ECBOT 10 Year T-Note Future December 2022

Trading Metrics calculated at close of trading on 29-Sep-2022

Day Change Summary
	Previous	Current
	28-Sep-2022	29-Sep-2022	Change	Change %	Previous Week
Open	111-005	112-200	1-195	1.4%	114-230
High	112-300	112-210	-0-090	-0.2%	114-255
Low	110-190	111-205	1-015	0.9%	111-250
Close	112-275	112-145	-0-130	-0.4%	112-200
Range	2-110	1-005	-1-105	-56.7%	3-005
ATR	1-036	1-038	0-002	0.7%	0-000
Volume	2,908,370	1,953,819	-954,551	-32.8%	8,731,463

Daily Pivots for day following 29-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	115-095	114-285	113-004
R3	114-090	113-280	112-234
R2	113-085	113-085	112-205
R1	112-275	112-275	112-175	112-178
PP	112-080	112-080	112-080	112-031
S1	111-270	111-270	112-115	111-172
S2	111-075	111-075	112-085
S3	110-070	110-265	112-056
S4	109-065	109-260	111-286

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	112-305	110-190	2-115	2.1%	1-165	1.3%	79%	False	False	2,296,916
10	114-305	110-190	4-115	3.9%	1-064	1.1%	43%	False	False	1,925,409
20	116-275	110-190	6-085	5.6%	1-017	0.9%	30%	False	False	1,686,833
40	120-305	110-190	10-115	9.2%	0-303	0.8%	18%	False	False	1,119,641
60	122-025	110-190	11-155	10.2%	0-312	0.9%	16%	False	False	747,303
80	122-025	110-190	11-155	10.2%	1-000	0.9%	16%	False	False	560,483

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-066
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	116-311
2.618	115-101
1.618	114-096
1.000	113-215
0.618	113-091
HIGH	112-210
0.618	112-086
0.500	112-048
0.382	112-009
LOW	111-205
0.618	111-004
1.000	110-200
1.618	109-319
2.618	108-314
4.250	107-104

Fisher Pivots for day following 29-Sep-2022
Pivot	1 day	3 day
R1	112-112	112-072
PP	112-080	111-318
S1	112-048	111-245

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols