ECBOT 10 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 20-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2022 |
20-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
114-225 |
114-045 |
-0-180 |
-0.5% |
113-310 |
| High |
114-230 |
114-055 |
-0-175 |
-0.5% |
115-115 |
| Low |
114-005 |
113-100 |
-0-225 |
-0.6% |
113-225 |
| Close |
114-045 |
113-170 |
-0-195 |
-0.5% |
114-260 |
| Range |
0-225 |
0-275 |
0-050 |
22.2% |
1-210 |
| ATR |
0-289 |
0-288 |
-0-001 |
-0.3% |
0-000 |
| Volume |
813,410 |
1,401,157 |
587,747 |
72.3% |
6,781,806 |
|
| Daily Pivots for day following 20-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-080 |
115-240 |
114-001 |
|
| R3 |
115-125 |
114-285 |
113-246 |
|
| R2 |
114-170 |
114-170 |
113-220 |
|
| R1 |
114-010 |
114-010 |
113-195 |
113-272 |
| PP |
113-215 |
113-215 |
113-215 |
113-186 |
| S1 |
113-055 |
113-055 |
113-145 |
112-318 |
| S2 |
112-260 |
112-260 |
113-120 |
|
| S3 |
111-305 |
112-100 |
113-094 |
|
| S4 |
111-030 |
111-145 |
113-019 |
|
|
| Weekly Pivots for week ending 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-190 |
118-275 |
115-232 |
|
| R3 |
117-300 |
117-065 |
115-086 |
|
| R2 |
116-090 |
116-090 |
115-037 |
|
| R1 |
115-175 |
115-175 |
114-309 |
115-292 |
| PP |
114-200 |
114-200 |
114-200 |
114-259 |
| S1 |
113-285 |
113-285 |
114-211 |
114-082 |
| S2 |
112-310 |
112-310 |
114-163 |
|
| S3 |
111-100 |
112-075 |
114-114 |
|
| S4 |
109-210 |
110-185 |
113-288 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-025 |
113-100 |
1-245 |
1.6% |
0-234 |
0.6% |
12% |
False |
True |
1,208,800 |
| 10 |
115-115 |
113-100 |
2-015 |
1.8% |
0-274 |
0.8% |
11% |
False |
True |
1,276,045 |
| 20 |
115-115 |
112-150 |
2-285 |
2.5% |
0-280 |
0.8% |
37% |
False |
False |
1,526,223 |
| 40 |
115-115 |
109-220 |
5-215 |
5.0% |
0-289 |
0.8% |
68% |
False |
False |
796,019 |
| 60 |
115-115 |
109-055 |
6-060 |
5.5% |
0-307 |
0.8% |
70% |
False |
False |
530,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-264 |
|
2.618 |
116-135 |
|
1.618 |
115-180 |
|
1.000 |
115-010 |
|
0.618 |
114-225 |
|
HIGH |
114-055 |
|
0.618 |
113-270 |
|
0.500 |
113-238 |
|
0.382 |
113-205 |
|
LOW |
113-100 |
|
0.618 |
112-250 |
|
1.000 |
112-145 |
|
1.618 |
111-295 |
|
2.618 |
111-020 |
|
4.250 |
109-211 |
|
|
| Fisher Pivots for day following 20-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
113-238 |
114-042 |
| PP |
113-215 |
113-298 |
| S1 |
113-192 |
113-234 |
|