ECBOT 10 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 31-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2022 |
31-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
122-105 |
122-225 |
0-120 |
0.3% |
124-160 |
| High |
122-265 |
123-040 |
0-095 |
0.2% |
124-180 |
| Low |
122-005 |
122-185 |
0-180 |
0.5% |
121-160 |
| Close |
122-200 |
122-280 |
0-080 |
0.2% |
121-175 |
| Range |
0-260 |
0-175 |
-0-085 |
-32.7% |
3-020 |
| ATR |
1-000 |
0-310 |
-0-010 |
-3.2% |
0-000 |
| Volume |
1,760,127 |
2,192,637 |
432,510 |
24.6% |
8,056,540 |
|
| Daily Pivots for day following 31-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-160 |
124-075 |
123-056 |
|
| R3 |
123-305 |
123-220 |
123-008 |
|
| R2 |
123-130 |
123-130 |
122-312 |
|
| R1 |
123-045 |
123-045 |
122-296 |
123-088 |
| PP |
122-275 |
122-275 |
122-275 |
122-296 |
| S1 |
122-190 |
122-190 |
122-264 |
122-232 |
| S2 |
122-100 |
122-100 |
122-248 |
|
| S3 |
121-245 |
122-015 |
122-232 |
|
| S4 |
121-070 |
121-160 |
122-184 |
|
|
| Weekly Pivots for week ending 25-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-232 |
129-223 |
123-074 |
|
| R3 |
128-212 |
126-203 |
122-124 |
|
| R2 |
125-192 |
125-192 |
122-035 |
|
| R1 |
123-183 |
123-183 |
121-265 |
123-018 |
| PP |
122-172 |
122-172 |
122-172 |
122-089 |
| S1 |
120-163 |
120-163 |
121-085 |
119-318 |
| S2 |
119-152 |
119-152 |
120-315 |
|
| S3 |
116-132 |
117-143 |
120-226 |
|
| S4 |
113-112 |
114-123 |
119-276 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-040 |
120-305 |
2-055 |
1.8% |
1-024 |
0.9% |
88% |
True |
False |
1,924,202 |
| 10 |
124-255 |
120-305 |
3-270 |
3.1% |
0-314 |
0.8% |
50% |
False |
False |
1,713,770 |
| 20 |
129-040 |
120-305 |
8-055 |
6.7% |
1-002 |
0.8% |
24% |
False |
False |
1,693,307 |
| 40 |
129-040 |
120-305 |
8-055 |
6.7% |
0-298 |
0.8% |
24% |
False |
False |
1,365,140 |
| 60 |
129-080 |
120-305 |
8-095 |
6.8% |
0-261 |
0.7% |
23% |
False |
False |
911,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-144 |
|
2.618 |
124-178 |
|
1.618 |
124-003 |
|
1.000 |
123-215 |
|
0.618 |
123-148 |
|
HIGH |
123-040 |
|
0.618 |
122-293 |
|
0.500 |
122-272 |
|
0.382 |
122-252 |
|
LOW |
122-185 |
|
0.618 |
122-077 |
|
1.000 |
122-010 |
|
1.618 |
121-222 |
|
2.618 |
121-047 |
|
4.250 |
120-081 |
|
|
| Fisher Pivots for day following 31-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
122-278 |
122-198 |
| PP |
122-275 |
122-117 |
| S1 |
122-272 |
122-035 |
|