ECBOT 10 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 04-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2022 |
04-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
130-105 |
129-160 |
-0-265 |
-0.6% |
130-160 |
| High |
130-110 |
129-190 |
-0-240 |
-0.6% |
130-245 |
| Low |
129-125 |
129-040 |
-0-085 |
-0.2% |
130-030 |
| Close |
129-140 |
129-090 |
-0-050 |
-0.1% |
130-150 |
| Range |
0-305 |
0-150 |
-0-155 |
-50.8% |
0-215 |
| ATR |
0-186 |
0-184 |
-0-003 |
-1.4% |
0-000 |
| Volume |
1,428,084 |
1,703,196 |
275,112 |
19.3% |
3,564,523 |
|
| Daily Pivots for day following 04-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-237 |
130-153 |
129-172 |
|
| R3 |
130-087 |
130-003 |
129-131 |
|
| R2 |
129-257 |
129-257 |
129-118 |
|
| R1 |
129-173 |
129-173 |
129-104 |
129-140 |
| PP |
129-107 |
129-107 |
129-107 |
129-090 |
| S1 |
129-023 |
129-023 |
129-076 |
128-310 |
| S2 |
128-277 |
128-277 |
129-062 |
|
| S3 |
128-127 |
128-193 |
129-049 |
|
| S4 |
127-297 |
128-043 |
129-008 |
|
|
| 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 |
130-235 |
129-040 |
1-195 |
1.2% |
0-170 |
0.4% |
10% |
False |
True |
1,134,742 |
| 10 |
131-080 |
129-040 |
2-040 |
1.6% |
0-147 |
0.4% |
7% |
False |
True |
904,059 |
| 20 |
131-190 |
129-040 |
2-150 |
1.9% |
0-170 |
0.4% |
6% |
False |
True |
1,091,975 |
| 40 |
131-190 |
128-225 |
2-285 |
2.2% |
0-203 |
0.5% |
20% |
False |
False |
1,055,831 |
| 60 |
131-190 |
128-225 |
2-285 |
2.2% |
0-191 |
0.5% |
20% |
False |
False |
705,086 |
| 80 |
132-260 |
128-225 |
4-035 |
3.2% |
0-176 |
0.4% |
14% |
False |
False |
528,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-188 |
|
2.618 |
130-263 |
|
1.618 |
130-113 |
|
1.000 |
130-020 |
|
0.618 |
129-283 |
|
HIGH |
129-190 |
|
0.618 |
129-133 |
|
0.500 |
129-115 |
|
0.382 |
129-097 |
|
LOW |
129-040 |
|
0.618 |
128-267 |
|
1.000 |
128-210 |
|
1.618 |
128-117 |
|
2.618 |
127-287 |
|
4.250 |
127-042 |
|
|
| Fisher Pivots for day following 04-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
129-115 |
129-272 |
| PP |
129-107 |
129-212 |
| S1 |
129-098 |
129-151 |
|