ECBOT 10 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 11-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2022 |
11-May-2022 |
Change |
Change % |
Previous Week |
| Open |
118-145 |
118-245 |
0-100 |
0.3% |
118-240 |
| High |
119-060 |
119-130 |
0-070 |
0.2% |
119-095 |
| Low |
118-080 |
118-035 |
-0-045 |
-0.1% |
117-185 |
| Close |
118-250 |
119-085 |
0-155 |
0.4% |
117-255 |
| Range |
0-300 |
1-095 |
0-115 |
38.3% |
1-230 |
| ATR |
1-013 |
1-018 |
0-006 |
1.8% |
0-000 |
| Volume |
1,812,986 |
2,222,622 |
409,636 |
22.6% |
8,245,157 |
|
| Daily Pivots for day following 11-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-262 |
122-108 |
119-313 |
|
| R3 |
121-167 |
121-013 |
119-199 |
|
| R2 |
120-072 |
120-072 |
119-161 |
|
| R1 |
119-238 |
119-238 |
119-123 |
119-315 |
| PP |
118-297 |
118-297 |
118-297 |
119-015 |
| S1 |
118-143 |
118-143 |
119-047 |
118-220 |
| S2 |
117-202 |
117-202 |
119-009 |
|
| S3 |
116-107 |
117-048 |
118-291 |
|
| S4 |
115-012 |
115-273 |
118-177 |
|
|
| Weekly Pivots for week ending 06-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-122 |
122-098 |
118-238 |
|
| R3 |
121-212 |
120-188 |
118-086 |
|
| R2 |
119-302 |
119-302 |
118-036 |
|
| R1 |
118-278 |
118-278 |
117-305 |
118-175 |
| PP |
118-072 |
118-072 |
118-072 |
118-020 |
| S1 |
117-048 |
117-048 |
117-205 |
116-265 |
| S2 |
116-162 |
116-162 |
117-154 |
|
| S3 |
114-252 |
115-138 |
117-104 |
|
| S4 |
113-022 |
113-228 |
116-272 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-130 |
117-085 |
2-045 |
1.8% |
1-050 |
1.0% |
93% |
True |
False |
1,909,363 |
| 10 |
120-010 |
117-085 |
2-245 |
2.3% |
1-010 |
0.9% |
72% |
False |
False |
1,807,206 |
| 20 |
121-090 |
117-085 |
4-005 |
3.4% |
1-023 |
0.9% |
50% |
False |
False |
1,702,469 |
| 40 |
124-285 |
117-085 |
7-200 |
6.4% |
1-005 |
0.9% |
26% |
False |
False |
1,713,212 |
| 60 |
129-040 |
117-085 |
11-275 |
9.9% |
1-000 |
0.8% |
17% |
False |
False |
1,705,280 |
| 80 |
129-040 |
117-085 |
11-275 |
9.9% |
0-296 |
0.8% |
17% |
False |
False |
1,283,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-294 |
|
2.618 |
122-256 |
|
1.618 |
121-161 |
|
1.000 |
120-225 |
|
0.618 |
120-066 |
|
HIGH |
119-130 |
|
0.618 |
118-291 |
|
0.500 |
118-242 |
|
0.382 |
118-194 |
|
LOW |
118-035 |
|
0.618 |
117-099 |
|
1.000 |
116-260 |
|
1.618 |
116-004 |
|
2.618 |
114-229 |
|
4.250 |
112-191 |
|
|
| Fisher Pivots for day following 11-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
119-031 |
118-306 |
| PP |
118-297 |
118-207 |
| S1 |
118-242 |
118-108 |
|