ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 26-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2022 |
26-May-2022 |
Change |
Change % |
Previous Week |
| Open |
120-010 |
120-070 |
0-060 |
0.2% |
118-235 |
| High |
120-140 |
120-195 |
0-055 |
0.1% |
119-285 |
| Low |
119-300 |
119-295 |
-0-005 |
0.0% |
118-015 |
| Close |
120-070 |
120-070 |
0-000 |
0.0% |
119-235 |
| Range |
0-160 |
0-220 |
0-060 |
37.5% |
1-270 |
| ATR |
0-308 |
0-301 |
-0-006 |
-2.0% |
0-000 |
| Volume |
2,655,346 |
1,686,736 |
-968,610 |
-36.5% |
597,886 |
|
| Daily Pivots for day following 26-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-100 |
121-305 |
120-191 |
|
| R3 |
121-200 |
121-085 |
120-130 |
|
| R2 |
120-300 |
120-300 |
120-110 |
|
| R1 |
120-185 |
120-185 |
120-090 |
120-180 |
| PP |
120-080 |
120-080 |
120-080 |
120-078 |
| S1 |
119-285 |
119-285 |
120-050 |
119-280 |
| S2 |
119-180 |
119-180 |
120-030 |
|
| S3 |
118-280 |
119-065 |
120-010 |
|
| S4 |
118-060 |
118-165 |
119-269 |
|
|
| 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 |
120-195 |
119-030 |
1-165 |
1.3% |
0-239 |
0.6% |
74% |
True |
False |
1,468,676 |
| 10 |
120-195 |
118-015 |
2-180 |
2.1% |
0-273 |
0.7% |
85% |
True |
False |
769,892 |
| 20 |
120-195 |
116-210 |
3-305 |
3.3% |
0-303 |
0.8% |
90% |
True |
False |
392,694 |
| 40 |
122-295 |
116-210 |
6-085 |
5.2% |
0-306 |
0.8% |
57% |
False |
False |
196,931 |
| 60 |
128-165 |
116-210 |
11-275 |
9.9% |
0-285 |
0.7% |
30% |
False |
False |
131,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-170 |
|
2.618 |
122-131 |
|
1.618 |
121-231 |
|
1.000 |
121-095 |
|
0.618 |
121-011 |
|
HIGH |
120-195 |
|
0.618 |
120-111 |
|
0.500 |
120-085 |
|
0.382 |
120-059 |
|
LOW |
119-295 |
|
0.618 |
119-159 |
|
1.000 |
119-075 |
|
1.618 |
118-259 |
|
2.618 |
118-039 |
|
4.250 |
117-000 |
|
|
| Fisher Pivots for day following 26-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
120-085 |
120-036 |
| PP |
120-080 |
120-002 |
| S1 |
120-075 |
119-288 |
|