ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 28-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2022 |
28-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
117-085 |
116-240 |
-0-165 |
-0.4% |
116-025 |
| High |
117-130 |
117-010 |
-0-120 |
-0.3% |
118-080 |
| Low |
116-185 |
116-110 |
-0-075 |
-0.2% |
115-225 |
| Close |
116-260 |
116-225 |
-0-035 |
-0.1% |
117-110 |
| Range |
0-265 |
0-220 |
-0-045 |
-17.0% |
2-175 |
| ATR |
1-032 |
1-023 |
-0-009 |
-2.7% |
0-000 |
| Volume |
1,191,859 |
1,280,037 |
88,178 |
7.4% |
6,529,577 |
|
| Daily Pivots for day following 28-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-242 |
118-133 |
117-026 |
|
| R3 |
118-022 |
117-233 |
116-286 |
|
| R2 |
117-122 |
117-122 |
116-265 |
|
| R1 |
117-013 |
117-013 |
116-245 |
116-278 |
| PP |
116-222 |
116-222 |
116-222 |
116-194 |
| S1 |
116-113 |
116-113 |
116-205 |
116-058 |
| S2 |
116-002 |
116-002 |
116-185 |
|
| S3 |
115-102 |
115-213 |
116-164 |
|
| S4 |
114-202 |
114-313 |
116-104 |
|
|
| Weekly Pivots for week ending 24-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-237 |
123-188 |
118-238 |
|
| R3 |
122-062 |
121-013 |
118-014 |
|
| R2 |
119-207 |
119-207 |
117-259 |
|
| R1 |
118-158 |
118-158 |
117-185 |
119-022 |
| PP |
117-032 |
117-032 |
117-032 |
117-124 |
| S1 |
115-303 |
115-303 |
117-035 |
116-168 |
| S2 |
114-177 |
114-177 |
116-281 |
|
| S3 |
112-002 |
113-128 |
116-206 |
|
| S4 |
109-147 |
110-273 |
115-302 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-080 |
115-285 |
2-115 |
2.0% |
1-003 |
0.9% |
34% |
False |
False |
1,545,402 |
| 10 |
118-080 |
114-075 |
4-005 |
3.4% |
1-080 |
1.1% |
61% |
False |
False |
1,691,905 |
| 20 |
120-080 |
114-075 |
6-005 |
5.2% |
1-030 |
0.9% |
41% |
False |
False |
1,645,253 |
| 40 |
120-195 |
114-075 |
6-120 |
5.5% |
1-002 |
0.9% |
39% |
False |
False |
1,045,734 |
| 60 |
122-105 |
114-075 |
8-030 |
6.9% |
1-000 |
0.9% |
31% |
False |
False |
697,579 |
| 80 |
128-165 |
114-075 |
14-090 |
12.2% |
0-300 |
0.8% |
17% |
False |
False |
523,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-305 |
|
2.618 |
118-266 |
|
1.618 |
118-046 |
|
1.000 |
117-230 |
|
0.618 |
117-146 |
|
HIGH |
117-010 |
|
0.618 |
116-246 |
|
0.500 |
116-220 |
|
0.382 |
116-194 |
|
LOW |
116-110 |
|
0.618 |
115-294 |
|
1.000 |
115-210 |
|
1.618 |
115-074 |
|
2.618 |
114-174 |
|
4.250 |
113-135 |
|
|
| Fisher Pivots for day following 28-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
116-223 |
117-055 |
| PP |
116-222 |
117-005 |
| S1 |
116-220 |
116-275 |
|