ECBOT 10 Year T-Note Future March 2022
Trading Metrics calculated at close of trading on 14-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2021 |
14-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
130-130 |
130-275 |
0-145 |
0.3% |
131-070 |
High |
130-305 |
130-285 |
-0-020 |
0.0% |
131-085 |
Low |
130-075 |
130-150 |
0-075 |
0.2% |
129-310 |
Close |
130-270 |
130-205 |
-0-065 |
-0.2% |
130-130 |
Range |
0-230 |
0-135 |
-0-095 |
-41.3% |
1-095 |
ATR |
0-231 |
0-224 |
-0-007 |
-3.0% |
0-000 |
Volume |
955,932 |
1,006,248 |
50,316 |
5.3% |
6,908,381 |
|
Daily Pivots for day following 14-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-298 |
131-227 |
130-279 |
|
R3 |
131-163 |
131-092 |
130-242 |
|
R2 |
131-028 |
131-028 |
130-230 |
|
R1 |
130-277 |
130-277 |
130-217 |
130-245 |
PP |
130-213 |
130-213 |
130-213 |
130-198 |
S1 |
130-142 |
130-142 |
130-193 |
130-110 |
S2 |
130-078 |
130-078 |
130-180 |
|
S3 |
129-263 |
130-007 |
130-168 |
|
S4 |
129-128 |
129-192 |
130-131 |
|
|
Weekly Pivots for week ending 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-140 |
133-230 |
131-038 |
|
R3 |
133-045 |
132-135 |
130-244 |
|
R2 |
131-270 |
131-270 |
130-206 |
|
R1 |
131-040 |
131-040 |
130-168 |
130-268 |
PP |
130-175 |
130-175 |
130-175 |
130-129 |
S1 |
129-265 |
129-265 |
130-092 |
129-172 |
S2 |
129-080 |
129-080 |
130-054 |
|
S3 |
127-305 |
128-170 |
130-016 |
|
S4 |
126-210 |
127-075 |
129-222 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
130-305 |
129-310 |
0-315 |
0.8% |
0-202 |
0.5% |
68% |
False |
False |
1,263,828 |
10 |
131-160 |
129-310 |
1-170 |
1.2% |
0-226 |
0.5% |
44% |
False |
False |
1,434,162 |
20 |
131-160 |
128-225 |
2-255 |
2.1% |
0-231 |
0.6% |
69% |
False |
False |
1,391,178 |
40 |
131-160 |
128-225 |
2-255 |
2.1% |
0-210 |
0.5% |
69% |
False |
False |
700,132 |
60 |
132-230 |
128-225 |
4-005 |
3.1% |
0-187 |
0.4% |
48% |
False |
False |
466,804 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-219 |
2.618 |
131-318 |
1.618 |
131-183 |
1.000 |
131-100 |
0.618 |
131-048 |
HIGH |
130-285 |
0.618 |
130-233 |
0.500 |
130-218 |
0.382 |
130-202 |
LOW |
130-150 |
0.618 |
130-067 |
1.000 |
130-015 |
1.618 |
129-252 |
2.618 |
129-117 |
4.250 |
128-216 |
|
|
Fisher Pivots for day following 14-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
130-218 |
130-191 |
PP |
130-213 |
130-177 |
S1 |
130-209 |
130-162 |
|