ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 15-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2022 |
15-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
115-060 |
114-110 |
-0-270 |
-0.7% |
118-200 |
| High |
116-030 |
115-305 |
-0-045 |
-0.1% |
118-235 |
| Low |
114-075 |
114-100 |
0-025 |
0.1% |
116-225 |
| Close |
114-130 |
115-050 |
0-240 |
0.7% |
116-260 |
| Range |
1-275 |
1-205 |
-0-070 |
-11.8% |
2-010 |
| ATR |
1-006 |
1-020 |
0-014 |
4.4% |
0-000 |
| Volume |
2,221,009 |
2,184,477 |
-36,532 |
-1.6% |
7,225,173 |
|
| Daily Pivots for day following 15-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-020 |
119-080 |
116-019 |
|
| R3 |
118-135 |
117-195 |
115-194 |
|
| R2 |
116-250 |
116-250 |
115-146 |
|
| R1 |
115-310 |
115-310 |
115-098 |
116-120 |
| PP |
115-045 |
115-045 |
115-045 |
115-110 |
| S1 |
114-105 |
114-105 |
115-002 |
114-235 |
| S2 |
113-160 |
113-160 |
114-274 |
|
| S3 |
111-275 |
112-220 |
114-226 |
|
| S4 |
110-070 |
111-015 |
114-081 |
|
|
| 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 |
118-070 |
114-075 |
3-315 |
3.5% |
1-170 |
1.3% |
23% |
False |
False |
2,094,956 |
| 10 |
118-310 |
114-075 |
4-235 |
4.1% |
1-026 |
0.9% |
19% |
False |
False |
1,621,070 |
| 20 |
120-195 |
114-075 |
6-120 |
5.5% |
0-306 |
0.8% |
14% |
False |
False |
1,454,786 |
| 40 |
120-195 |
114-075 |
6-120 |
5.5% |
0-317 |
0.9% |
14% |
False |
False |
733,460 |
| 60 |
123-175 |
114-075 |
9-100 |
8.1% |
0-315 |
0.9% |
10% |
False |
False |
489,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-296 |
|
2.618 |
120-079 |
|
1.618 |
118-194 |
|
1.000 |
117-190 |
|
0.618 |
116-309 |
|
HIGH |
115-305 |
|
0.618 |
115-104 |
|
0.500 |
115-042 |
|
0.382 |
114-301 |
|
LOW |
114-100 |
|
0.618 |
113-096 |
|
1.000 |
112-215 |
|
1.618 |
111-211 |
|
2.618 |
110-006 |
|
4.250 |
107-109 |
|
|
| Fisher Pivots for day following 15-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
115-048 |
115-162 |
| PP |
115-045 |
115-125 |
| S1 |
115-042 |
115-088 |
|