ECBOT 10 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 20-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2021 |
20-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
131-045 |
131-070 |
0-025 |
0.1% |
130-130 |
| High |
131-140 |
131-190 |
0-050 |
0.1% |
131-140 |
| Low |
130-305 |
131-020 |
0-035 |
0.1% |
130-075 |
| Close |
131-055 |
131-050 |
-0-005 |
0.0% |
131-055 |
| Range |
0-155 |
0-170 |
0-015 |
9.7% |
1-065 |
| ATR |
0-219 |
0-215 |
-0-003 |
-1.6% |
0-000 |
| Volume |
1,175,627 |
1,215,343 |
39,716 |
3.4% |
6,004,890 |
|
| Daily Pivots for day following 20-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-277 |
132-173 |
131-144 |
|
| R3 |
132-107 |
132-003 |
131-097 |
|
| R2 |
131-257 |
131-257 |
131-081 |
|
| R1 |
131-153 |
131-153 |
131-066 |
131-120 |
| PP |
131-087 |
131-087 |
131-087 |
131-070 |
| S1 |
130-303 |
130-303 |
131-034 |
130-270 |
| S2 |
130-237 |
130-237 |
131-019 |
|
| S3 |
130-067 |
130-133 |
131-003 |
|
| S4 |
129-217 |
129-283 |
130-276 |
|
|
| Weekly Pivots for week ending 17-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-178 |
134-022 |
131-267 |
|
| R3 |
133-113 |
132-277 |
131-161 |
|
| R2 |
132-048 |
132-048 |
131-126 |
|
| R1 |
131-212 |
131-212 |
131-090 |
131-290 |
| PP |
130-303 |
130-303 |
130-303 |
131-022 |
| S1 |
130-147 |
130-147 |
131-020 |
130-225 |
| S2 |
129-238 |
129-238 |
130-304 |
|
| S3 |
128-173 |
129-082 |
130-269 |
|
| S4 |
127-108 |
128-017 |
130-163 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131-190 |
130-075 |
1-115 |
1.0% |
0-179 |
0.4% |
68% |
True |
False |
1,252,860 |
| 10 |
131-190 |
129-310 |
1-200 |
1.2% |
0-194 |
0.5% |
73% |
True |
False |
1,279,891 |
| 20 |
131-190 |
128-225 |
2-285 |
2.2% |
0-235 |
0.6% |
85% |
True |
False |
1,621,981 |
| 40 |
131-190 |
128-225 |
2-285 |
2.2% |
0-213 |
0.5% |
85% |
True |
False |
831,365 |
| 60 |
131-190 |
128-225 |
2-285 |
2.2% |
0-188 |
0.4% |
85% |
True |
False |
554,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-272 |
|
2.618 |
132-315 |
|
1.618 |
132-145 |
|
1.000 |
132-040 |
|
0.618 |
131-295 |
|
HIGH |
131-190 |
|
0.618 |
131-125 |
|
0.500 |
131-105 |
|
0.382 |
131-085 |
|
LOW |
131-020 |
|
0.618 |
130-235 |
|
1.000 |
130-170 |
|
1.618 |
130-065 |
|
2.618 |
129-215 |
|
4.250 |
128-258 |
|
|
| Fisher Pivots for day following 20-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
131-105 |
131-031 |
| PP |
131-087 |
131-012 |
| S1 |
131-068 |
130-312 |
|