ECBOT 10 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 12-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2022 |
12-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
128-085 |
128-150 |
0-065 |
0.2% |
130-105 |
| High |
128-150 |
128-225 |
0-075 |
0.2% |
130-110 |
| Low |
128-010 |
128-105 |
0-095 |
0.2% |
128-010 |
| Close |
128-125 |
128-185 |
0-060 |
0.1% |
128-095 |
| Range |
0-140 |
0-120 |
-0-020 |
-14.3% |
2-100 |
| ATR |
0-181 |
0-177 |
-0-004 |
-2.4% |
0-000 |
| Volume |
1,676,788 |
1,518,137 |
-158,651 |
-9.5% |
8,585,720 |
|
| Daily Pivots for day following 12-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-212 |
129-158 |
128-251 |
|
| R3 |
129-092 |
129-038 |
128-218 |
|
| R2 |
128-292 |
128-292 |
128-207 |
|
| R1 |
128-238 |
128-238 |
128-196 |
128-265 |
| PP |
128-172 |
128-172 |
128-172 |
128-185 |
| S1 |
128-118 |
128-118 |
128-174 |
128-145 |
| S2 |
128-052 |
128-052 |
128-163 |
|
| S3 |
127-252 |
127-318 |
128-152 |
|
| S4 |
127-132 |
127-198 |
128-119 |
|
|
| 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 |
129-000 |
127-300 |
1-020 |
0.8% |
0-162 |
0.4% |
60% |
False |
False |
1,703,315 |
| 10 |
130-185 |
127-300 |
2-205 |
2.1% |
0-166 |
0.4% |
24% |
False |
False |
1,491,545 |
| 20 |
131-190 |
127-300 |
3-210 |
2.8% |
0-162 |
0.4% |
18% |
False |
False |
1,225,603 |
| 40 |
131-190 |
127-300 |
3-210 |
2.8% |
0-196 |
0.5% |
18% |
False |
False |
1,308,390 |
| 60 |
131-190 |
127-300 |
3-210 |
2.8% |
0-194 |
0.5% |
18% |
False |
False |
875,289 |
| 80 |
132-230 |
127-300 |
4-250 |
3.7% |
0-180 |
0.4% |
13% |
False |
False |
656,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-095 |
|
2.618 |
129-219 |
|
1.618 |
129-099 |
|
1.000 |
129-025 |
|
0.618 |
128-299 |
|
HIGH |
128-225 |
|
0.618 |
128-179 |
|
0.500 |
128-165 |
|
0.382 |
128-151 |
|
LOW |
128-105 |
|
0.618 |
128-031 |
|
1.000 |
127-305 |
|
1.618 |
127-231 |
|
2.618 |
127-111 |
|
4.250 |
126-235 |
|
|
| Fisher Pivots for day following 12-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
128-178 |
128-158 |
| PP |
128-172 |
128-130 |
| S1 |
128-165 |
128-102 |
|