ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 17-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2022 |
17-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
115-280 |
116-145 |
0-185 |
0.5% |
116-240 |
| High |
116-210 |
116-190 |
-0-020 |
-0.1% |
116-250 |
| Low |
114-100 |
115-200 |
1-100 |
1.1% |
114-075 |
| Close |
115-260 |
116-060 |
0-120 |
0.3% |
116-060 |
| Range |
2-110 |
0-310 |
-1-120 |
-58.7% |
2-175 |
| ATR |
1-049 |
1-045 |
-0-004 |
-1.1% |
0-000 |
| Volume |
2,019,171 |
1,492,924 |
-526,247 |
-26.1% |
10,346,795 |
|
| Daily Pivots for day following 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-013 |
118-187 |
116-230 |
|
| R3 |
118-023 |
117-197 |
116-145 |
|
| R2 |
117-033 |
117-033 |
116-117 |
|
| R1 |
116-207 |
116-207 |
116-088 |
116-125 |
| PP |
116-043 |
116-043 |
116-043 |
116-002 |
| S1 |
115-217 |
115-217 |
116-032 |
115-135 |
| S2 |
115-053 |
115-053 |
116-003 |
|
| S3 |
114-063 |
114-227 |
115-295 |
|
| S4 |
113-073 |
113-237 |
115-210 |
|
|
| Weekly Pivots for week ending 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-120 |
122-105 |
117-188 |
|
| R3 |
120-265 |
119-250 |
116-284 |
|
| R2 |
118-090 |
118-090 |
116-209 |
|
| R1 |
117-075 |
117-075 |
116-135 |
116-155 |
| PP |
115-235 |
115-235 |
115-235 |
115-115 |
| S1 |
114-220 |
114-220 |
115-305 |
113-300 |
| S2 |
113-060 |
113-060 |
115-231 |
|
| S3 |
110-205 |
112-045 |
115-156 |
|
| S4 |
108-030 |
109-190 |
114-252 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-250 |
114-075 |
2-175 |
2.2% |
1-253 |
1.5% |
77% |
False |
False |
2,069,359 |
| 10 |
118-235 |
114-075 |
4-160 |
3.9% |
1-101 |
1.1% |
43% |
False |
False |
1,757,196 |
| 20 |
120-195 |
114-075 |
6-120 |
5.5% |
1-005 |
0.9% |
31% |
False |
False |
1,615,973 |
| 40 |
120-195 |
114-075 |
6-120 |
5.5% |
1-006 |
0.9% |
31% |
False |
False |
821,202 |
| 60 |
123-150 |
114-075 |
9-075 |
7.9% |
1-003 |
0.9% |
21% |
False |
False |
547,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-228 |
|
2.618 |
119-042 |
|
1.618 |
118-052 |
|
1.000 |
117-180 |
|
0.618 |
117-062 |
|
HIGH |
116-190 |
|
0.618 |
116-072 |
|
0.500 |
116-035 |
|
0.382 |
115-318 |
|
LOW |
115-200 |
|
0.618 |
115-008 |
|
1.000 |
114-210 |
|
1.618 |
114-018 |
|
2.618 |
113-028 |
|
4.250 |
111-162 |
|
|
| Fisher Pivots for day following 17-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
116-052 |
115-305 |
| PP |
116-043 |
115-230 |
| S1 |
116-035 |
115-155 |
|