ECBOT 10 Year T-Note Future March 2022
Trading Metrics calculated at close of trading on 27-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2021 |
27-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
130-235 |
130-160 |
-0-075 |
-0.2% |
131-070 |
High |
130-260 |
130-215 |
-0-045 |
-0.1% |
131-190 |
Low |
130-150 |
130-130 |
-0-020 |
0.0% |
130-150 |
Close |
130-175 |
130-180 |
0-005 |
0.0% |
130-175 |
Range |
0-110 |
0-085 |
-0-025 |
-22.7% |
1-040 |
ATR |
0-202 |
0-194 |
-0-008 |
-4.1% |
0-000 |
Volume |
557,414 |
471,863 |
-85,551 |
-15.3% |
3,560,133 |
|
Daily Pivots for day following 27-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-110 |
131-070 |
130-227 |
|
R3 |
131-025 |
130-305 |
130-203 |
|
R2 |
130-260 |
130-260 |
130-196 |
|
R1 |
130-220 |
130-220 |
130-188 |
130-240 |
PP |
130-175 |
130-175 |
130-175 |
130-185 |
S1 |
130-135 |
130-135 |
130-172 |
130-155 |
S2 |
130-090 |
130-090 |
130-164 |
|
S3 |
130-005 |
130-050 |
130-157 |
|
S4 |
129-240 |
129-285 |
130-133 |
|
|
Weekly Pivots for week ending 24-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-078 |
133-167 |
131-053 |
|
R3 |
133-038 |
132-127 |
130-274 |
|
R2 |
131-318 |
131-318 |
130-241 |
|
R1 |
131-087 |
131-087 |
130-208 |
131-022 |
PP |
130-278 |
130-278 |
130-278 |
130-246 |
S1 |
130-047 |
130-047 |
130-142 |
129-302 |
S2 |
129-238 |
129-238 |
130-109 |
|
S3 |
128-198 |
129-007 |
130-076 |
|
S4 |
127-158 |
127-287 |
129-297 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
131-190 |
130-130 |
1-060 |
0.9% |
0-142 |
0.3% |
13% |
False |
True |
806,399 |
10 |
131-190 |
130-075 |
1-115 |
1.0% |
0-166 |
0.4% |
24% |
False |
False |
1,003,688 |
20 |
131-190 |
129-280 |
1-230 |
1.3% |
0-206 |
0.5% |
40% |
False |
False |
1,367,802 |
40 |
131-190 |
128-225 |
2-285 |
2.2% |
0-211 |
0.5% |
64% |
False |
False |
901,306 |
60 |
131-190 |
128-225 |
2-285 |
2.2% |
0-187 |
0.4% |
64% |
False |
False |
601,376 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-256 |
2.618 |
131-118 |
1.618 |
131-033 |
1.000 |
130-300 |
0.618 |
130-268 |
HIGH |
130-215 |
0.618 |
130-183 |
0.500 |
130-172 |
0.382 |
130-162 |
LOW |
130-130 |
0.618 |
130-077 |
1.000 |
130-045 |
1.618 |
129-312 |
2.618 |
129-227 |
4.250 |
129-089 |
|
|
Fisher Pivots for day following 27-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
130-178 |
130-208 |
PP |
130-175 |
130-198 |
S1 |
130-172 |
130-189 |
|