ECBOT 10 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 21-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2022 |
21-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
114-045 |
113-160 |
-0-205 |
-0.6% |
113-310 |
| High |
114-055 |
114-015 |
-0-040 |
-0.1% |
115-115 |
| Low |
113-100 |
113-095 |
-0-005 |
0.0% |
113-225 |
| Close |
113-170 |
113-180 |
0-010 |
0.0% |
114-260 |
| Range |
0-275 |
0-240 |
-0-035 |
-12.7% |
1-210 |
| ATR |
0-288 |
0-284 |
-0-003 |
-1.2% |
0-000 |
| Volume |
1,401,157 |
981,158 |
-419,999 |
-30.0% |
6,781,806 |
|
| Daily Pivots for day following 21-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-283 |
115-152 |
113-312 |
|
| R3 |
115-043 |
114-232 |
113-246 |
|
| R2 |
114-123 |
114-123 |
113-224 |
|
| R1 |
113-312 |
113-312 |
113-202 |
114-058 |
| PP |
113-203 |
113-203 |
113-203 |
113-236 |
| S1 |
113-072 |
113-072 |
113-158 |
113-138 |
| S2 |
112-283 |
112-283 |
113-136 |
|
| S3 |
112-043 |
112-152 |
113-114 |
|
| S4 |
111-123 |
111-232 |
113-048 |
|
|
| 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 |
113-095 |
1-250 |
1.6% |
0-230 |
0.6% |
15% |
False |
True |
1,127,610 |
| 10 |
115-115 |
113-095 |
2-020 |
1.8% |
0-262 |
0.7% |
13% |
False |
True |
1,229,187 |
| 20 |
115-115 |
112-160 |
2-275 |
2.5% |
0-284 |
0.8% |
37% |
False |
False |
1,458,310 |
| 40 |
115-115 |
109-220 |
5-215 |
5.0% |
0-284 |
0.8% |
68% |
False |
False |
820,445 |
| 60 |
115-115 |
109-055 |
6-060 |
5.4% |
0-304 |
0.8% |
71% |
False |
False |
547,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-075 |
|
2.618 |
116-003 |
|
1.618 |
115-083 |
|
1.000 |
114-255 |
|
0.618 |
114-163 |
|
HIGH |
114-015 |
|
0.618 |
113-243 |
|
0.500 |
113-215 |
|
0.382 |
113-187 |
|
LOW |
113-095 |
|
0.618 |
112-267 |
|
1.000 |
112-175 |
|
1.618 |
112-027 |
|
2.618 |
111-107 |
|
4.250 |
110-035 |
|
|
| Fisher Pivots for day following 21-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
113-215 |
114-002 |
| PP |
113-203 |
113-275 |
| S1 |
113-192 |
113-228 |
|