ECBOT 10 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 11-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2022 |
11-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
128-105 |
128-085 |
-0-020 |
0.0% |
130-105 |
| High |
128-120 |
128-150 |
0-030 |
0.1% |
130-110 |
| Low |
127-300 |
128-010 |
0-030 |
0.1% |
128-010 |
| Close |
128-045 |
128-125 |
0-080 |
0.2% |
128-095 |
| Range |
0-140 |
0-140 |
0-000 |
0.0% |
2-100 |
| ATR |
0-185 |
0-181 |
-0-003 |
-1.7% |
0-000 |
| Volume |
1,564,056 |
1,676,788 |
112,732 |
7.2% |
8,585,720 |
|
| Daily Pivots for day following 11-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-195 |
129-140 |
128-202 |
|
| R3 |
129-055 |
129-000 |
128-164 |
|
| R2 |
128-235 |
128-235 |
128-151 |
|
| R1 |
128-180 |
128-180 |
128-138 |
128-208 |
| PP |
128-095 |
128-095 |
128-095 |
128-109 |
| S1 |
128-040 |
128-040 |
128-112 |
128-068 |
| S2 |
127-275 |
127-275 |
128-099 |
|
| S3 |
127-135 |
127-220 |
128-086 |
|
| S4 |
126-315 |
127-080 |
128-048 |
|
|
| Weekly Pivots for week ending 07-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-265 |
134-120 |
129-182 |
|
| R3 |
133-165 |
132-020 |
128-298 |
|
| R2 |
131-065 |
131-065 |
128-231 |
|
| R1 |
129-240 |
129-240 |
128-163 |
129-102 |
| PP |
128-285 |
128-285 |
128-285 |
128-216 |
| S1 |
127-140 |
127-140 |
128-027 |
127-002 |
| S2 |
126-185 |
126-185 |
127-279 |
|
| S3 |
124-085 |
125-040 |
127-212 |
|
| S4 |
121-305 |
122-260 |
127-008 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-140 |
127-300 |
1-160 |
1.2% |
0-179 |
0.4% |
30% |
False |
False |
1,739,056 |
| 10 |
130-235 |
127-300 |
2-255 |
2.2% |
0-174 |
0.4% |
16% |
False |
False |
1,436,899 |
| 20 |
131-190 |
127-300 |
3-210 |
2.8% |
0-163 |
0.4% |
12% |
False |
False |
1,200,008 |
| 40 |
131-190 |
127-300 |
3-210 |
2.8% |
0-199 |
0.5% |
12% |
False |
False |
1,271,036 |
| 60 |
131-190 |
127-300 |
3-210 |
2.8% |
0-195 |
0.5% |
12% |
False |
False |
849,999 |
| 80 |
132-230 |
127-300 |
4-250 |
3.7% |
0-183 |
0.4% |
9% |
False |
False |
637,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-105 |
|
2.618 |
129-197 |
|
1.618 |
129-057 |
|
1.000 |
128-290 |
|
0.618 |
128-237 |
|
HIGH |
128-150 |
|
0.618 |
128-097 |
|
0.500 |
128-080 |
|
0.382 |
128-063 |
|
LOW |
128-010 |
|
0.618 |
127-243 |
|
1.000 |
127-190 |
|
1.618 |
127-103 |
|
2.618 |
126-283 |
|
4.250 |
126-055 |
|
|
| Fisher Pivots for day following 11-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
128-110 |
128-120 |
| PP |
128-095 |
128-115 |
| S1 |
128-080 |
128-110 |
|