ECBOT 10 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 05-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2022 |
05-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
129-160 |
129-125 |
-0-035 |
-0.1% |
130-160 |
| High |
129-190 |
129-140 |
-0-050 |
-0.1% |
130-245 |
| Low |
129-040 |
128-255 |
-0-105 |
-0.3% |
130-030 |
| Close |
129-090 |
128-270 |
-0-140 |
-0.3% |
130-150 |
| Range |
0-150 |
0-205 |
0-055 |
36.7% |
0-215 |
| ATR |
0-184 |
0-185 |
0-002 |
0.8% |
0-000 |
| Volume |
1,703,196 |
1,696,842 |
-6,354 |
-0.4% |
3,564,523 |
|
| Daily Pivots for day following 05-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-303 |
130-172 |
129-063 |
|
| R3 |
130-098 |
129-287 |
129-006 |
|
| R2 |
129-213 |
129-213 |
128-308 |
|
| R1 |
129-082 |
129-082 |
128-289 |
129-045 |
| PP |
129-008 |
129-008 |
129-008 |
128-310 |
| S1 |
128-197 |
128-197 |
128-251 |
128-160 |
| S2 |
128-123 |
128-123 |
128-232 |
|
| S3 |
127-238 |
127-312 |
128-214 |
|
| S4 |
127-033 |
127-107 |
128-157 |
|
|
| Weekly Pivots for week ending 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-147 |
132-043 |
130-268 |
|
| R3 |
131-252 |
131-148 |
130-209 |
|
| R2 |
131-037 |
131-037 |
130-189 |
|
| R1 |
130-253 |
130-253 |
130-170 |
130-198 |
| PP |
130-142 |
130-142 |
130-142 |
130-114 |
| S1 |
130-038 |
130-038 |
130-130 |
129-302 |
| S2 |
129-247 |
129-247 |
130-111 |
|
| S3 |
129-032 |
129-143 |
130-091 |
|
| S4 |
128-137 |
128-248 |
130-032 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130-185 |
128-255 |
1-250 |
1.4% |
0-170 |
0.4% |
3% |
False |
True |
1,279,775 |
| 10 |
130-285 |
128-255 |
2-030 |
1.6% |
0-144 |
0.4% |
2% |
False |
True |
971,006 |
| 20 |
131-190 |
128-255 |
2-255 |
2.2% |
0-172 |
0.4% |
2% |
False |
True |
1,115,731 |
| 40 |
131-190 |
128-225 |
2-285 |
2.2% |
0-203 |
0.5% |
5% |
False |
False |
1,098,035 |
| 60 |
131-190 |
128-225 |
2-285 |
2.2% |
0-193 |
0.5% |
5% |
False |
False |
733,366 |
| 80 |
132-260 |
128-225 |
4-035 |
3.2% |
0-179 |
0.4% |
3% |
False |
False |
550,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-051 |
|
2.618 |
131-037 |
|
1.618 |
130-152 |
|
1.000 |
130-025 |
|
0.618 |
129-267 |
|
HIGH |
129-140 |
|
0.618 |
129-062 |
|
0.500 |
129-038 |
|
0.382 |
129-013 |
|
LOW |
128-255 |
|
0.618 |
128-128 |
|
1.000 |
128-050 |
|
1.618 |
127-243 |
|
2.618 |
127-038 |
|
4.250 |
126-024 |
|
|
| Fisher Pivots for day following 05-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
129-038 |
129-182 |
| PP |
129-008 |
129-105 |
| S1 |
128-299 |
129-028 |
|