ECBOT 10 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 30-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2022 |
30-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
112-070 |
112-160 |
0-090 |
0.3% |
113-060 |
| High |
112-180 |
112-165 |
-0-015 |
0.0% |
113-065 |
| Low |
112-050 |
111-280 |
-0-090 |
-0.3% |
111-280 |
| Close |
112-140 |
112-095 |
-0-045 |
-0.1% |
112-095 |
| Range |
0-130 |
0-205 |
0-075 |
57.7% |
1-105 |
| ATR |
0-254 |
0-250 |
-0-003 |
-1.4% |
0-000 |
| Volume |
810,811 |
1,314,511 |
503,700 |
62.1% |
3,577,046 |
|
| Daily Pivots for day following 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-048 |
113-277 |
112-208 |
|
| R3 |
113-163 |
113-072 |
112-151 |
|
| R2 |
112-278 |
112-278 |
112-133 |
|
| R1 |
112-187 |
112-187 |
112-114 |
112-130 |
| PP |
112-073 |
112-073 |
112-073 |
112-045 |
| S1 |
111-302 |
111-302 |
112-076 |
111-245 |
| S2 |
111-188 |
111-188 |
112-057 |
|
| S3 |
110-303 |
111-097 |
112-039 |
|
| S4 |
110-098 |
110-212 |
111-302 |
|
|
| Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-142 |
115-223 |
113-009 |
|
| R3 |
115-037 |
114-118 |
112-212 |
|
| R2 |
113-252 |
113-252 |
112-173 |
|
| R1 |
113-013 |
113-013 |
112-134 |
112-240 |
| PP |
112-147 |
112-147 |
112-147 |
112-100 |
| S1 |
111-228 |
111-228 |
112-056 |
111-135 |
| S2 |
111-042 |
111-042 |
112-017 |
|
| S3 |
109-257 |
110-123 |
111-298 |
|
| S4 |
108-152 |
109-018 |
111-181 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-155 |
111-280 |
1-195 |
1.4% |
0-193 |
0.5% |
26% |
False |
True |
865,871 |
| 10 |
114-305 |
111-280 |
3-025 |
2.7% |
0-210 |
0.6% |
14% |
False |
True |
952,497 |
| 20 |
115-115 |
111-280 |
3-155 |
3.1% |
0-248 |
0.7% |
12% |
False |
True |
1,168,859 |
| 40 |
115-115 |
109-220 |
5-215 |
5.1% |
0-264 |
0.7% |
46% |
False |
False |
948,000 |
| 60 |
115-115 |
109-055 |
6-060 |
5.5% |
0-281 |
0.8% |
51% |
False |
False |
632,665 |
| 80 |
117-000 |
109-055 |
7-265 |
7.0% |
0-289 |
0.8% |
40% |
False |
False |
474,518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-076 |
|
2.618 |
114-062 |
|
1.618 |
113-177 |
|
1.000 |
113-050 |
|
0.618 |
112-292 |
|
HIGH |
112-165 |
|
0.618 |
112-087 |
|
0.500 |
112-062 |
|
0.382 |
112-038 |
|
LOW |
111-280 |
|
0.618 |
111-153 |
|
1.000 |
111-075 |
|
1.618 |
110-268 |
|
2.618 |
110-063 |
|
4.250 |
109-049 |
|
|
| Fisher Pivots for day following 30-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
112-084 |
112-093 |
| PP |
112-073 |
112-092 |
| S1 |
112-062 |
112-090 |
|