ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 15-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2022 |
15-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
114-180 |
114-155 |
-0-025 |
-0.1% |
114-105 |
| High |
114-265 |
114-270 |
0-005 |
0.0% |
114-290 |
| Low |
114-010 |
114-125 |
0-115 |
0.3% |
113-170 |
| Close |
114-145 |
114-225 |
0-080 |
0.2% |
113-265 |
| Range |
0-255 |
0-145 |
-0-110 |
-43.1% |
1-120 |
| ATR |
0-298 |
0-288 |
-0-011 |
-3.7% |
0-000 |
| Volume |
2,090 |
790 |
-1,300 |
-62.2% |
33,145 |
|
| Daily Pivots for day following 15-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-002 |
115-258 |
114-305 |
|
| R3 |
115-177 |
115-113 |
114-265 |
|
| R2 |
115-032 |
115-032 |
114-252 |
|
| R1 |
114-288 |
114-288 |
114-238 |
115-000 |
| PP |
114-207 |
114-207 |
114-207 |
114-222 |
| S1 |
114-143 |
114-143 |
114-212 |
114-175 |
| S2 |
114-062 |
114-062 |
114-198 |
|
| S3 |
113-237 |
113-318 |
114-185 |
|
| S4 |
113-092 |
113-173 |
114-145 |
|
|
| Weekly Pivots for week ending 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-068 |
117-127 |
114-187 |
|
| R3 |
116-268 |
116-007 |
114-066 |
|
| R2 |
115-148 |
115-148 |
114-026 |
|
| R1 |
114-207 |
114-207 |
113-305 |
114-118 |
| PP |
114-028 |
114-028 |
114-028 |
113-304 |
| S1 |
113-087 |
113-087 |
113-225 |
112-318 |
| S2 |
112-228 |
112-228 |
113-184 |
|
| S3 |
111-108 |
111-287 |
113-144 |
|
| S4 |
109-308 |
110-167 |
113-023 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-025 |
113-150 |
1-195 |
1.4% |
0-268 |
0.7% |
77% |
False |
False |
1,782 |
| 10 |
115-025 |
113-125 |
1-220 |
1.5% |
0-268 |
0.7% |
78% |
False |
False |
6,897 |
| 20 |
115-025 |
112-040 |
2-305 |
2.6% |
0-264 |
0.7% |
87% |
False |
False |
734,497 |
| 40 |
115-025 |
108-265 |
6-080 |
5.4% |
0-293 |
0.8% |
94% |
False |
False |
1,213,914 |
| 60 |
115-025 |
108-265 |
6-080 |
5.4% |
1-004 |
0.9% |
94% |
False |
False |
1,396,644 |
| 80 |
118-005 |
108-265 |
9-060 |
8.0% |
0-310 |
0.8% |
64% |
False |
False |
1,419,081 |
| 100 |
122-025 |
108-265 |
13-080 |
11.6% |
0-310 |
0.8% |
44% |
False |
False |
1,148,549 |
| 120 |
122-025 |
108-265 |
13-080 |
11.6% |
0-313 |
0.9% |
44% |
False |
False |
957,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-246 |
|
2.618 |
116-010 |
|
1.618 |
115-185 |
|
1.000 |
115-095 |
|
0.618 |
115-040 |
|
HIGH |
114-270 |
|
0.618 |
114-215 |
|
0.500 |
114-198 |
|
0.382 |
114-180 |
|
LOW |
114-125 |
|
0.618 |
114-035 |
|
1.000 |
113-300 |
|
1.618 |
113-210 |
|
2.618 |
113-065 |
|
4.250 |
112-149 |
|
|
| Fisher Pivots for day following 15-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
114-216 |
114-184 |
| PP |
114-207 |
114-143 |
| S1 |
114-198 |
114-102 |
|