ECBOT 10 Year T-Note Future March 2023


Trading Metrics calculated at close of trading on 28-Sep-2022
Day Change Summary
Previous Current
27-Sep-2022 28-Sep-2022 Change Change % Previous Week
Open 111-125 111-075 -0-050 -0.1% 114-270
High 112-075 113-050 0-295 0.8% 115-000
Low 110-300 110-275 -0-025 -0.1% 112-005
Close 111-025 113-020 1-315 1.8% 112-255
Range 1-095 2-095 1-000 77.1% 2-315
ATR 0-285 0-317 0-032 11.3% 0-000
Volume 289 170 -119 -41.2% 300
Daily Pivots for day following 28-Sep-2022
Classic Woodie Camarilla DeMark
R4 119-080 118-145 114-104
R3 116-305 116-050 113-222
R2 114-210 114-210 113-155
R1 113-275 113-275 113-087 114-082
PP 112-115 112-115 112-115 112-179
S1 111-180 111-180 112-273 111-308
S2 110-020 110-020 112-205
S3 107-245 109-085 112-138
S4 105-150 106-310 111-256
Weekly Pivots for week ending 23-Sep-2022
Classic Woodie Camarilla DeMark
R4 122-072 120-158 114-140
R3 119-077 117-163 113-198
R2 116-082 116-082 113-110
R1 114-168 114-168 113-023 113-288
PP 113-087 113-087 113-087 112-306
S1 111-173 111-173 112-167 110-292
S2 110-092 110-092 112-080
S3 107-097 108-178 111-312
S4 104-102 105-183 111-050
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-090 110-275 3-135 3.0% 1-175 1.4% 64% False True 148
10 115-000 110-275 4-045 3.7% 1-023 0.9% 53% False True 92
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-062
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 122-294
2.618 119-054
1.618 116-279
1.000 115-145
0.618 114-184
HIGH 113-050
0.618 112-089
0.500 112-002
0.382 111-236
LOW 110-275
0.618 109-141
1.000 108-180
1.618 107-046
2.618 104-271
4.250 101-031
Fisher Pivots for day following 28-Sep-2022
Pivot 1 day 3 day
R1 112-228 112-228
PP 112-115 112-115
S1 112-002 112-002

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

View Archives - Comment on this page... - Back to Index of Symbols