ECBOT 10 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 06-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2022 |
06-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
129-125 |
128-270 |
-0-175 |
-0.4% |
130-160 |
| High |
129-140 |
129-000 |
-0-140 |
-0.3% |
130-245 |
| Low |
128-255 |
128-140 |
-0-115 |
-0.3% |
130-030 |
| Close |
128-270 |
128-170 |
-0-100 |
-0.2% |
130-150 |
| Range |
0-205 |
0-180 |
-0-025 |
-12.2% |
0-215 |
| ATR |
0-185 |
0-185 |
0-000 |
-0.2% |
0-000 |
| Volume |
1,696,842 |
1,793,082 |
96,240 |
5.7% |
3,564,523 |
|
| Daily Pivots for day following 06-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-110 |
130-000 |
128-269 |
|
| R3 |
129-250 |
129-140 |
128-220 |
|
| R2 |
129-070 |
129-070 |
128-203 |
|
| R1 |
128-280 |
128-280 |
128-186 |
128-245 |
| PP |
128-210 |
128-210 |
128-210 |
128-192 |
| S1 |
128-100 |
128-100 |
128-154 |
128-065 |
| S2 |
128-030 |
128-030 |
128-137 |
|
| S3 |
127-170 |
127-240 |
128-120 |
|
| S4 |
126-310 |
127-060 |
128-071 |
|
|
| 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 |
130-185 |
128-140 |
2-045 |
1.7% |
0-185 |
0.4% |
4% |
False |
True |
1,476,207 |
| 10 |
130-260 |
128-140 |
2-120 |
1.8% |
0-151 |
0.4% |
4% |
False |
True |
1,074,314 |
| 20 |
131-190 |
128-140 |
3-050 |
2.5% |
0-168 |
0.4% |
3% |
False |
True |
1,128,064 |
| 40 |
131-190 |
128-140 |
3-050 |
2.5% |
0-203 |
0.5% |
3% |
False |
True |
1,142,458 |
| 60 |
131-190 |
128-140 |
3-050 |
2.5% |
0-194 |
0.5% |
3% |
False |
True |
763,247 |
| 80 |
132-230 |
128-140 |
4-090 |
3.3% |
0-179 |
0.4% |
2% |
False |
True |
572,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-125 |
|
2.618 |
130-151 |
|
1.618 |
129-291 |
|
1.000 |
129-180 |
|
0.618 |
129-111 |
|
HIGH |
129-000 |
|
0.618 |
128-251 |
|
0.500 |
128-230 |
|
0.382 |
128-209 |
|
LOW |
128-140 |
|
0.618 |
128-029 |
|
1.000 |
127-280 |
|
1.618 |
127-169 |
|
2.618 |
126-309 |
|
4.250 |
126-015 |
|
|
| Fisher Pivots for day following 06-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
128-230 |
129-005 |
| PP |
128-210 |
128-273 |
| S1 |
128-190 |
128-222 |
|