ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 28-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2022 |
28-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
111-020 |
111-005 |
-0-015 |
0.0% |
114-230 |
| High |
112-015 |
112-300 |
0-285 |
0.8% |
114-255 |
| Low |
110-220 |
110-190 |
-0-030 |
-0.1% |
111-250 |
| Close |
110-285 |
112-275 |
1-310 |
1.8% |
112-200 |
| Range |
1-115 |
2-110 |
0-315 |
72.4% |
3-005 |
| ATR |
1-006 |
1-036 |
0-030 |
9.3% |
0-000 |
| Volume |
2,340,232 |
2,908,370 |
568,138 |
24.3% |
8,731,463 |
|
| Daily Pivots for day following 28-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-052 |
118-113 |
114-048 |
|
| R3 |
116-262 |
116-003 |
113-161 |
|
| R2 |
114-152 |
114-152 |
113-092 |
|
| R1 |
113-213 |
113-213 |
113-024 |
114-022 |
| PP |
112-042 |
112-042 |
112-042 |
112-106 |
| S1 |
111-103 |
111-103 |
112-206 |
111-232 |
| S2 |
109-252 |
109-252 |
112-138 |
|
| S3 |
107-142 |
108-313 |
112-069 |
|
| S4 |
105-032 |
106-203 |
111-182 |
|
|
| 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 |
114-000 |
110-190 |
3-130 |
3.0% |
1-185 |
1.4% |
67% |
False |
True |
2,362,438 |
| 10 |
115-010 |
110-190 |
4-140 |
3.9% |
1-052 |
1.0% |
51% |
False |
True |
1,855,891 |
| 20 |
117-075 |
110-190 |
6-205 |
5.9% |
1-014 |
0.9% |
34% |
False |
True |
1,683,120 |
| 40 |
120-305 |
110-190 |
10-115 |
9.2% |
0-304 |
0.8% |
22% |
False |
True |
1,071,057 |
| 60 |
122-025 |
110-190 |
11-155 |
10.2% |
0-314 |
0.9% |
20% |
False |
True |
714,741 |
| 80 |
122-025 |
110-190 |
11-155 |
10.2% |
0-316 |
0.9% |
20% |
False |
True |
536,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-288 |
|
2.618 |
119-024 |
|
1.618 |
116-234 |
|
1.000 |
115-090 |
|
0.618 |
114-124 |
|
HIGH |
112-300 |
|
0.618 |
112-014 |
|
0.500 |
111-245 |
|
0.382 |
111-156 |
|
LOW |
110-190 |
|
0.618 |
109-046 |
|
1.000 |
108-080 |
|
1.618 |
106-256 |
|
2.618 |
104-146 |
|
4.250 |
100-202 |
|
|
| Fisher Pivots for day following 28-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
112-158 |
112-158 |
| PP |
112-042 |
112-042 |
| S1 |
111-245 |
111-245 |
|