ECBOT 10 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 28-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2022 |
28-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
113-060 |
112-155 |
-0-225 |
-0.6% |
114-225 |
| High |
113-065 |
112-220 |
-0-165 |
-0.5% |
114-230 |
| Low |
112-100 |
112-040 |
-0-060 |
-0.2% |
112-310 |
| Close |
112-105 |
112-060 |
-0-045 |
-0.1% |
113-025 |
| Range |
0-285 |
0-180 |
-0-105 |
-36.8% |
1-240 |
| ATR |
0-270 |
0-263 |
-0-006 |
-2.4% |
0-000 |
| Volume |
691,957 |
759,767 |
67,810 |
9.8% |
4,743,992 |
|
| Daily Pivots for day following 28-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-007 |
113-213 |
112-159 |
|
| R3 |
113-147 |
113-033 |
112-110 |
|
| R2 |
112-287 |
112-287 |
112-093 |
|
| R1 |
112-173 |
112-173 |
112-076 |
112-140 |
| PP |
112-107 |
112-107 |
112-107 |
112-090 |
| S1 |
111-313 |
111-313 |
112-044 |
111-280 |
| S2 |
111-247 |
111-247 |
112-027 |
|
| S3 |
111-067 |
111-133 |
112-010 |
|
| S4 |
110-207 |
110-273 |
111-281 |
|
|
| 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 |
114-015 |
112-040 |
1-295 |
1.7% |
0-205 |
0.6% |
3% |
False |
True |
796,229 |
| 10 |
115-025 |
112-040 |
2-305 |
2.6% |
0-220 |
0.6% |
2% |
False |
True |
1,002,515 |
| 20 |
115-115 |
112-040 |
3-075 |
2.9% |
0-272 |
0.8% |
2% |
False |
True |
1,290,162 |
| 40 |
115-115 |
109-220 |
5-215 |
5.1% |
0-274 |
0.8% |
44% |
False |
False |
895,112 |
| 60 |
115-115 |
109-055 |
6-060 |
5.5% |
0-284 |
0.8% |
49% |
False |
False |
597,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-025 |
|
2.618 |
114-051 |
|
1.618 |
113-191 |
|
1.000 |
113-080 |
|
0.618 |
113-011 |
|
HIGH |
112-220 |
|
0.618 |
112-151 |
|
0.500 |
112-130 |
|
0.382 |
112-109 |
|
LOW |
112-040 |
|
0.618 |
111-249 |
|
1.000 |
111-180 |
|
1.618 |
111-069 |
|
2.618 |
110-209 |
|
4.250 |
109-235 |
|
|
| Fisher Pivots for day following 28-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
112-130 |
112-258 |
| PP |
112-107 |
112-192 |
| S1 |
112-083 |
112-126 |
|