ECBOT 10 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 02-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2022 |
02-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
114-035 |
114-225 |
0-190 |
0.5% |
113-140 |
| High |
114-245 |
114-285 |
0-040 |
0.1% |
114-285 |
| Low |
113-270 |
113-215 |
-0-055 |
-0.2% |
112-175 |
| Close |
114-195 |
114-210 |
0-015 |
0.0% |
114-210 |
| Range |
0-295 |
1-070 |
0-095 |
32.2% |
2-110 |
| ATR |
0-304 |
0-310 |
0-006 |
2.0% |
0-000 |
| Volume |
1,991,454 |
2,095,309 |
103,855 |
5.2% |
9,856,952 |
|
| Daily Pivots for day following 02-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-020 |
117-185 |
115-104 |
|
| R3 |
116-270 |
116-115 |
114-317 |
|
| R2 |
115-200 |
115-200 |
114-282 |
|
| R1 |
115-045 |
115-045 |
114-246 |
114-248 |
| PP |
114-130 |
114-130 |
114-130 |
114-071 |
| S1 |
113-295 |
113-295 |
114-174 |
113-178 |
| S2 |
113-060 |
113-060 |
114-138 |
|
| S3 |
111-310 |
112-225 |
114-103 |
|
| S4 |
110-240 |
111-155 |
113-316 |
|
|
| Weekly Pivots for week ending 02-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-020 |
120-065 |
115-302 |
|
| R3 |
118-230 |
117-275 |
115-096 |
|
| R2 |
116-120 |
116-120 |
115-028 |
|
| R1 |
115-165 |
115-165 |
114-279 |
115-302 |
| PP |
114-010 |
114-010 |
114-010 |
114-079 |
| S1 |
113-055 |
113-055 |
114-141 |
113-192 |
| S2 |
111-220 |
111-220 |
114-072 |
|
| S3 |
109-110 |
110-265 |
114-004 |
|
| S4 |
107-000 |
108-155 |
113-118 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-285 |
112-175 |
2-110 |
2.0% |
1-011 |
0.9% |
90% |
True |
False |
1,971,390 |
| 10 |
114-285 |
112-115 |
2-170 |
2.2% |
0-278 |
0.8% |
91% |
True |
False |
1,624,340 |
| 20 |
114-285 |
109-225 |
5-060 |
4.5% |
0-285 |
0.8% |
95% |
True |
False |
831,123 |
| 40 |
114-285 |
109-055 |
5-230 |
5.0% |
0-300 |
0.8% |
96% |
True |
False |
416,946 |
| 60 |
116-280 |
109-055 |
7-225 |
6.7% |
0-303 |
0.8% |
71% |
False |
False |
277,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-022 |
|
2.618 |
118-026 |
|
1.618 |
116-276 |
|
1.000 |
116-035 |
|
0.618 |
115-206 |
|
HIGH |
114-285 |
|
0.618 |
114-136 |
|
0.500 |
114-090 |
|
0.382 |
114-044 |
|
LOW |
113-215 |
|
0.618 |
112-294 |
|
1.000 |
112-145 |
|
1.618 |
111-224 |
|
2.618 |
110-154 |
|
4.250 |
108-158 |
|
|
| Fisher Pivots for day following 02-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
114-170 |
114-110 |
| PP |
114-130 |
114-010 |
| S1 |
114-090 |
113-230 |
|