ECBOT 10 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 14-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2022 |
14-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
128-120 |
128-240 |
0-120 |
0.3% |
128-105 |
| High |
128-270 |
128-255 |
-0-015 |
0.0% |
128-270 |
| Low |
128-080 |
128-010 |
-0-070 |
-0.2% |
127-300 |
| Close |
128-230 |
128-060 |
-0-170 |
-0.4% |
128-060 |
| Range |
0-190 |
0-245 |
0-055 |
28.9% |
0-290 |
| ATR |
0-178 |
0-183 |
0-005 |
2.7% |
0-000 |
| Volume |
1,330,020 |
1,628,936 |
298,916 |
22.5% |
7,717,937 |
|
| Daily Pivots for day following 14-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-203 |
130-057 |
128-195 |
|
| R3 |
129-278 |
129-132 |
128-127 |
|
| R2 |
129-033 |
129-033 |
128-105 |
|
| R1 |
128-207 |
128-207 |
128-082 |
128-158 |
| PP |
128-108 |
128-108 |
128-108 |
128-084 |
| S1 |
127-282 |
127-282 |
128-038 |
127-232 |
| S2 |
127-183 |
127-183 |
128-015 |
|
| S3 |
126-258 |
127-037 |
127-313 |
|
| S4 |
126-013 |
126-112 |
127-245 |
|
|
| Weekly Pivots for week ending 14-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-013 |
130-167 |
128-220 |
|
| R3 |
130-043 |
129-197 |
128-140 |
|
| R2 |
129-073 |
129-073 |
128-113 |
|
| R1 |
128-227 |
128-227 |
128-087 |
128-165 |
| PP |
128-103 |
128-103 |
128-103 |
128-072 |
| S1 |
127-257 |
127-257 |
128-033 |
127-195 |
| S2 |
127-133 |
127-133 |
128-007 |
|
| S3 |
126-163 |
126-287 |
127-300 |
|
| S4 |
125-193 |
125-317 |
127-220 |
|
|
| 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% |
0-167 |
0.4% |
28% |
False |
False |
1,543,587 |
| 10 |
130-110 |
127-300 |
2-130 |
1.9% |
0-190 |
0.5% |
10% |
False |
False |
1,630,365 |
| 20 |
131-190 |
127-300 |
3-210 |
2.9% |
0-162 |
0.4% |
7% |
False |
False |
1,230,197 |
| 40 |
131-190 |
127-300 |
3-210 |
2.9% |
0-200 |
0.5% |
7% |
False |
False |
1,380,010 |
| 60 |
131-190 |
127-300 |
3-210 |
2.9% |
0-196 |
0.5% |
7% |
False |
False |
924,563 |
| 80 |
132-160 |
127-300 |
4-180 |
3.6% |
0-184 |
0.4% |
5% |
False |
False |
693,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-016 |
|
2.618 |
130-256 |
|
1.618 |
130-011 |
|
1.000 |
129-180 |
|
0.618 |
129-086 |
|
HIGH |
128-255 |
|
0.618 |
128-161 |
|
0.500 |
128-132 |
|
0.382 |
128-104 |
|
LOW |
128-010 |
|
0.618 |
127-179 |
|
1.000 |
127-085 |
|
1.618 |
126-254 |
|
2.618 |
126-009 |
|
4.250 |
124-249 |
|
|
| Fisher Pivots for day following 14-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
128-132 |
128-140 |
| PP |
128-108 |
128-113 |
| S1 |
128-084 |
128-087 |
|