ECBOT 10 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 14-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2022 |
14-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
113-270 |
114-230 |
0-280 |
0.8% |
114-185 |
| High |
115-115 |
115-020 |
-0-095 |
-0.3% |
115-065 |
| Low |
113-250 |
114-080 |
0-150 |
0.4% |
113-250 |
| Close |
114-250 |
114-230 |
-0-020 |
-0.1% |
114-030 |
| Range |
1-185 |
0-260 |
-0-245 |
-48.5% |
1-135 |
| ATR |
0-308 |
0-305 |
-0-003 |
-1.1% |
0-000 |
| Volume |
1,849,330 |
1,387,105 |
-462,225 |
-25.0% |
6,179,035 |
|
| Daily Pivots for day following 14-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-037 |
116-233 |
115-053 |
|
| R3 |
116-097 |
115-293 |
114-302 |
|
| R2 |
115-157 |
115-157 |
114-278 |
|
| R1 |
115-033 |
115-033 |
114-254 |
115-040 |
| PP |
114-217 |
114-217 |
114-217 |
114-220 |
| S1 |
114-093 |
114-093 |
114-206 |
114-100 |
| S2 |
113-277 |
113-277 |
114-182 |
|
| S3 |
113-017 |
113-153 |
114-158 |
|
| S4 |
112-077 |
112-213 |
114-087 |
|
|
| 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% |
0-293 |
0.8% |
61% |
False |
False |
1,330,764 |
| 10 |
115-115 |
113-215 |
1-220 |
1.5% |
0-298 |
0.8% |
62% |
False |
False |
1,460,527 |
| 20 |
115-115 |
112-115 |
3-000 |
2.6% |
0-285 |
0.8% |
79% |
False |
False |
1,344,661 |
| 40 |
115-115 |
109-055 |
6-060 |
5.4% |
0-298 |
0.8% |
90% |
False |
False |
679,841 |
| 60 |
115-115 |
109-055 |
6-060 |
5.4% |
0-319 |
0.9% |
90% |
False |
False |
453,299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-165 |
|
2.618 |
117-061 |
|
1.618 |
116-121 |
|
1.000 |
115-280 |
|
0.618 |
115-181 |
|
HIGH |
115-020 |
|
0.618 |
114-241 |
|
0.500 |
114-210 |
|
0.382 |
114-179 |
|
LOW |
114-080 |
|
0.618 |
113-239 |
|
1.000 |
113-140 |
|
1.618 |
112-299 |
|
2.618 |
112-039 |
|
4.250 |
110-255 |
|
|
| Fisher Pivots for day following 14-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
114-223 |
114-210 |
| PP |
114-217 |
114-190 |
| S1 |
114-210 |
114-170 |
|