ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 15-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2022 |
15-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
112-040 |
112-045 |
0-005 |
0.0% |
110-030 |
| High |
112-070 |
112-315 |
0-245 |
0.7% |
112-190 |
| Low |
111-275 |
112-005 |
0-050 |
0.1% |
109-140 |
| Close |
112-040 |
112-180 |
0-140 |
0.4% |
112-100 |
| Range |
0-115 |
0-310 |
0-195 |
169.6% |
3-050 |
| ATR |
1-008 |
1-007 |
-0-001 |
-0.4% |
0-000 |
| Volume |
1,444,981 |
1,777,674 |
332,693 |
23.0% |
7,045,162 |
|
| Daily Pivots for day following 15-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-137 |
114-308 |
113-030 |
|
| R3 |
114-147 |
113-318 |
112-265 |
|
| R2 |
113-157 |
113-157 |
112-237 |
|
| R1 |
113-008 |
113-008 |
112-208 |
113-082 |
| PP |
112-167 |
112-167 |
112-167 |
112-204 |
| S1 |
112-018 |
112-018 |
112-152 |
112-092 |
| S2 |
111-177 |
111-177 |
112-123 |
|
| S3 |
110-187 |
111-028 |
112-095 |
|
| S4 |
109-197 |
110-038 |
112-010 |
|
|
| Weekly Pivots for week ending 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-293 |
119-247 |
114-016 |
|
| R3 |
117-243 |
116-197 |
113-058 |
|
| R2 |
114-193 |
114-193 |
112-285 |
|
| R1 |
113-147 |
113-147 |
112-193 |
114-010 |
| PP |
111-143 |
111-143 |
111-143 |
111-235 |
| S1 |
110-097 |
110-097 |
112-007 |
110-280 |
| S2 |
108-093 |
108-093 |
111-235 |
|
| S3 |
105-043 |
107-047 |
111-142 |
|
| S4 |
101-313 |
103-317 |
110-184 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-315 |
110-000 |
2-315 |
2.7% |
0-311 |
0.9% |
86% |
True |
False |
1,594,457 |
| 10 |
112-315 |
109-105 |
3-210 |
3.2% |
0-302 |
0.8% |
88% |
True |
False |
1,506,128 |
| 20 |
112-315 |
108-265 |
4-050 |
3.7% |
1-000 |
0.9% |
90% |
True |
False |
1,686,114 |
| 40 |
114-100 |
108-265 |
5-155 |
4.9% |
1-033 |
1.0% |
68% |
False |
False |
1,731,707 |
| 60 |
118-100 |
108-265 |
9-155 |
8.4% |
1-003 |
0.9% |
39% |
False |
False |
1,629,282 |
| 80 |
122-025 |
108-265 |
13-080 |
11.8% |
1-000 |
0.9% |
28% |
False |
False |
1,231,773 |
| 100 |
122-025 |
108-265 |
13-080 |
11.8% |
1-001 |
0.9% |
28% |
False |
False |
985,494 |
| 120 |
122-025 |
108-265 |
13-080 |
11.8% |
0-316 |
0.9% |
28% |
False |
False |
821,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-032 |
|
2.618 |
115-167 |
|
1.618 |
114-177 |
|
1.000 |
113-305 |
|
0.618 |
113-187 |
|
HIGH |
112-315 |
|
0.618 |
112-197 |
|
0.500 |
112-160 |
|
0.382 |
112-123 |
|
LOW |
112-005 |
|
0.618 |
111-133 |
|
1.000 |
111-015 |
|
1.618 |
110-143 |
|
2.618 |
109-153 |
|
4.250 |
107-288 |
|
|
| Fisher Pivots for day following 15-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
112-173 |
112-165 |
| PP |
112-167 |
112-150 |
| S1 |
112-160 |
112-135 |
|