ECBOT 10 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 16-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2022 |
16-May-2022 |
Change |
Change % |
Previous Week |
| Open |
119-230 |
119-065 |
-0-165 |
-0.4% |
117-200 |
| High |
119-235 |
119-275 |
0-040 |
0.1% |
120-005 |
| Low |
119-030 |
119-015 |
-0-015 |
0.0% |
117-085 |
| Close |
119-055 |
119-215 |
0-160 |
0.4% |
119-055 |
| Range |
0-205 |
0-260 |
0-055 |
26.8% |
2-240 |
| ATR |
1-011 |
1-006 |
-0-005 |
-1.5% |
0-000 |
| Volume |
1,200,488 |
1,165,327 |
-35,161 |
-2.9% |
8,947,153 |
|
| Daily Pivots for day following 16-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-308 |
121-202 |
120-038 |
|
| R3 |
121-048 |
120-262 |
119-286 |
|
| R2 |
120-108 |
120-108 |
119-263 |
|
| R1 |
120-002 |
120-002 |
119-239 |
120-055 |
| PP |
119-168 |
119-168 |
119-168 |
119-195 |
| S1 |
119-062 |
119-062 |
119-191 |
119-115 |
| S2 |
118-228 |
118-228 |
119-167 |
|
| S3 |
117-288 |
118-122 |
119-144 |
|
| S4 |
117-028 |
117-182 |
119-072 |
|
|
| Weekly Pivots for week ending 13-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-022 |
125-278 |
120-219 |
|
| R3 |
124-102 |
123-038 |
119-297 |
|
| R2 |
121-182 |
121-182 |
119-216 |
|
| R1 |
120-118 |
120-118 |
119-136 |
120-310 |
| PP |
118-262 |
118-262 |
118-262 |
119-038 |
| S1 |
117-198 |
117-198 |
118-294 |
118-070 |
| S2 |
116-022 |
116-022 |
118-214 |
|
| S3 |
113-102 |
114-278 |
118-133 |
|
| S4 |
110-182 |
112-038 |
117-211 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-005 |
118-035 |
1-290 |
1.6% |
0-292 |
0.8% |
82% |
False |
False |
1,679,830 |
| 10 |
120-005 |
117-085 |
2-240 |
2.3% |
0-319 |
0.8% |
88% |
False |
False |
1,707,538 |
| 20 |
120-185 |
117-085 |
3-100 |
2.8% |
1-004 |
0.8% |
73% |
False |
False |
1,695,401 |
| 40 |
124-180 |
117-085 |
7-095 |
6.1% |
1-005 |
0.8% |
33% |
False |
False |
1,704,047 |
| 60 |
129-040 |
117-085 |
11-275 |
9.9% |
1-003 |
0.8% |
20% |
False |
False |
1,773,540 |
| 80 |
129-040 |
117-085 |
11-275 |
9.9% |
0-297 |
0.8% |
20% |
False |
False |
1,337,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-100 |
|
2.618 |
121-316 |
|
1.618 |
121-056 |
|
1.000 |
120-215 |
|
0.618 |
120-116 |
|
HIGH |
119-275 |
|
0.618 |
119-176 |
|
0.500 |
119-145 |
|
0.382 |
119-114 |
|
LOW |
119-015 |
|
0.618 |
118-174 |
|
1.000 |
118-075 |
|
1.618 |
117-234 |
|
2.618 |
116-294 |
|
4.250 |
115-190 |
|
|
| Fisher Pivots for day following 16-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
119-192 |
119-200 |
| PP |
119-168 |
119-185 |
| S1 |
119-145 |
119-170 |
|