ECBOT 10 Year T-Note Future March 2022
Trading Metrics calculated at close of trading on 30-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2021 |
30-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
130-200 |
130-060 |
-0-140 |
-0.3% |
131-070 |
High |
130-235 |
130-160 |
-0-075 |
-0.2% |
131-190 |
Low |
130-030 |
130-055 |
0-025 |
0.1% |
130-150 |
Close |
130-070 |
130-130 |
0-060 |
0.1% |
130-175 |
Range |
0-205 |
0-105 |
-0-100 |
-48.8% |
1-040 |
ATR |
0-187 |
0-181 |
-0-006 |
-3.1% |
0-000 |
Volume |
971,676 |
810,924 |
-160,752 |
-16.5% |
3,560,133 |
|
Daily Pivots for day following 30-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-110 |
131-065 |
130-188 |
|
R3 |
131-005 |
130-280 |
130-159 |
|
R2 |
130-220 |
130-220 |
130-149 |
|
R1 |
130-175 |
130-175 |
130-140 |
130-198 |
PP |
130-115 |
130-115 |
130-115 |
130-126 |
S1 |
130-070 |
130-070 |
130-120 |
130-092 |
S2 |
130-010 |
130-010 |
130-111 |
|
S3 |
129-225 |
129-285 |
130-101 |
|
S4 |
129-120 |
129-180 |
130-072 |
|
|
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 |
130-260 |
130-030 |
0-230 |
0.6% |
0-117 |
0.3% |
43% |
False |
False |
672,421 |
10 |
131-190 |
130-030 |
1-160 |
1.2% |
0-151 |
0.4% |
21% |
False |
False |
900,162 |
20 |
131-190 |
129-310 |
1-200 |
1.2% |
0-182 |
0.4% |
27% |
False |
False |
1,143,076 |
40 |
131-190 |
128-225 |
2-285 |
2.2% |
0-208 |
0.5% |
59% |
False |
False |
959,291 |
60 |
131-190 |
128-225 |
2-285 |
2.2% |
0-188 |
0.5% |
59% |
False |
False |
640,249 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-286 |
2.618 |
131-115 |
1.618 |
131-010 |
1.000 |
130-265 |
0.618 |
130-225 |
HIGH |
130-160 |
0.618 |
130-120 |
0.500 |
130-108 |
0.382 |
130-095 |
LOW |
130-055 |
0.618 |
129-310 |
1.000 |
129-270 |
1.618 |
129-205 |
2.618 |
129-100 |
4.250 |
128-249 |
|
|
Fisher Pivots for day following 30-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
130-122 |
130-138 |
PP |
130-115 |
130-135 |
S1 |
130-108 |
130-132 |
|