ECBOT 10 Year T-Note Future March 2022


Trading Metrics calculated at close of trading on 06-Jan-2022
Day Change Summary
Previous Current
05-Jan-2022 06-Jan-2022 Change Change % Previous Week
Open 129-125 128-270 -0-175 -0.4% 130-160
High 129-140 129-000 -0-140 -0.3% 130-245
Low 128-255 128-140 -0-115 -0.3% 130-030
Close 128-270 128-170 -0-100 -0.2% 130-150
Range 0-205 0-180 -0-025 -12.2% 0-215
ATR 0-185 0-185 0-000 -0.2% 0-000
Volume 1,696,842 1,793,082 96,240 5.7% 3,564,523
Daily Pivots for day following 06-Jan-2022
Classic Woodie Camarilla DeMark
R4 130-110 130-000 128-269
R3 129-250 129-140 128-220
R2 129-070 129-070 128-203
R1 128-280 128-280 128-186 128-245
PP 128-210 128-210 128-210 128-192
S1 128-100 128-100 128-154 128-065
S2 128-030 128-030 128-137
S3 127-170 127-240 128-120
S4 126-310 127-060 128-071
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
5 130-185 128-140 2-045 1.7% 0-185 0.4% 4% False True 1,476,207
10 130-260 128-140 2-120 1.8% 0-151 0.4% 4% False True 1,074,314
20 131-190 128-140 3-050 2.5% 0-168 0.4% 3% False True 1,128,064
40 131-190 128-140 3-050 2.5% 0-203 0.5% 3% False True 1,142,458
60 131-190 128-140 3-050 2.5% 0-194 0.5% 3% False True 763,247
80 132-230 128-140 4-090 3.3% 0-179 0.4% 2% False True 572,460
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131-125
2.618 130-151
1.618 129-291
1.000 129-180
0.618 129-111
HIGH 129-000
0.618 128-251
0.500 128-230
0.382 128-209
LOW 128-140
0.618 128-029
1.000 127-280
1.618 127-169
2.618 126-309
4.250 126-015
Fisher Pivots for day following 06-Jan-2022
Pivot 1 day 3 day
R1 128-230 129-005
PP 128-210 128-273
S1 128-190 128-222

These figures are updated between 7pm and 10pm EST after a trading day.

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