ECBOT 10 Year T-Note Future December 2022

Trading Metrics calculated at close of trading on 21-Oct-2022

Day Change Summary
	Previous	Current
	20-Oct-2022	21-Oct-2022	Change	Change %	Previous Week
Open	109-300	109-125	-0-175	-0.5%	110-225
High	110-070	109-310	-0-080	-0.2%	111-130
Low	109-085	108-265	-0-140	-0.4%	108-265
Close	109-115	109-255	0-140	0.4%	109-255
Range	0-305	1-045	0-060	19.7%	2-185
ATR	1-023	1-025	0-002	0.5%	0-000
Volume	1,637,008	2,475,242	838,234	51.2%	7,972,450

Daily Pivots for day following 21-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	112-305	112-165	110-136
R3	111-260	111-120	110-035
R2	110-215	110-215	110-002
R1	110-075	110-075	109-288	110-145
PP	109-170	109-170	109-170	109-205
S1	109-030	109-030	109-222	109-100
S2	108-125	108-125	109-188
S3	107-080	107-305	109-155
S4	106-035	106-260	109-054

Weekly Pivots for week ending 21-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	117-238	116-112	111-069
R3	115-053	113-247	110-162
R2	112-188	112-188	110-086
R1	111-062	111-062	110-011	110-192
PP	110-003	110-003	110-003	109-229
S1	108-197	108-197	109-179	108-008
S2	107-138	107-138	109-104
S3	104-273	106-012	109-028
S4	102-088	103-147	108-121

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	111-130	108-265	2-185	2.3%	0-297	0.8%	38%	False	True	1,594,490
10	111-285	108-265	3-020	2.8%	1-014	1.0%	32%	False	True	1,548,600
20	113-300	108-265	5-035	4.7%	1-060	1.1%	19%	False	True	1,745,866
40	118-000	108-265	9-055	8.4%	1-010	0.9%	11%	False	True	1,628,008
60	122-025	108-265	13-080	12.1%	1-000	0.9%	7%	False	True	1,173,384
80	122-025	108-265	13-080	12.1%	1-005	0.9%	7%	False	True	880,334
100	122-025	108-265	13-080	12.1%	0-318	0.9%	7%	False	True	704,271

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-099
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	114-261
2.618	112-306
1.618	111-261
1.000	111-035
0.618	110-216
HIGH	109-310
0.618	109-171
0.500	109-128
0.382	109-084
LOW	108-265
0.618	108-039
1.000	107-220
1.618	106-314
2.618	105-269
4.250	103-314

Fisher Pivots for day following 21-Oct-2022
Pivot	1 day	3 day
R1	109-212	109-278
PP	109-170	109-270
S1	109-128	109-262

Download as Excel Spreadsheet

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

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