ECBOT 10 Year T-Note Future March 2022
Trading Metrics calculated at close of trading on 15-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2021 |
15-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
130-275 |
130-200 |
-0-075 |
-0.2% |
131-070 |
High |
130-285 |
130-255 |
-0-030 |
-0.1% |
131-085 |
Low |
130-150 |
130-075 |
-0-075 |
-0.2% |
129-310 |
Close |
130-205 |
130-150 |
-0-055 |
-0.1% |
130-130 |
Range |
0-135 |
0-180 |
0-045 |
33.3% |
1-095 |
ATR |
0-224 |
0-221 |
-0-003 |
-1.4% |
0-000 |
Volume |
1,006,248 |
1,405,914 |
399,666 |
39.7% |
6,908,381 |
|
Daily Pivots for day following 15-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-060 |
131-285 |
130-249 |
|
R3 |
131-200 |
131-105 |
130-200 |
|
R2 |
131-020 |
131-020 |
130-183 |
|
R1 |
130-245 |
130-245 |
130-166 |
130-202 |
PP |
130-160 |
130-160 |
130-160 |
130-139 |
S1 |
130-065 |
130-065 |
130-134 |
130-022 |
S2 |
129-300 |
129-300 |
130-117 |
|
S3 |
129-120 |
129-205 |
130-100 |
|
S4 |
128-260 |
129-025 |
130-051 |
|
|
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 |
129-315 |
0-310 |
0.7% |
0-187 |
0.4% |
50% |
False |
False |
1,235,727 |
10 |
131-160 |
129-310 |
1-170 |
1.2% |
0-213 |
0.5% |
33% |
False |
False |
1,385,991 |
20 |
131-160 |
128-225 |
2-255 |
2.1% |
0-233 |
0.6% |
63% |
False |
False |
1,459,894 |
40 |
131-160 |
128-225 |
2-255 |
2.1% |
0-211 |
0.5% |
63% |
False |
False |
735,241 |
60 |
132-230 |
128-225 |
4-005 |
3.1% |
0-190 |
0.5% |
44% |
False |
False |
490,236 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-060 |
2.618 |
132-086 |
1.618 |
131-226 |
1.000 |
131-115 |
0.618 |
131-046 |
HIGH |
130-255 |
0.618 |
130-186 |
0.500 |
130-165 |
0.382 |
130-144 |
LOW |
130-075 |
0.618 |
129-284 |
1.000 |
129-215 |
1.618 |
129-104 |
2.618 |
128-244 |
4.250 |
127-270 |
|
|
Fisher Pivots for day following 15-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
130-165 |
130-190 |
PP |
130-160 |
130-177 |
S1 |
130-155 |
130-163 |
|