ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 06-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2022 |
06-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
118-270 |
118-200 |
-0-070 |
-0.2% |
120-070 |
| High |
118-300 |
118-235 |
-0-065 |
-0.2% |
120-080 |
| Low |
118-115 |
117-280 |
-0-155 |
-0.4% |
118-115 |
| Close |
118-175 |
117-295 |
-0-200 |
-0.5% |
118-175 |
| Range |
0-185 |
0-275 |
0-090 |
48.6% |
1-285 |
| ATR |
0-275 |
0-275 |
0-000 |
0.0% |
0-000 |
| Volume |
1,090,096 |
1,095,245 |
5,149 |
0.5% |
6,331,631 |
|
| Daily Pivots for day following 06-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-242 |
120-063 |
118-126 |
|
| R3 |
119-287 |
119-108 |
118-051 |
|
| R2 |
119-012 |
119-012 |
118-025 |
|
| R1 |
118-153 |
118-153 |
118-000 |
118-105 |
| PP |
118-057 |
118-057 |
118-057 |
118-032 |
| S1 |
117-198 |
117-198 |
117-270 |
117-150 |
| S2 |
117-102 |
117-102 |
117-245 |
|
| S3 |
116-147 |
116-243 |
117-219 |
|
| S4 |
115-192 |
115-288 |
117-144 |
|
|
| Weekly Pivots for week ending 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-232 |
123-168 |
119-188 |
|
| R3 |
122-267 |
121-203 |
119-021 |
|
| R2 |
120-302 |
120-302 |
118-286 |
|
| R1 |
119-238 |
119-238 |
118-230 |
119-128 |
| PP |
119-017 |
119-017 |
119-017 |
118-281 |
| S1 |
117-273 |
117-273 |
118-120 |
117-162 |
| S2 |
117-052 |
117-052 |
118-064 |
|
| S3 |
115-087 |
115-308 |
118-009 |
|
| S4 |
113-122 |
114-023 |
117-162 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-080 |
117-280 |
2-120 |
2.0% |
0-248 |
0.7% |
2% |
False |
True |
1,485,375 |
| 10 |
120-195 |
117-280 |
2-235 |
2.3% |
0-231 |
0.6% |
2% |
False |
True |
1,558,685 |
| 20 |
120-195 |
116-210 |
3-305 |
3.4% |
0-278 |
0.7% |
32% |
False |
False |
814,769 |
| 40 |
120-260 |
116-210 |
4-050 |
3.5% |
0-302 |
0.8% |
30% |
False |
False |
409,407 |
| 60 |
125-265 |
116-210 |
9-055 |
7.8% |
0-288 |
0.8% |
14% |
False |
False |
272,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-124 |
|
2.618 |
120-315 |
|
1.618 |
120-040 |
|
1.000 |
119-190 |
|
0.618 |
119-085 |
|
HIGH |
118-235 |
|
0.618 |
118-130 |
|
0.500 |
118-098 |
|
0.382 |
118-065 |
|
LOW |
117-280 |
|
0.618 |
117-110 |
|
1.000 |
117-005 |
|
1.618 |
116-155 |
|
2.618 |
115-200 |
|
4.250 |
114-071 |
|
|
| Fisher Pivots for day following 06-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
118-098 |
118-135 |
| PP |
118-057 |
118-082 |
| S1 |
118-016 |
118-028 |
|