ECBOT 10 Year T-Note Future March 2022
Trading Metrics calculated at close of trading on 16-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2021 |
16-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
130-200 |
130-175 |
-0-025 |
-0.1% |
131-070 |
High |
130-255 |
131-050 |
0-115 |
0.3% |
131-085 |
Low |
130-075 |
130-115 |
0-040 |
0.1% |
129-310 |
Close |
130-150 |
131-030 |
0-200 |
0.5% |
130-130 |
Range |
0-180 |
0-255 |
0-075 |
41.7% |
1-095 |
ATR |
0-221 |
0-224 |
0-002 |
1.1% |
0-000 |
Volume |
1,405,914 |
1,461,169 |
55,255 |
3.9% |
6,908,381 |
|
Daily Pivots for day following 16-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-083 |
132-312 |
131-170 |
|
R3 |
132-148 |
132-057 |
131-100 |
|
R2 |
131-213 |
131-213 |
131-077 |
|
R1 |
131-122 |
131-122 |
131-053 |
131-168 |
PP |
130-278 |
130-278 |
130-278 |
130-301 |
S1 |
130-187 |
130-187 |
131-007 |
130-232 |
S2 |
130-023 |
130-023 |
130-303 |
|
S3 |
129-088 |
129-252 |
130-280 |
|
S4 |
128-153 |
128-317 |
130-210 |
|
|
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 |
131-050 |
130-020 |
1-030 |
0.8% |
0-202 |
0.5% |
94% |
True |
False |
1,242,032 |
10 |
131-160 |
129-310 |
1-170 |
1.2% |
0-217 |
0.5% |
73% |
False |
False |
1,381,257 |
20 |
131-160 |
128-225 |
2-255 |
2.1% |
0-237 |
0.6% |
85% |
False |
False |
1,529,823 |
40 |
131-160 |
128-225 |
2-255 |
2.1% |
0-214 |
0.5% |
85% |
False |
False |
771,746 |
60 |
132-160 |
128-225 |
3-255 |
2.9% |
0-191 |
0.5% |
63% |
False |
False |
514,585 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-174 |
2.618 |
133-078 |
1.618 |
132-143 |
1.000 |
131-305 |
0.618 |
131-208 |
HIGH |
131-050 |
0.618 |
130-273 |
0.500 |
130-242 |
0.382 |
130-212 |
LOW |
130-115 |
0.618 |
129-277 |
1.000 |
129-180 |
1.618 |
129-022 |
2.618 |
128-087 |
4.250 |
126-311 |
|
|
Fisher Pivots for day following 16-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
130-314 |
130-308 |
PP |
130-278 |
130-265 |
S1 |
130-242 |
130-222 |
|