ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 23-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2022 |
23-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
115-295 |
116-280 |
0-305 |
0.8% |
116-240 |
| High |
117-060 |
118-080 |
1-020 |
0.9% |
116-250 |
| Low |
115-285 |
116-255 |
0-290 |
0.8% |
114-075 |
| Close |
116-305 |
117-210 |
0-225 |
0.6% |
116-060 |
| Range |
1-095 |
1-145 |
0-050 |
12.0% |
2-175 |
| ATR |
1-040 |
1-047 |
0-008 |
2.1% |
0-000 |
| Volume |
1,702,409 |
2,222,245 |
519,836 |
30.5% |
10,346,795 |
|
| Daily Pivots for day following 23-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-297 |
121-078 |
118-146 |
|
| R3 |
120-152 |
119-253 |
118-018 |
|
| R2 |
119-007 |
119-007 |
117-295 |
|
| R1 |
118-108 |
118-108 |
117-253 |
118-218 |
| PP |
117-182 |
117-182 |
117-182 |
117-236 |
| S1 |
116-283 |
116-283 |
117-167 |
117-072 |
| S2 |
116-037 |
116-037 |
117-125 |
|
| S3 |
114-212 |
115-138 |
117-082 |
|
| S4 |
113-067 |
113-313 |
116-274 |
|
|
| 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 |
118-080 |
114-100 |
3-300 |
3.3% |
1-108 |
1.1% |
85% |
True |
False |
1,742,242 |
| 10 |
118-080 |
114-075 |
4-005 |
3.4% |
1-139 |
1.2% |
85% |
True |
False |
1,918,599 |
| 20 |
120-195 |
114-075 |
6-120 |
5.4% |
1-018 |
0.9% |
54% |
False |
False |
1,725,864 |
| 40 |
120-195 |
114-075 |
6-120 |
5.4% |
1-005 |
0.9% |
54% |
False |
False |
950,900 |
| 60 |
122-295 |
114-075 |
8-220 |
7.4% |
1-001 |
0.9% |
39% |
False |
False |
634,212 |
| 80 |
128-165 |
114-075 |
14-090 |
12.1% |
0-304 |
0.8% |
24% |
False |
False |
475,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-136 |
|
2.618 |
122-017 |
|
1.618 |
120-192 |
|
1.000 |
119-225 |
|
0.618 |
119-047 |
|
HIGH |
118-080 |
|
0.618 |
117-222 |
|
0.500 |
117-168 |
|
0.382 |
117-113 |
|
LOW |
116-255 |
|
0.618 |
115-288 |
|
1.000 |
115-110 |
|
1.618 |
114-143 |
|
2.618 |
112-318 |
|
4.250 |
110-199 |
|
|
| Fisher Pivots for day following 23-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
117-196 |
117-138 |
| PP |
117-182 |
117-065 |
| S1 |
117-168 |
116-312 |
|