ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 08-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2022 |
08-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
117-300 |
118-120 |
0-140 |
0.4% |
120-070 |
| High |
118-170 |
118-130 |
-0-040 |
-0.1% |
120-080 |
| Low |
117-225 |
117-290 |
0-065 |
0.2% |
118-115 |
| Close |
118-135 |
118-025 |
-0-110 |
-0.3% |
118-175 |
| Range |
0-265 |
0-160 |
-0-105 |
-39.6% |
1-285 |
| ATR |
0-274 |
0-267 |
-0-008 |
-2.8% |
0-000 |
| Volume |
1,328,357 |
1,161,489 |
-166,868 |
-12.6% |
6,331,631 |
|
| Daily Pivots for day following 08-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-202 |
119-113 |
118-113 |
|
| R3 |
119-042 |
118-273 |
118-069 |
|
| R2 |
118-202 |
118-202 |
118-054 |
|
| R1 |
118-113 |
118-113 |
118-040 |
118-078 |
| PP |
118-042 |
118-042 |
118-042 |
118-024 |
| S1 |
117-273 |
117-273 |
118-010 |
117-238 |
| S2 |
117-202 |
117-202 |
117-316 |
|
| S3 |
117-042 |
117-113 |
117-301 |
|
| S4 |
116-202 |
116-273 |
117-257 |
|
|
| 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 |
118-310 |
117-225 |
1-085 |
1.1% |
0-202 |
0.5% |
30% |
False |
False |
1,147,185 |
| 10 |
120-195 |
117-225 |
2-290 |
2.5% |
0-217 |
0.6% |
13% |
False |
False |
1,533,130 |
| 20 |
120-195 |
117-180 |
3-015 |
2.6% |
0-262 |
0.7% |
17% |
False |
False |
937,617 |
| 40 |
120-260 |
116-210 |
4-050 |
3.5% |
0-302 |
0.8% |
34% |
False |
False |
471,646 |
| 60 |
125-035 |
116-210 |
8-145 |
7.2% |
0-290 |
0.8% |
17% |
False |
False |
314,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-170 |
|
2.618 |
119-229 |
|
1.618 |
119-069 |
|
1.000 |
118-290 |
|
0.618 |
118-229 |
|
HIGH |
118-130 |
|
0.618 |
118-069 |
|
0.500 |
118-050 |
|
0.382 |
118-031 |
|
LOW |
117-290 |
|
0.618 |
117-191 |
|
1.000 |
117-130 |
|
1.618 |
117-031 |
|
2.618 |
116-191 |
|
4.250 |
115-250 |
|
|
| Fisher Pivots for day following 08-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
118-050 |
118-070 |
| PP |
118-042 |
118-055 |
| S1 |
118-033 |
118-040 |
|