ECBOT 10 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 13-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2022 |
13-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
113-310 |
113-270 |
-0-040 |
-0.1% |
114-185 |
| High |
114-125 |
115-115 |
0-310 |
0.8% |
115-065 |
| Low |
113-225 |
113-250 |
0-025 |
0.1% |
113-250 |
| Close |
113-265 |
114-250 |
0-305 |
0.8% |
114-030 |
| Range |
0-220 |
1-185 |
0-285 |
129.5% |
1-135 |
| ATR |
0-293 |
0-308 |
0-015 |
5.2% |
0-000 |
| Volume |
1,103,042 |
1,849,330 |
746,288 |
67.7% |
6,179,035 |
|
| Daily Pivots for day following 13-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-120 |
118-210 |
115-208 |
|
| R3 |
117-255 |
117-025 |
115-069 |
|
| R2 |
116-070 |
116-070 |
115-023 |
|
| R1 |
115-160 |
115-160 |
114-296 |
115-275 |
| PP |
114-205 |
114-205 |
114-205 |
114-262 |
| S1 |
113-295 |
113-295 |
114-204 |
114-090 |
| S2 |
113-020 |
113-020 |
114-157 |
|
| S3 |
111-155 |
112-110 |
114-111 |
|
| S4 |
109-290 |
110-245 |
113-292 |
|
|
| 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 |
115-115 |
113-225 |
1-210 |
1.4% |
0-314 |
0.9% |
65% |
True |
False |
1,343,291 |
| 10 |
115-115 |
112-175 |
2-260 |
2.5% |
1-004 |
0.9% |
79% |
True |
False |
1,577,810 |
| 20 |
115-115 |
112-095 |
3-020 |
2.7% |
0-288 |
0.8% |
81% |
True |
False |
1,278,133 |
| 40 |
115-115 |
109-055 |
6-060 |
5.4% |
0-297 |
0.8% |
91% |
True |
False |
645,180 |
| 60 |
115-115 |
109-055 |
6-060 |
5.4% |
0-318 |
0.9% |
91% |
True |
False |
430,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-021 |
|
2.618 |
119-157 |
|
1.618 |
117-292 |
|
1.000 |
116-300 |
|
0.618 |
116-107 |
|
HIGH |
115-115 |
|
0.618 |
114-242 |
|
0.500 |
114-182 |
|
0.382 |
114-123 |
|
LOW |
113-250 |
|
0.618 |
112-258 |
|
1.000 |
112-065 |
|
1.618 |
111-073 |
|
2.618 |
109-208 |
|
4.250 |
107-024 |
|
|
| Fisher Pivots for day following 13-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
114-228 |
114-223 |
| PP |
114-205 |
114-197 |
| S1 |
114-182 |
114-170 |
|