ECBOT 10 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 16-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2022 |
16-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
114-300 |
115-275 |
0-295 |
0.8% |
119-040 |
| High |
116-130 |
117-010 |
0-200 |
0.5% |
119-075 |
| Low |
114-300 |
114-290 |
-0-010 |
0.0% |
117-075 |
| Close |
115-220 |
116-110 |
0-210 |
0.6% |
117-100 |
| Range |
1-150 |
2-040 |
0-210 |
44.7% |
2-000 |
| ATR |
1-009 |
1-034 |
0-025 |
7.6% |
0-000 |
| Volume |
3,367 |
1,857 |
-1,510 |
-44.8% |
40,779 |
|
| Daily Pivots for day following 16-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-150 |
121-170 |
117-164 |
|
| R3 |
120-110 |
119-130 |
116-297 |
|
| R2 |
118-070 |
118-070 |
116-235 |
|
| R1 |
117-090 |
117-090 |
116-172 |
117-240 |
| PP |
116-030 |
116-030 |
116-030 |
116-105 |
| S1 |
115-050 |
115-050 |
116-048 |
115-200 |
| S2 |
113-310 |
113-310 |
115-305 |
|
| S3 |
111-270 |
113-010 |
115-243 |
|
| S4 |
109-230 |
110-290 |
115-056 |
|
|
| Weekly Pivots for week ending 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-297 |
122-198 |
118-132 |
|
| R3 |
121-297 |
120-198 |
117-276 |
|
| R2 |
119-297 |
119-297 |
117-217 |
|
| R1 |
118-198 |
118-198 |
117-159 |
118-088 |
| PP |
117-297 |
117-297 |
117-297 |
117-241 |
| S1 |
116-198 |
116-198 |
117-041 |
116-088 |
| S2 |
115-297 |
115-297 |
116-303 |
|
| S3 |
113-297 |
114-198 |
116-244 |
|
| S4 |
111-297 |
112-198 |
116-068 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-220 |
114-270 |
3-270 |
3.3% |
1-248 |
1.5% |
39% |
False |
False |
4,364 |
| 10 |
119-115 |
114-270 |
4-165 |
3.9% |
1-062 |
1.0% |
33% |
False |
False |
7,219 |
| 20 |
120-310 |
114-270 |
6-040 |
5.3% |
0-312 |
0.8% |
24% |
False |
False |
752,116 |
| 40 |
120-310 |
114-270 |
6-040 |
5.3% |
0-319 |
0.9% |
24% |
False |
False |
1,217,856 |
| 60 |
123-120 |
114-270 |
8-170 |
7.3% |
1-000 |
0.9% |
18% |
False |
False |
1,386,292 |
| 80 |
129-040 |
114-270 |
14-090 |
12.3% |
1-003 |
0.9% |
11% |
False |
False |
1,524,034 |
| 100 |
129-040 |
114-270 |
14-090 |
12.3% |
0-303 |
0.8% |
11% |
False |
False |
1,251,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-020 |
|
2.618 |
122-190 |
|
1.618 |
120-150 |
|
1.000 |
119-050 |
|
0.618 |
118-110 |
|
HIGH |
117-010 |
|
0.618 |
116-070 |
|
0.500 |
115-310 |
|
0.382 |
115-230 |
|
LOW |
114-290 |
|
0.618 |
113-190 |
|
1.000 |
112-250 |
|
1.618 |
111-150 |
|
2.618 |
109-110 |
|
4.250 |
105-280 |
|
|
| Fisher Pivots for day following 16-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
116-070 |
116-067 |
| PP |
116-030 |
116-023 |
| S1 |
115-310 |
115-300 |
|