ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 27-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2022 |
27-May-2022 |
Change |
Change % |
Previous Week |
| Open |
120-070 |
120-080 |
0-010 |
0.0% |
119-235 |
| High |
120-195 |
120-160 |
-0-035 |
-0.1% |
120-195 |
| Low |
119-295 |
120-035 |
0-060 |
0.2% |
119-030 |
| Close |
120-070 |
120-045 |
-0-025 |
-0.1% |
120-045 |
| Range |
0-220 |
0-125 |
-0-095 |
-43.2% |
1-165 |
| ATR |
0-301 |
0-289 |
-0-013 |
-4.2% |
0-000 |
| Volume |
1,686,736 |
1,072,496 |
-614,240 |
-36.4% |
8,159,977 |
|
| Daily Pivots for day following 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-135 |
121-055 |
120-114 |
|
| R3 |
121-010 |
120-250 |
120-079 |
|
| R2 |
120-205 |
120-205 |
120-068 |
|
| R1 |
120-125 |
120-125 |
120-056 |
120-102 |
| PP |
120-080 |
120-080 |
120-080 |
120-069 |
| S1 |
120-000 |
120-000 |
120-034 |
119-298 |
| S2 |
119-275 |
119-275 |
120-022 |
|
| S3 |
119-150 |
119-195 |
120-011 |
|
| S4 |
119-025 |
119-070 |
119-296 |
|
|
| Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-158 |
123-267 |
120-312 |
|
| R3 |
122-313 |
122-102 |
120-178 |
|
| R2 |
121-148 |
121-148 |
120-134 |
|
| R1 |
120-257 |
120-257 |
120-089 |
121-042 |
| PP |
119-303 |
119-303 |
119-303 |
120-036 |
| S1 |
119-092 |
119-092 |
120-001 |
119-198 |
| S2 |
118-138 |
118-138 |
119-276 |
|
| S3 |
116-293 |
117-247 |
119-232 |
|
| S4 |
115-128 |
116-082 |
119-098 |
|
|
| 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% |
0-214 |
0.6% |
69% |
False |
False |
1,631,995 |
| 10 |
120-195 |
118-015 |
2-180 |
2.1% |
0-262 |
0.7% |
82% |
False |
False |
875,786 |
| 20 |
120-195 |
116-210 |
3-305 |
3.3% |
0-294 |
0.8% |
88% |
False |
False |
446,214 |
| 40 |
122-105 |
116-210 |
5-215 |
4.7% |
0-305 |
0.8% |
61% |
False |
False |
223,742 |
| 60 |
128-165 |
116-210 |
11-275 |
9.9% |
0-283 |
0.7% |
29% |
False |
False |
149,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-051 |
|
2.618 |
121-167 |
|
1.618 |
121-042 |
|
1.000 |
120-285 |
|
0.618 |
120-237 |
|
HIGH |
120-160 |
|
0.618 |
120-112 |
|
0.500 |
120-098 |
|
0.382 |
120-083 |
|
LOW |
120-035 |
|
0.618 |
119-278 |
|
1.000 |
119-230 |
|
1.618 |
119-153 |
|
2.618 |
119-028 |
|
4.250 |
118-144 |
|
|
| Fisher Pivots for day following 27-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
120-098 |
120-085 |
| PP |
120-080 |
120-072 |
| S1 |
120-062 |
120-058 |
|