0.2% |
114-225 |
| High |
113-290 |
113-155 |
-0-135 |
-0.4% |
114-230 |
| Low |
113-135 |
112-310 |
-0-145 |
-0.4% |
112-310 |
| Close |
113-175 |
113-025 |
-0-150 |
-0.4% |
113-025 |
| Range |
0-155 |
0-165 |
0-010 |
6.5% |
1-240 |
| ATR |
0-275 |
0-269 |
-0-006 |
-2.3% |
0-000 |
| Volume |
795,954 |
752,313 |
-43,641 |
-5.5% |
4,743,992 |
|
| Daily Pivots for day following 23-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-232 |
114-133 |
113-116 |
|
| R3 |
114-067 |
113-288 |
113-070 |
|
| R2 |
113-222 |
113-222 |
113-055 |
|
| R1 |
113-123 |
113-123 |
113-040 |
113-090 |
| PP |
113-057 |
113-057 |
113-057 |
113-040 |
| S1 |
112-278 |
112-278 |
113-010 |
112-245 |
| S2 |
112-212 |
112-212 |
112-315 |
|
| S3 |
112-047 |
112-113 |
112-300 |
|
| S4 |
111-202 |
111-268 |
112-254 |
|
|
| Weekly Pivots for week ending 23-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-268 |
117-227 |
114-013 |
|
| R3 |
117-028 |
115-307 |
113-179 |
|
| R2 |
115-108 |
115-108 |
113-128 |
|
| R1 |
114-067 |
114-067 |
113-076 |
113-288 |
| PP |
113-188 |
113-188 |
113-188 |
113-139 |
| S1 |
112-147 |
112-147 |
112-294 |
112-048 |
| S2 |
111-268 |
111-268 |
112-242 |
|
| S3 |
110-028 |
110-227 |
112-191 |
|
| S4 |
108-108 |
108-307 |
112-037 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-230 |
112-310 |
1-240 |
1.5% |
0-212 |
0.6% |
6% |
False |
True |
948,798 |
| 10 |
115-115 |
112-310 |
2-125 |
2.1% |
0-246 |
0.7% |
5% |
False |
True |
1,152,579 |
| 20 |
115-115 |
112-175 |
2-260 |
2.5% |
0-271 |
0.7% |
19% |
False |
False |
1,378,089 |
| 40 |
115-115 |
109-220 |
5-215 |
5.0% |
0-275 |
0.8% |
60% |
False |
False |
858,918 |
| 60 |
115-115 |
109-055 |
6-060 |
5.5% |
0-292 |
0.8% |
63% |
False |
False |
573,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-216 |
|
2.618 |
114-267 |
|
1.618 |
114-102 |
|
1.000 |
114-000 |
|
0.618 |
113-257 |
|
HIGH |
113-155 |
|
0.618 |
113-092 |
|
0.500 |
113-072 |
|
0.382 |
113-053 |
|
LOW |
112-310 |
|
0.618 |
112-208 |
|
1.000 |
112-145 |
|
1.618 |
112-043 |
|
2.618 |
111-198 |
|
4.250 |
110-249 |
|
|
| Fisher Pivots for day following 23-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
113-072 |
113-162 |
| PP |
113-057 |
113-117 |
| S1 |
113-041 |
113-071 |
|