ECBOT 10 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 12-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2022 |
12-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
114-165 |
113-310 |
-0-175 |
-0.5% |
114-185 |
| High |
114-245 |
114-125 |
-0-120 |
-0.3% |
115-065 |
| Low |
113-295 |
113-225 |
-0-070 |
-0.2% |
113-250 |
| Close |
114-030 |
113-265 |
-0-085 |
-0.2% |
114-030 |
| Range |
0-270 |
0-220 |
-0-050 |
-18.5% |
1-135 |
| ATR |
0-299 |
0-293 |
-0-006 |
-1.9% |
0-000 |
| Volume |
1,171,385 |
1,103,042 |
-68,343 |
-5.8% |
6,179,035 |
|
| Daily Pivots for day following 12-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-012 |
115-198 |
114-066 |
|
| R3 |
115-112 |
114-298 |
114-006 |
|
| R2 |
114-212 |
114-212 |
113-305 |
|
| R1 |
114-078 |
114-078 |
113-285 |
114-035 |
| PP |
113-312 |
113-312 |
113-312 |
113-290 |
| S1 |
113-178 |
113-178 |
113-245 |
113-135 |
| S2 |
113-092 |
113-092 |
113-225 |
|
| S3 |
112-192 |
112-278 |
113-204 |
|
| S4 |
111-292 |
112-058 |
113-144 |
|
|
| Weekly Pivots for week ending 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-200 |
117-250 |
114-280 |
|
| R3 |
117-065 |
116-115 |
114-155 |
|
| R2 |
115-250 |
115-250 |
114-113 |
|
| R1 |
114-300 |
114-300 |
114-072 |
114-208 |
| PP |
114-115 |
114-115 |
114-115 |
114-069 |
| S1 |
113-165 |
113-165 |
113-308 |
113-072 |
| S2 |
112-300 |
112-300 |
113-267 |
|
| S3 |
111-165 |
112-030 |
113-225 |
|
| S4 |
110-030 |
110-215 |
113-100 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-065 |
113-225 |
1-160 |
1.3% |
0-253 |
0.7% |
8% |
False |
True |
1,208,024 |
| 10 |
115-065 |
112-175 |
2-210 |
2.3% |
0-298 |
0.8% |
48% |
False |
False |
1,527,602 |
| 20 |
115-065 |
112-050 |
3-015 |
2.7% |
0-268 |
0.7% |
55% |
False |
False |
1,188,297 |
| 40 |
115-065 |
109-055 |
6-010 |
5.3% |
0-290 |
0.8% |
77% |
False |
False |
598,955 |
| 60 |
115-065 |
109-055 |
6-010 |
5.3% |
0-312 |
0.9% |
77% |
False |
False |
399,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-100 |
|
2.618 |
116-061 |
|
1.618 |
115-161 |
|
1.000 |
115-025 |
|
0.618 |
114-261 |
|
HIGH |
114-125 |
|
0.618 |
114-041 |
|
0.500 |
114-015 |
|
0.382 |
113-309 |
|
LOW |
113-225 |
|
0.618 |
113-089 |
|
1.000 |
113-005 |
|
1.618 |
112-189 |
|
2.618 |
111-289 |
|
4.250 |
110-250 |
|
|
| Fisher Pivots for day following 12-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
114-015 |
114-118 |
| PP |
113-312 |
114-060 |
| S1 |
113-288 |
114-002 |
|