ECBOT 10 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 27-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2022 |
27-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
113-135 |
113-060 |
-0-075 |
-0.2% |
114-225 |
| High |
113-155 |
113-065 |
-0-090 |
-0.2% |
114-230 |
| Low |
112-310 |
112-100 |
-0-210 |
-0.6% |
112-310 |
| Close |
113-025 |
112-105 |
-0-240 |
-0.7% |
113-025 |
| Range |
0-165 |
0-285 |
0-120 |
72.7% |
1-240 |
| ATR |
0-269 |
0-270 |
0-001 |
0.4% |
0-000 |
| Volume |
752,313 |
691,957 |
-60,356 |
-8.0% |
4,743,992 |
|
| Daily Pivots for day following 27-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-092 |
114-223 |
112-262 |
|
| R3 |
114-127 |
113-258 |
112-183 |
|
| R2 |
113-162 |
113-162 |
112-157 |
|
| R1 |
112-293 |
112-293 |
112-131 |
112-245 |
| PP |
112-197 |
112-197 |
112-197 |
112-172 |
| S1 |
112-008 |
112-008 |
112-079 |
111-280 |
| S2 |
111-232 |
111-232 |
112-053 |
|
| S3 |
110-267 |
111-043 |
112-027 |
|
| S4 |
109-302 |
110-078 |
111-268 |
|
|
| 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 |
114-055 |
112-100 |
1-275 |
1.7% |
0-224 |
0.6% |
1% |
False |
True |
924,507 |
| 10 |
115-115 |
112-100 |
3-015 |
2.7% |
0-252 |
0.7% |
1% |
False |
True |
1,111,471 |
| 20 |
115-115 |
112-100 |
3-015 |
2.7% |
0-275 |
0.8% |
1% |
False |
True |
1,319,536 |
| 40 |
115-115 |
109-220 |
5-215 |
5.0% |
0-274 |
0.8% |
47% |
False |
False |
876,160 |
| 60 |
115-115 |
109-055 |
6-060 |
5.5% |
0-291 |
0.8% |
51% |
False |
False |
584,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-316 |
|
2.618 |
115-171 |
|
1.618 |
114-206 |
|
1.000 |
114-030 |
|
0.618 |
113-241 |
|
HIGH |
113-065 |
|
0.618 |
112-276 |
|
0.500 |
112-242 |
|
0.382 |
112-209 |
|
LOW |
112-100 |
|
0.618 |
111-244 |
|
1.000 |
111-135 |
|
1.618 |
110-279 |
|
2.618 |
109-314 |
|
4.250 |
108-169 |
|
|
| Fisher Pivots for day following 27-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
112-242 |
113-035 |
| PP |
112-197 |
112-272 |
| S1 |
112-151 |
112-188 |
|