ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 10-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2022 |
10-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
118-020 |
117-290 |
-0-050 |
-0.1% |
118-200 |
| High |
118-070 |
118-060 |
-0-010 |
0.0% |
118-235 |
| Low |
117-220 |
116-225 |
-0-315 |
-0.8% |
116-225 |
| Close |
117-295 |
116-260 |
-1-035 |
-0.9% |
116-260 |
| Range |
0-170 |
1-155 |
0-305 |
179.4% |
2-010 |
| ATR |
0-260 |
0-275 |
0-015 |
5.9% |
0-000 |
| Volume |
1,393,710 |
2,246,372 |
852,662 |
61.2% |
7,225,173 |
|
| Daily Pivots for day following 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-220 |
120-235 |
117-201 |
|
| R3 |
120-065 |
119-080 |
117-071 |
|
| R2 |
118-230 |
118-230 |
117-027 |
|
| R1 |
117-245 |
117-245 |
116-304 |
117-160 |
| PP |
117-075 |
117-075 |
117-075 |
117-032 |
| S1 |
116-090 |
116-090 |
116-216 |
116-005 |
| S2 |
115-240 |
115-240 |
116-173 |
|
| S3 |
114-085 |
114-255 |
116-129 |
|
| S4 |
112-250 |
113-100 |
115-319 |
|
|
| Weekly Pivots for week ending 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-163 |
122-062 |
117-298 |
|
| R3 |
121-153 |
120-052 |
117-119 |
|
| R2 |
119-143 |
119-143 |
117-059 |
|
| R1 |
118-042 |
118-042 |
117-000 |
117-248 |
| PP |
117-133 |
117-133 |
117-133 |
117-076 |
| S1 |
116-032 |
116-032 |
116-200 |
115-238 |
| S2 |
115-123 |
115-123 |
116-141 |
|
| S3 |
113-113 |
114-022 |
116-081 |
|
| S4 |
111-103 |
112-012 |
115-222 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-235 |
116-225 |
2-010 |
1.7% |
0-269 |
0.7% |
5% |
False |
True |
1,445,034 |
| 10 |
120-160 |
116-225 |
3-255 |
3.3% |
0-244 |
0.7% |
3% |
False |
True |
1,462,930 |
| 20 |
120-195 |
116-225 |
3-290 |
3.3% |
0-258 |
0.7% |
3% |
False |
True |
1,116,411 |
| 40 |
120-260 |
116-210 |
4-050 |
3.6% |
0-297 |
0.8% |
4% |
False |
False |
562,635 |
| 60 |
124-200 |
116-210 |
7-310 |
6.8% |
0-294 |
0.8% |
2% |
False |
False |
375,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-159 |
|
2.618 |
122-024 |
|
1.618 |
120-189 |
|
1.000 |
119-215 |
|
0.618 |
119-034 |
|
HIGH |
118-060 |
|
0.618 |
117-199 |
|
0.500 |
117-142 |
|
0.382 |
117-086 |
|
LOW |
116-225 |
|
0.618 |
115-251 |
|
1.000 |
115-070 |
|
1.618 |
114-096 |
|
2.618 |
112-261 |
|
4.250 |
110-126 |
|
|
| Fisher Pivots for day following 10-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
117-142 |
117-178 |
| PP |
117-075 |
117-098 |
| S1 |
117-008 |
117-019 |
|