ECBOT 10 Year T-Note Future December 2022

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

Day Change Summary
	Previous	Current
	26-Oct-2022	27-Oct-2022	Change	Change %	Previous Week
Open	110-180	111-040	0-180	0.5%	110-225
High	111-085	111-310	0-225	0.6%	111-130
Low	110-160	110-180	0-020	0.1%	108-265
Close	111-030	111-220	0-190	0.5%	109-255
Range	0-245	1-130	0-205	83.7%	2-185
ATR	1-023	1-031	0-008	2.2%	0-000
Volume	1,707,764	2,359,431	651,667	38.2%	7,972,450

Daily Pivots for day following 27-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	115-200	115-020	112-148
R3	114-070	113-210	112-024
R2	112-260	112-260	111-302
R1	112-080	112-080	111-261	112-170
PP	111-130	111-130	111-130	111-175
S1	110-270	110-270	111-179	111-040
S2	110-000	110-000	111-138
S3	108-190	109-140	111-096
S4	107-060	108-010	110-292

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	111-310	108-265	3-045	2.8%	1-047	1.0%	91%	True	False	2,006,782
10	111-310	108-265	3-045	2.8%	1-016	0.9%	91%	True	False	1,726,224
20	113-300	108-265	5-035	4.6%	1-031	1.0%	56%	False	False	1,657,351
40	116-275	108-265	8-010	7.2%	1-024	1.0%	36%	False	False	1,672,092
60	120-305	108-265	12-040	10.9%	0-319	0.9%	24%	False	False	1,298,878
80	122-025	108-265	13-080	11.9%	1-002	0.9%	22%	False	False	974,815
100	122-025	108-265	13-080	11.9%	1-006	0.9%	22%	False	False	779,857

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-095
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	117-302
2.618	115-208
1.618	114-078
1.000	113-120
0.618	112-268
HIGH	111-310
0.618	111-138
0.500	111-085
0.382	111-032
LOW	110-180
0.618	109-222
1.000	109-050
1.618	108-092
2.618	106-282
4.250	104-188

Fisher Pivots for day following 27-Oct-2022
Pivot	1 day	3 day
R1	111-175	111-125
PP	111-130	111-030
S1	111-085	110-255

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