ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 02-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2022 |
02-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
119-130 |
118-260 |
-0-190 |
-0.5% |
119-235 |
| High |
119-165 |
118-310 |
-0-175 |
-0.5% |
120-195 |
| Low |
118-165 |
118-185 |
0-020 |
0.1% |
119-030 |
| Close |
118-205 |
118-275 |
0-070 |
0.2% |
120-045 |
| Range |
1-000 |
0-125 |
-0-195 |
-60.9% |
1-165 |
| ATR |
0-294 |
0-282 |
-0-012 |
-4.1% |
0-000 |
| Volume |
1,740,132 |
1,060,738 |
-679,394 |
-39.0% |
8,159,977 |
|
| Daily Pivots for day following 02-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-312 |
119-258 |
119-024 |
|
| R3 |
119-187 |
119-133 |
118-309 |
|
| R2 |
119-062 |
119-062 |
118-298 |
|
| R1 |
119-008 |
119-008 |
118-286 |
119-035 |
| PP |
118-257 |
118-257 |
118-257 |
118-270 |
| S1 |
118-203 |
118-203 |
118-264 |
118-230 |
| S2 |
118-132 |
118-132 |
118-252 |
|
| S3 |
118-007 |
118-078 |
118-241 |
|
| S4 |
117-202 |
117-273 |
118-206 |
|
|
| 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% |
0-225 |
0.6% |
16% |
False |
False |
1,600,153 |
| 10 |
120-195 |
118-165 |
2-030 |
1.8% |
0-247 |
0.6% |
16% |
False |
False |
1,385,449 |
| 20 |
120-195 |
116-210 |
3-305 |
3.3% |
0-291 |
0.8% |
56% |
False |
False |
707,750 |
| 40 |
120-310 |
116-210 |
4-100 |
3.6% |
0-303 |
0.8% |
51% |
False |
False |
354,777 |
| 60 |
126-310 |
116-210 |
10-100 |
8.7% |
0-289 |
0.8% |
21% |
False |
False |
236,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-201 |
|
2.618 |
119-317 |
|
1.618 |
119-192 |
|
1.000 |
119-115 |
|
0.618 |
119-067 |
|
HIGH |
118-310 |
|
0.618 |
118-262 |
|
0.500 |
118-248 |
|
0.382 |
118-233 |
|
LOW |
118-185 |
|
0.618 |
118-108 |
|
1.000 |
118-060 |
|
1.618 |
117-303 |
|
2.618 |
117-178 |
|
4.250 |
116-294 |
|
|
| Fisher Pivots for day following 02-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
118-266 |
119-122 |
| PP |
118-257 |
119-067 |
| S1 |
118-248 |
119-011 |
|