ECBOT 10 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 03-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2021 |
03-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
130-140 |
130-105 |
-0-035 |
-0.1% |
130-160 |
| High |
130-185 |
130-110 |
-0-075 |
-0.2% |
130-245 |
| Low |
130-100 |
129-125 |
-0-295 |
-0.7% |
130-030 |
| Close |
130-150 |
129-140 |
-1-010 |
-0.8% |
130-150 |
| Range |
0-085 |
0-305 |
0-220 |
258.8% |
0-215 |
| ATR |
0-174 |
0-186 |
0-012 |
7.0% |
0-000 |
| Volume |
759,832 |
1,428,084 |
668,252 |
87.9% |
3,564,523 |
|
| Daily Pivots for day following 03-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-187 |
131-308 |
129-308 |
|
| R3 |
131-202 |
131-003 |
129-224 |
|
| R2 |
130-217 |
130-217 |
129-196 |
|
| R1 |
130-018 |
130-018 |
129-168 |
129-285 |
| PP |
129-232 |
129-232 |
129-232 |
129-205 |
| S1 |
129-033 |
129-033 |
129-112 |
128-300 |
| S2 |
128-247 |
128-247 |
129-084 |
|
| S3 |
127-262 |
128-048 |
129-056 |
|
| S4 |
126-277 |
127-063 |
128-292 |
|
|
| Weekly Pivots for week ending 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-147 |
132-043 |
130-268 |
|
| R3 |
131-252 |
131-148 |
130-209 |
|
| R2 |
131-037 |
131-037 |
130-189 |
|
| R1 |
130-253 |
130-253 |
130-170 |
130-198 |
| PP |
130-142 |
130-142 |
130-142 |
130-114 |
| S1 |
130-038 |
130-038 |
130-130 |
129-302 |
| S2 |
129-247 |
129-247 |
130-111 |
|
| S3 |
129-032 |
129-143 |
130-091 |
|
| S4 |
128-137 |
128-248 |
130-032 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130-245 |
129-125 |
1-120 |
1.1% |
0-156 |
0.4% |
3% |
False |
True |
904,148 |
| 10 |
131-190 |
129-125 |
2-065 |
1.7% |
0-149 |
0.4% |
2% |
False |
True |
855,274 |
| 20 |
131-190 |
129-125 |
2-065 |
1.7% |
0-174 |
0.4% |
2% |
False |
True |
1,073,300 |
| 40 |
131-190 |
128-225 |
2-285 |
2.2% |
0-206 |
0.5% |
25% |
False |
False |
1,013,478 |
| 60 |
131-190 |
128-225 |
2-285 |
2.2% |
0-191 |
0.5% |
25% |
False |
False |
676,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-126 |
|
2.618 |
132-268 |
|
1.618 |
131-283 |
|
1.000 |
131-095 |
|
0.618 |
130-298 |
|
HIGH |
130-110 |
|
0.618 |
129-313 |
|
0.500 |
129-278 |
|
0.382 |
129-242 |
|
LOW |
129-125 |
|
0.618 |
128-257 |
|
1.000 |
128-140 |
|
1.618 |
127-272 |
|
2.618 |
126-287 |
|
4.250 |
125-109 |
|
|
| Fisher Pivots for day following 03-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
129-278 |
129-315 |
| PP |
129-232 |
129-257 |
| S1 |
129-186 |
129-198 |
|