ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 22-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2022 |
22-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
116-025 |
115-295 |
-0-050 |
-0.1% |
116-240 |
| High |
116-105 |
117-060 |
0-275 |
0.7% |
116-250 |
| Low |
115-225 |
115-285 |
0-060 |
0.2% |
114-075 |
| Close |
115-255 |
116-305 |
1-050 |
1.0% |
116-060 |
| Range |
0-200 |
1-095 |
0-215 |
107.5% |
2-175 |
| ATR |
1-033 |
1-040 |
0-007 |
1.9% |
0-000 |
| Volume |
1,274,461 |
1,702,409 |
427,948 |
33.6% |
10,346,795 |
|
| Daily Pivots for day following 22-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-182 |
120-018 |
117-213 |
|
| R3 |
119-087 |
118-243 |
117-099 |
|
| R2 |
117-312 |
117-312 |
117-061 |
|
| R1 |
117-148 |
117-148 |
117-023 |
117-230 |
| PP |
116-217 |
116-217 |
116-217 |
116-258 |
| S1 |
116-053 |
116-053 |
116-267 |
116-135 |
| S2 |
115-122 |
115-122 |
116-229 |
|
| S3 |
114-027 |
114-278 |
116-191 |
|
| S4 |
112-252 |
113-183 |
116-077 |
|
|
| 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 |
117-060 |
114-100 |
2-280 |
2.5% |
1-120 |
1.2% |
92% |
True |
False |
1,734,688 |
| 10 |
118-130 |
114-075 |
4-055 |
3.6% |
1-108 |
1.1% |
65% |
False |
False |
1,812,523 |
| 20 |
120-195 |
114-075 |
6-120 |
5.5% |
1-013 |
0.9% |
43% |
False |
False |
1,722,480 |
| 40 |
120-195 |
114-075 |
6-120 |
5.5% |
1-004 |
0.9% |
43% |
False |
False |
895,420 |
| 60 |
122-295 |
114-075 |
8-220 |
7.4% |
1-000 |
0.9% |
31% |
False |
False |
597,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-224 |
|
2.618 |
120-186 |
|
1.618 |
119-091 |
|
1.000 |
118-155 |
|
0.618 |
117-316 |
|
HIGH |
117-060 |
|
0.618 |
116-221 |
|
0.500 |
116-172 |
|
0.382 |
116-124 |
|
LOW |
115-285 |
|
0.618 |
115-029 |
|
1.000 |
114-190 |
|
1.618 |
113-254 |
|
2.618 |
112-159 |
|
4.250 |
110-121 |
|
|
| Fisher Pivots for day following 22-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
116-261 |
116-247 |
| PP |
116-217 |
116-188 |
| S1 |
116-172 |
116-130 |
|