ECBOT 10 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 13-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2022 |
13-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
128-150 |
128-120 |
-0-030 |
-0.1% |
130-105 |
| High |
128-225 |
128-270 |
0-045 |
0.1% |
130-110 |
| Low |
128-105 |
128-080 |
-0-025 |
-0.1% |
128-010 |
| Close |
128-185 |
128-230 |
0-045 |
0.1% |
128-095 |
| Range |
0-120 |
0-190 |
0-070 |
58.3% |
2-100 |
| ATR |
0-177 |
0-178 |
0-001 |
0.5% |
0-000 |
| Volume |
1,518,137 |
1,330,020 |
-188,117 |
-12.4% |
8,585,720 |
|
| Daily Pivots for day following 13-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-123 |
130-047 |
129-014 |
|
| R3 |
129-253 |
129-177 |
128-282 |
|
| R2 |
129-063 |
129-063 |
128-265 |
|
| R1 |
128-307 |
128-307 |
128-247 |
129-025 |
| PP |
128-193 |
128-193 |
128-193 |
128-212 |
| S1 |
128-117 |
128-117 |
128-213 |
128-155 |
| S2 |
128-003 |
128-003 |
128-195 |
|
| S3 |
127-133 |
127-247 |
128-178 |
|
| S4 |
126-263 |
127-057 |
128-126 |
|
|
| 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 |
128-270 |
127-300 |
0-290 |
0.7% |
0-164 |
0.4% |
86% |
True |
False |
1,610,703 |
| 10 |
130-185 |
127-300 |
2-205 |
2.1% |
0-174 |
0.4% |
30% |
False |
False |
1,543,455 |
| 20 |
131-190 |
127-300 |
3-210 |
2.8% |
0-163 |
0.4% |
21% |
False |
False |
1,221,808 |
| 40 |
131-190 |
127-300 |
3-210 |
2.8% |
0-198 |
0.5% |
21% |
False |
False |
1,340,851 |
| 60 |
131-190 |
127-300 |
3-210 |
2.8% |
0-195 |
0.5% |
21% |
False |
False |
897,430 |
| 80 |
132-230 |
127-300 |
4-250 |
3.7% |
0-183 |
0.4% |
16% |
False |
False |
673,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-118 |
|
2.618 |
130-127 |
|
1.618 |
129-257 |
|
1.000 |
129-140 |
|
0.618 |
129-067 |
|
HIGH |
128-270 |
|
0.618 |
128-197 |
|
0.500 |
128-175 |
|
0.382 |
128-153 |
|
LOW |
128-080 |
|
0.618 |
127-283 |
|
1.000 |
127-210 |
|
1.618 |
127-093 |
|
2.618 |
126-223 |
|
4.250 |
125-232 |
|
|
| Fisher Pivots for day following 13-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
128-212 |
128-200 |
| PP |
128-193 |
128-170 |
| S1 |
128-175 |
128-140 |
|