ECBOT 10 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 19-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2022 |
19-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
114-170 |
114-125 |
-0-045 |
-0.1% |
113-240 |
| High |
114-265 |
114-200 |
-0-065 |
-0.2% |
115-025 |
| Low |
114-035 |
113-175 |
-0-180 |
-0.5% |
113-150 |
| Close |
114-215 |
114-015 |
-0-200 |
-0.5% |
114-215 |
| Range |
0-230 |
1-025 |
0-115 |
50.0% |
1-195 |
| ATR |
0-283 |
0-289 |
0-005 |
1.9% |
0-000 |
| Volume |
576 |
470 |
-106 |
-18.4% |
7,010 |
|
| Daily Pivots for day following 19-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-098 |
116-242 |
114-205 |
|
| R3 |
116-073 |
115-217 |
114-110 |
|
| R2 |
115-048 |
115-048 |
114-078 |
|
| R1 |
114-192 |
114-192 |
114-047 |
114-108 |
| PP |
114-023 |
114-023 |
114-023 |
113-301 |
| S1 |
113-167 |
113-167 |
113-303 |
113-082 |
| S2 |
112-318 |
112-318 |
113-272 |
|
| S3 |
111-293 |
112-142 |
113-240 |
|
| S4 |
110-268 |
111-117 |
113-145 |
|
|
| Weekly Pivots for week ending 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-075 |
118-180 |
115-178 |
|
| R3 |
117-200 |
116-305 |
115-037 |
|
| R2 |
116-005 |
116-005 |
114-309 |
|
| R1 |
115-110 |
115-110 |
114-262 |
115-218 |
| PP |
114-130 |
114-130 |
114-130 |
114-184 |
| S1 |
113-235 |
113-235 |
114-168 |
114-022 |
| S2 |
112-255 |
112-255 |
114-121 |
|
| S3 |
111-060 |
112-040 |
114-073 |
|
| S4 |
109-185 |
110-165 |
113-252 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-025 |
113-175 |
1-170 |
1.3% |
0-292 |
0.8% |
33% |
False |
True |
1,132 |
| 10 |
115-025 |
113-150 |
1-195 |
1.4% |
0-262 |
0.7% |
36% |
False |
False |
2,623 |
| 20 |
115-025 |
112-040 |
2-305 |
2.6% |
0-270 |
0.7% |
65% |
False |
False |
604,802 |
| 40 |
115-025 |
109-105 |
5-240 |
5.0% |
0-291 |
0.8% |
82% |
False |
False |
1,111,133 |
| 60 |
115-025 |
108-265 |
6-080 |
5.5% |
1-000 |
0.9% |
84% |
False |
False |
1,322,711 |
| 80 |
118-000 |
108-265 |
9-055 |
8.0% |
0-311 |
0.9% |
57% |
False |
False |
1,369,571 |
| 100 |
122-025 |
108-265 |
13-080 |
11.6% |
0-308 |
0.8% |
39% |
False |
False |
1,148,484 |
| 120 |
122-025 |
108-265 |
13-080 |
11.6% |
0-314 |
0.9% |
39% |
False |
False |
957,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-066 |
|
2.618 |
117-143 |
|
1.618 |
116-118 |
|
1.000 |
115-225 |
|
0.618 |
115-093 |
|
HIGH |
114-200 |
|
0.618 |
114-068 |
|
0.500 |
114-028 |
|
0.382 |
113-307 |
|
LOW |
113-175 |
|
0.618 |
112-282 |
|
1.000 |
112-150 |
|
1.618 |
111-257 |
|
2.618 |
110-232 |
|
4.250 |
108-309 |
|
|
| Fisher Pivots for day following 19-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
114-028 |
114-062 |
| PP |
114-023 |
114-047 |
| S1 |
114-019 |
114-031 |
|