ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 12-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2022 |
12-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
114-085 |
113-240 |
-0-165 |
-0.5% |
114-105 |
| High |
114-155 |
114-030 |
-0-125 |
-0.3% |
114-290 |
| Low |
113-220 |
113-150 |
-0-070 |
-0.2% |
113-170 |
| Close |
113-265 |
113-190 |
-0-075 |
-0.2% |
113-265 |
| Range |
0-255 |
0-200 |
-0-055 |
-21.6% |
1-120 |
| ATR |
0-294 |
0-288 |
-0-007 |
-2.3% |
0-000 |
| Volume |
2,477 |
1,817 |
-660 |
-26.6% |
33,145 |
|
| Daily Pivots for day following 12-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-190 |
115-070 |
113-300 |
|
| R3 |
114-310 |
114-190 |
113-245 |
|
| R2 |
114-110 |
114-110 |
113-227 |
|
| R1 |
113-310 |
113-310 |
113-208 |
113-270 |
| PP |
113-230 |
113-230 |
113-230 |
113-210 |
| S1 |
113-110 |
113-110 |
113-172 |
113-070 |
| S2 |
113-030 |
113-030 |
113-153 |
|
| S3 |
112-150 |
112-230 |
113-135 |
|
| S4 |
111-270 |
112-030 |
113-080 |
|
|
| Weekly Pivots for week ending 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-068 |
117-127 |
114-187 |
|
| R3 |
116-268 |
116-007 |
114-066 |
|
| R2 |
115-148 |
115-148 |
114-026 |
|
| R1 |
114-207 |
114-207 |
113-305 |
114-118 |
| PP |
114-028 |
114-028 |
114-028 |
113-304 |
| S1 |
113-087 |
113-087 |
113-225 |
112-318 |
| S2 |
112-228 |
112-228 |
113-184 |
|
| S3 |
111-108 |
111-287 |
113-144 |
|
| S4 |
109-308 |
110-167 |
113-023 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-290 |
113-150 |
1-140 |
1.3% |
0-232 |
0.6% |
9% |
False |
True |
4,115 |
| 10 |
114-290 |
112-095 |
2-195 |
2.3% |
0-282 |
0.8% |
50% |
False |
False |
86,179 |
| 20 |
114-290 |
111-275 |
3-015 |
2.7% |
0-259 |
0.7% |
57% |
False |
False |
976,984 |
| 40 |
114-290 |
108-265 |
6-025 |
5.4% |
0-291 |
0.8% |
78% |
False |
False |
1,310,303 |
| 60 |
114-290 |
108-265 |
6-025 |
5.4% |
1-003 |
0.9% |
78% |
False |
False |
1,468,141 |
| 80 |
119-010 |
108-265 |
10-065 |
9.0% |
0-308 |
0.8% |
47% |
False |
False |
1,431,278 |
| 100 |
122-025 |
108-265 |
13-080 |
11.7% |
0-310 |
0.9% |
36% |
False |
False |
1,148,624 |
| 120 |
122-025 |
108-265 |
13-080 |
11.7% |
0-313 |
0.9% |
36% |
False |
False |
957,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-240 |
|
2.618 |
115-234 |
|
1.618 |
115-034 |
|
1.000 |
114-230 |
|
0.618 |
114-154 |
|
HIGH |
114-030 |
|
0.618 |
113-274 |
|
0.500 |
113-250 |
|
0.382 |
113-226 |
|
LOW |
113-150 |
|
0.618 |
113-026 |
|
1.000 |
112-270 |
|
1.618 |
112-146 |
|
2.618 |
111-266 |
|
4.250 |
110-260 |
|
|
| Fisher Pivots for day following 12-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
113-250 |
114-020 |
| PP |
113-230 |
113-290 |
| S1 |
113-210 |
113-240 |
|