ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 25-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2022 |
25-May-2022 |
Change |
Change % |
Previous Week |
| Open |
119-095 |
120-010 |
0-235 |
0.6% |
118-235 |
| High |
120-100 |
120-140 |
0-040 |
0.1% |
119-285 |
| Low |
119-060 |
119-300 |
0-240 |
0.6% |
118-015 |
| Close |
120-000 |
120-070 |
0-070 |
0.2% |
119-235 |
| Range |
1-040 |
0-160 |
-0-200 |
-55.6% |
1-270 |
| ATR |
0-319 |
0-308 |
-0-011 |
-3.6% |
0-000 |
| Volume |
2,154,557 |
2,655,346 |
500,789 |
23.2% |
597,886 |
|
| Daily Pivots for day following 25-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-223 |
121-147 |
120-158 |
|
| R3 |
121-063 |
120-307 |
120-114 |
|
| R2 |
120-223 |
120-223 |
120-099 |
|
| R1 |
120-147 |
120-147 |
120-085 |
120-185 |
| PP |
120-063 |
120-063 |
120-063 |
120-082 |
| S1 |
119-307 |
119-307 |
120-055 |
120-025 |
| S2 |
119-223 |
119-223 |
120-041 |
|
| S3 |
119-063 |
119-147 |
120-026 |
|
| S4 |
118-223 |
118-307 |
119-302 |
|
|
| Weekly Pivots for week ending 20-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-242 |
124-028 |
120-240 |
|
| R3 |
122-292 |
122-078 |
120-077 |
|
| R2 |
121-022 |
121-022 |
120-023 |
|
| R1 |
120-128 |
120-128 |
119-289 |
120-235 |
| PP |
119-072 |
119-072 |
119-072 |
119-125 |
| S1 |
118-178 |
118-178 |
119-181 |
118-285 |
| S2 |
117-122 |
117-122 |
119-127 |
|
| S3 |
115-172 |
116-228 |
119-073 |
|
| S4 |
113-222 |
114-278 |
118-230 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-140 |
118-235 |
1-225 |
1.4% |
0-269 |
0.7% |
87% |
True |
False |
1,170,745 |
| 10 |
120-140 |
118-015 |
2-125 |
2.0% |
0-280 |
0.7% |
91% |
True |
False |
604,633 |
| 20 |
120-140 |
116-210 |
3-250 |
3.1% |
0-305 |
0.8% |
94% |
True |
False |
308,512 |
| 40 |
122-295 |
116-210 |
6-085 |
5.2% |
0-306 |
0.8% |
57% |
False |
False |
154,764 |
| 60 |
128-165 |
116-210 |
11-275 |
9.9% |
0-290 |
0.8% |
30% |
False |
False |
103,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-180 |
|
2.618 |
121-239 |
|
1.618 |
121-079 |
|
1.000 |
120-300 |
|
0.618 |
120-239 |
|
HIGH |
120-140 |
|
0.618 |
120-079 |
|
0.500 |
120-060 |
|
0.382 |
120-041 |
|
LOW |
119-300 |
|
0.618 |
119-201 |
|
1.000 |
119-140 |
|
1.618 |
119-041 |
|
2.618 |
118-201 |
|
4.250 |
117-260 |
|
|
| Fisher Pivots for day following 25-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
120-067 |
120-022 |
| PP |
120-063 |
119-293 |
| S1 |
120-060 |
119-245 |
|