ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 09-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2022 |
09-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
118-120 |
118-020 |
-0-100 |
-0.3% |
120-070 |
| High |
118-130 |
118-070 |
-0-060 |
-0.2% |
120-080 |
| Low |
117-290 |
117-220 |
-0-070 |
-0.2% |
118-115 |
| Close |
118-025 |
117-295 |
-0-050 |
-0.1% |
118-175 |
| Range |
0-160 |
0-170 |
0-010 |
6.3% |
1-285 |
| ATR |
0-267 |
0-260 |
-0-007 |
-2.6% |
0-000 |
| Volume |
1,161,489 |
1,393,710 |
232,221 |
20.0% |
6,331,631 |
|
| Daily Pivots for day following 09-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-172 |
119-083 |
118-068 |
|
| R3 |
119-002 |
118-233 |
118-022 |
|
| R2 |
118-152 |
118-152 |
118-006 |
|
| R1 |
118-063 |
118-063 |
117-311 |
118-022 |
| PP |
117-302 |
117-302 |
117-302 |
117-281 |
| S1 |
117-213 |
117-213 |
117-279 |
117-172 |
| S2 |
117-132 |
117-132 |
117-264 |
|
| S3 |
116-282 |
117-043 |
117-248 |
|
| S4 |
116-112 |
116-193 |
117-202 |
|
|
| 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 |
118-300 |
117-220 |
1-080 |
1.1% |
0-211 |
0.6% |
19% |
False |
True |
1,213,779 |
| 10 |
120-195 |
117-220 |
2-295 |
2.5% |
0-218 |
0.6% |
8% |
False |
True |
1,406,966 |
| 20 |
120-195 |
117-220 |
2-295 |
2.5% |
0-249 |
0.7% |
8% |
False |
True |
1,005,800 |
| 40 |
120-260 |
116-210 |
4-050 |
3.5% |
0-295 |
0.8% |
30% |
False |
False |
506,483 |
| 60 |
124-200 |
116-210 |
7-310 |
6.8% |
0-290 |
0.8% |
16% |
False |
False |
337,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-152 |
|
2.618 |
119-195 |
|
1.618 |
119-025 |
|
1.000 |
118-240 |
|
0.618 |
118-175 |
|
HIGH |
118-070 |
|
0.618 |
118-005 |
|
0.500 |
117-305 |
|
0.382 |
117-285 |
|
LOW |
117-220 |
|
0.618 |
117-115 |
|
1.000 |
117-050 |
|
1.618 |
116-265 |
|
2.618 |
116-095 |
|
4.250 |
115-138 |
|
|
| Fisher Pivots for day following 09-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
117-305 |
118-035 |
| PP |
117-302 |
118-015 |
| S1 |
117-298 |
117-315 |
|