ECBOT 10 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 07-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2022 |
07-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
128-270 |
128-200 |
-0-070 |
-0.2% |
130-105 |
| High |
129-000 |
128-240 |
-0-080 |
-0.2% |
130-110 |
| Low |
128-140 |
128-010 |
-0-130 |
-0.3% |
128-010 |
| Close |
128-170 |
128-095 |
-0-075 |
-0.2% |
128-095 |
| Range |
0-180 |
0-230 |
0-050 |
27.8% |
2-100 |
| ATR |
0-185 |
0-188 |
0-003 |
1.7% |
0-000 |
| Volume |
1,793,082 |
1,964,516 |
171,434 |
9.6% |
8,585,720 |
|
| Daily Pivots for day following 07-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-165 |
130-040 |
128-222 |
|
| R3 |
129-255 |
129-130 |
128-158 |
|
| R2 |
129-025 |
129-025 |
128-137 |
|
| R1 |
128-220 |
128-220 |
128-116 |
128-168 |
| PP |
128-115 |
128-115 |
128-115 |
128-089 |
| S1 |
127-310 |
127-310 |
128-074 |
127-258 |
| S2 |
127-205 |
127-205 |
128-053 |
|
| S3 |
126-295 |
127-080 |
128-032 |
|
| S4 |
126-065 |
126-170 |
127-288 |
|
|
| Weekly Pivots for week ending 07-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-265 |
134-120 |
129-182 |
|
| R3 |
133-165 |
132-020 |
128-298 |
|
| R2 |
131-065 |
131-065 |
128-231 |
|
| R1 |
129-240 |
129-240 |
128-163 |
129-102 |
| PP |
128-285 |
128-285 |
128-285 |
128-216 |
| S1 |
127-140 |
127-140 |
128-027 |
127-002 |
| S2 |
126-185 |
126-185 |
127-279 |
|
| S3 |
124-085 |
125-040 |
127-212 |
|
| S4 |
121-305 |
122-260 |
127-008 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130-110 |
128-010 |
2-100 |
1.8% |
0-214 |
0.5% |
11% |
False |
True |
1,717,144 |
| 10 |
130-245 |
128-010 |
2-235 |
2.1% |
0-163 |
0.4% |
10% |
False |
True |
1,215,024 |
| 20 |
131-190 |
128-010 |
3-180 |
2.8% |
0-171 |
0.4% |
7% |
False |
True |
1,154,808 |
| 40 |
131-190 |
128-010 |
3-180 |
2.8% |
0-199 |
0.5% |
7% |
False |
True |
1,190,969 |
| 60 |
131-190 |
128-010 |
3-180 |
2.8% |
0-195 |
0.5% |
7% |
False |
True |
795,988 |
| 80 |
132-230 |
128-010 |
4-220 |
3.7% |
0-182 |
0.4% |
6% |
False |
True |
597,017 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-258 |
|
2.618 |
130-202 |
|
1.618 |
129-292 |
|
1.000 |
129-150 |
|
0.618 |
129-062 |
|
HIGH |
128-240 |
|
0.618 |
128-152 |
|
0.500 |
128-125 |
|
0.382 |
128-098 |
|
LOW |
128-010 |
|
0.618 |
127-188 |
|
1.000 |
127-100 |
|
1.618 |
126-278 |
|
2.618 |
126-048 |
|
4.250 |
124-312 |
|
|
| Fisher Pivots for day following 07-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
128-125 |
128-235 |
| PP |
128-115 |
128-188 |
| S1 |
128-105 |
128-142 |
|