ECBOT 10 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 03-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2022 |
03-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
119-065 |
119-085 |
0-020 |
0.1% |
120-165 |
| High |
119-115 |
119-115 |
0-000 |
0.0% |
120-185 |
| Low |
119-000 |
118-270 |
-0-050 |
-0.1% |
118-270 |
| Close |
119-090 |
119-015 |
-0-075 |
-0.2% |
119-015 |
| Range |
0-115 |
0-165 |
0-050 |
43.5% |
1-235 |
| ATR |
0-280 |
0-271 |
-0-008 |
-2.9% |
0-000 |
| Volume |
24,637 |
16,495 |
-8,142 |
-33.0% |
240,439 |
|
| Daily Pivots for day following 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-202 |
120-113 |
119-106 |
|
| R3 |
120-037 |
119-268 |
119-060 |
|
| R2 |
119-192 |
119-192 |
119-045 |
|
| R1 |
119-103 |
119-103 |
119-030 |
119-065 |
| PP |
119-027 |
119-027 |
119-027 |
119-008 |
| S1 |
118-258 |
118-258 |
119-000 |
118-220 |
| S2 |
118-182 |
118-182 |
118-305 |
|
| S3 |
118-017 |
118-093 |
118-290 |
|
| S4 |
117-172 |
117-248 |
118-244 |
|
|
| Weekly Pivots for week ending 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-222 |
123-193 |
120-000 |
|
| R3 |
122-307 |
121-278 |
119-168 |
|
| R2 |
121-072 |
121-072 |
119-117 |
|
| R1 |
120-043 |
120-043 |
119-066 |
119-260 |
| PP |
119-157 |
119-157 |
119-157 |
119-105 |
| S1 |
118-128 |
118-128 |
118-284 |
118-025 |
| S2 |
117-242 |
117-242 |
118-233 |
|
| S3 |
116-007 |
116-213 |
118-182 |
|
| S4 |
114-092 |
114-298 |
118-030 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-270 |
118-270 |
2-000 |
1.7% |
0-208 |
0.5% |
10% |
False |
True |
176,964 |
| 10 |
120-310 |
118-270 |
2-040 |
1.8% |
0-222 |
0.6% |
10% |
False |
True |
1,272,227 |
| 20 |
120-310 |
117-085 |
3-225 |
3.1% |
0-269 |
0.7% |
48% |
False |
False |
1,499,268 |
| 40 |
121-090 |
117-085 |
4-005 |
3.4% |
0-301 |
0.8% |
44% |
False |
False |
1,584,392 |
| 60 |
126-265 |
117-085 |
9-180 |
8.0% |
0-303 |
0.8% |
19% |
False |
False |
1,617,883 |
| 80 |
129-040 |
117-085 |
11-275 |
10.0% |
0-306 |
0.8% |
15% |
False |
False |
1,562,062 |
| 100 |
129-040 |
117-085 |
11-275 |
10.0% |
0-283 |
0.7% |
15% |
False |
False |
1,251,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-176 |
|
2.618 |
120-227 |
|
1.618 |
120-062 |
|
1.000 |
119-280 |
|
0.618 |
119-217 |
|
HIGH |
119-115 |
|
0.618 |
119-052 |
|
0.500 |
119-032 |
|
0.382 |
119-013 |
|
LOW |
118-270 |
|
0.618 |
118-168 |
|
1.000 |
118-105 |
|
1.618 |
118-003 |
|
2.618 |
117-158 |
|
4.250 |
116-209 |
|
|
| Fisher Pivots for day following 03-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
119-032 |
119-118 |
| PP |
119-027 |
119-083 |
| S1 |
119-021 |
119-049 |
|