ECBOT 10 Year T-Note Future December 2022

Trading Metrics calculated at close of trading on 27-Sep-2022

Day Change Summary
	Previous	Current
	26-Sep-2022	27-Sep-2022	Change	Change %	Previous Week
Open	112-225	111-020	-1-205	-1.5%	114-230
High	112-225	112-015	-0-210	-0.6%	114-255
Low	111-005	110-220	-0-105	-0.3%	111-250
Close	111-115	110-285	-0-150	-0.4%	112-200
Range	1-220	1-115	-0-105	-19.4%	3-005
ATR	0-317	1-006	0-008	2.7%	0-000
Volume	2,126,534	2,340,232	213,698	10.0%	8,731,463

Daily Pivots for day following 27-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	115-092	114-143	111-204
R3	113-297	113-028	111-085
R2	112-182	112-182	111-045
R1	111-233	111-233	111-005	111-150
PP	111-067	111-067	111-067	111-025
S1	110-118	110-118	110-245	110-035
S2	109-272	109-272	110-205
S3	108-157	109-003	110-165
S4	107-042	107-208	110-046

Weekly Pivots for week ending 23-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	122-037	120-123	114-091
R3	119-032	117-118	113-145
R2	116-027	116-027	113-057
R1	114-113	114-113	112-288	113-228
PP	113-022	113-022	113-022	112-239
S1	111-108	111-108	112-112	110-222
S2	110-017	110-017	112-023
S3	107-012	108-103	111-255
S4	104-007	105-098	110-309

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-100	110-220	3-200	3.3%	1-100	1.2%	6%	False	True	2,139,017
10	115-065	110-220	4-165	4.1%	0-319	0.9%	4%	False	True	1,712,482
20	117-170	110-220	6-270	6.2%	0-310	0.9%	3%	False	True	1,601,224
40	122-025	110-220	11-125	10.3%	0-302	0.9%	2%	False	True	998,559
60	122-025	110-220	11-125	10.3%	0-309	0.9%	2%	False	True	666,269
80	122-025	110-220	11-125	10.3%	0-310	0.9%	2%	False	True	499,707

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-059
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117-264
2.618	115-194
1.618	114-079
1.000	113-130
0.618	112-284
HIGH	112-015
0.618	111-169
0.500	111-118
0.382	111-066
LOW	110-220
0.618	109-271
1.000	109-105
1.618	108-156
2.618	107-041
4.250	104-291

Fisher Pivots for day following 27-Sep-2022
Pivot	1 day	3 day
R1	111-118	111-262
PP	111-067	111-163
S1	111-016	111-064

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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