ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 21-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2022 |
21-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
116-145 |
116-025 |
-0-120 |
-0.3% |
116-240 |
| High |
116-190 |
116-105 |
-0-085 |
-0.2% |
116-250 |
| Low |
115-200 |
115-225 |
0-025 |
0.1% |
114-075 |
| Close |
116-060 |
115-255 |
-0-125 |
-0.3% |
116-060 |
| Range |
0-310 |
0-200 |
-0-110 |
-35.5% |
2-175 |
| ATR |
1-045 |
1-033 |
-0-012 |
-3.2% |
0-000 |
| Volume |
1,492,924 |
1,274,461 |
-218,463 |
-14.6% |
10,346,795 |
|
| Daily Pivots for day following 21-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-262 |
117-138 |
116-045 |
|
| R3 |
117-062 |
116-258 |
115-310 |
|
| R2 |
116-182 |
116-182 |
115-292 |
|
| R1 |
116-058 |
116-058 |
115-273 |
116-020 |
| PP |
115-302 |
115-302 |
115-302 |
115-282 |
| S1 |
115-178 |
115-178 |
115-237 |
115-140 |
| S2 |
115-102 |
115-102 |
115-218 |
|
| S3 |
114-222 |
114-298 |
115-200 |
|
| S4 |
114-022 |
114-098 |
115-145 |
|
|
| 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 |
116-210 |
114-075 |
2-135 |
2.1% |
1-156 |
1.3% |
65% |
False |
False |
1,838,408 |
| 10 |
118-170 |
114-075 |
4-095 |
3.7% |
1-094 |
1.1% |
36% |
False |
False |
1,775,118 |
| 20 |
120-195 |
114-075 |
6-120 |
5.5% |
1-002 |
0.9% |
25% |
False |
False |
1,666,901 |
| 40 |
120-195 |
114-075 |
6-120 |
5.5% |
1-005 |
0.9% |
25% |
False |
False |
852,963 |
| 60 |
122-295 |
114-075 |
8-220 |
7.5% |
1-000 |
0.9% |
18% |
False |
False |
568,804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-315 |
|
2.618 |
117-309 |
|
1.618 |
117-109 |
|
1.000 |
116-305 |
|
0.618 |
116-229 |
|
HIGH |
116-105 |
|
0.618 |
116-029 |
|
0.500 |
116-005 |
|
0.382 |
115-301 |
|
LOW |
115-225 |
|
0.618 |
115-101 |
|
1.000 |
115-025 |
|
1.618 |
114-221 |
|
2.618 |
114-021 |
|
4.250 |
113-015 |
|
|
| Fisher Pivots for day following 21-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
116-005 |
115-222 |
| PP |
115-302 |
115-188 |
| S1 |
115-278 |
115-155 |
|