ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 31-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2022 |
31-May-2022 |
Change |
Change % |
Previous Week |
| Open |
120-080 |
120-070 |
-0-010 |
0.0% |
119-235 |
| High |
120-160 |
120-080 |
-0-080 |
-0.2% |
120-195 |
| Low |
120-035 |
119-065 |
-0-290 |
-0.8% |
119-030 |
| Close |
120-045 |
119-145 |
-0-220 |
-0.6% |
120-045 |
| Range |
0-125 |
1-015 |
0-210 |
168.0% |
1-165 |
| ATR |
0-289 |
0-292 |
0-003 |
1.1% |
0-000 |
| Volume |
1,072,496 |
2,440,665 |
1,368,169 |
127.6% |
8,159,977 |
|
| Daily Pivots for day following 31-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-248 |
122-052 |
120-009 |
|
| R3 |
121-233 |
121-037 |
119-237 |
|
| R2 |
120-218 |
120-218 |
119-206 |
|
| R1 |
120-022 |
120-022 |
119-176 |
119-272 |
| PP |
119-203 |
119-203 |
119-203 |
119-169 |
| S1 |
119-007 |
119-007 |
119-114 |
118-258 |
| S2 |
118-188 |
118-188 |
119-084 |
|
| S3 |
117-173 |
117-312 |
119-053 |
|
| S4 |
116-158 |
116-297 |
118-281 |
|
|
| 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 |
119-060 |
1-135 |
1.2% |
0-240 |
0.6% |
19% |
False |
False |
2,001,960 |
| 10 |
120-195 |
118-015 |
2-180 |
2.1% |
0-269 |
0.7% |
55% |
False |
False |
1,117,536 |
| 20 |
120-195 |
116-210 |
3-305 |
3.3% |
0-298 |
0.8% |
71% |
False |
False |
568,151 |
| 40 |
122-060 |
116-210 |
5-170 |
4.6% |
0-308 |
0.8% |
51% |
False |
False |
284,757 |
| 60 |
128-165 |
116-210 |
11-275 |
9.9% |
0-286 |
0.7% |
24% |
False |
False |
189,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-224 |
|
2.618 |
122-317 |
|
1.618 |
121-302 |
|
1.000 |
121-095 |
|
0.618 |
120-287 |
|
HIGH |
120-080 |
|
0.618 |
119-272 |
|
0.500 |
119-232 |
|
0.382 |
119-193 |
|
LOW |
119-065 |
|
0.618 |
118-178 |
|
1.000 |
118-050 |
|
1.618 |
117-163 |
|
2.618 |
116-148 |
|
4.250 |
114-241 |
|
|
| Fisher Pivots for day following 31-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
119-232 |
119-290 |
| PP |
119-203 |
119-242 |
| S1 |
119-174 |
119-193 |
|