ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 01-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2022 |
01-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
120-070 |
119-130 |
-0-260 |
-0.7% |
119-235 |
| High |
120-080 |
119-165 |
-0-235 |
-0.6% |
120-195 |
| Low |
119-065 |
118-165 |
-0-220 |
-0.6% |
119-030 |
| Close |
119-145 |
118-205 |
-0-260 |
-0.7% |
120-045 |
| Range |
1-015 |
1-000 |
-0-015 |
-4.5% |
1-165 |
| ATR |
0-292 |
0-294 |
0-002 |
0.7% |
0-000 |
| Volume |
2,440,665 |
1,740,132 |
-700,533 |
-28.7% |
8,159,977 |
|
| Daily Pivots for day following 01-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-285 |
121-085 |
119-061 |
|
| R3 |
120-285 |
120-085 |
118-293 |
|
| R2 |
119-285 |
119-285 |
118-264 |
|
| R1 |
119-085 |
119-085 |
118-234 |
119-025 |
| PP |
118-285 |
118-285 |
118-285 |
118-255 |
| S1 |
118-085 |
118-085 |
118-176 |
118-025 |
| S2 |
117-285 |
117-285 |
118-146 |
|
| S3 |
116-285 |
117-085 |
118-117 |
|
| S4 |
115-285 |
116-085 |
118-029 |
|
|
| 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 |
118-165 |
2-030 |
1.8% |
0-232 |
0.6% |
6% |
False |
True |
1,919,075 |
| 10 |
120-195 |
118-015 |
2-180 |
2.2% |
0-267 |
0.7% |
23% |
False |
False |
1,288,502 |
| 20 |
120-195 |
116-210 |
3-305 |
3.3% |
0-301 |
0.8% |
50% |
False |
False |
655,054 |
| 40 |
122-035 |
116-210 |
5-145 |
4.6% |
0-312 |
0.8% |
36% |
False |
False |
328,260 |
| 60 |
126-310 |
116-210 |
10-100 |
8.7% |
0-287 |
0.8% |
19% |
False |
False |
218,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-245 |
|
2.618 |
122-043 |
|
1.618 |
121-043 |
|
1.000 |
120-165 |
|
0.618 |
120-043 |
|
HIGH |
119-165 |
|
0.618 |
119-043 |
|
0.500 |
119-005 |
|
0.382 |
118-287 |
|
LOW |
118-165 |
|
0.618 |
117-287 |
|
1.000 |
117-165 |
|
1.618 |
116-287 |
|
2.618 |
115-287 |
|
4.250 |
114-085 |
|
|
| Fisher Pivots for day following 01-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
119-005 |
119-162 |
| PP |
118-285 |
119-070 |
| S1 |
118-245 |
118-298 |
|