ECBOT 10 Year T-Note Future March 2022
Trading Metrics calculated at close of trading on 19-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2022 |
19-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
128-010 |
127-095 |
-0-235 |
-0.6% |
128-105 |
High |
128-015 |
127-235 |
-0-100 |
-0.2% |
128-270 |
Low |
127-080 |
127-020 |
-0-060 |
-0.1% |
127-300 |
Close |
127-120 |
127-215 |
0-095 |
0.2% |
128-060 |
Range |
0-255 |
0-215 |
-0-040 |
-15.7% |
0-290 |
ATR |
0-191 |
0-193 |
0-002 |
0.9% |
0-000 |
Volume |
2,515,636 |
1,962,013 |
-553,623 |
-22.0% |
7,717,937 |
|
Daily Pivots for day following 19-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-162 |
129-083 |
128-013 |
|
R3 |
128-267 |
128-188 |
127-274 |
|
R2 |
128-052 |
128-052 |
127-254 |
|
R1 |
127-293 |
127-293 |
127-235 |
128-012 |
PP |
127-157 |
127-157 |
127-157 |
127-176 |
S1 |
127-078 |
127-078 |
127-195 |
127-118 |
S2 |
126-262 |
126-262 |
127-176 |
|
S3 |
126-047 |
126-183 |
127-156 |
|
S4 |
125-152 |
125-288 |
127-097 |
|
|
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 |
127-020 |
1-250 |
1.4% |
0-205 |
0.5% |
34% |
False |
True |
1,790,948 |
10 |
129-140 |
127-020 |
2-120 |
1.9% |
0-192 |
0.5% |
26% |
False |
True |
1,765,002 |
20 |
131-080 |
127-020 |
4-060 |
3.3% |
0-170 |
0.4% |
15% |
False |
True |
1,334,530 |
40 |
131-190 |
127-020 |
4-170 |
3.5% |
0-202 |
0.5% |
13% |
False |
True |
1,478,256 |
60 |
131-190 |
127-020 |
4-170 |
3.5% |
0-198 |
0.5% |
13% |
False |
True |
999,087 |
80 |
131-190 |
127-020 |
4-170 |
3.5% |
0-183 |
0.4% |
13% |
False |
True |
749,458 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130-189 |
2.618 |
129-158 |
1.618 |
128-263 |
1.000 |
128-130 |
0.618 |
128-048 |
HIGH |
127-235 |
0.618 |
127-153 |
0.500 |
127-128 |
0.382 |
127-102 |
LOW |
127-020 |
0.618 |
126-207 |
1.000 |
126-125 |
1.618 |
125-312 |
2.618 |
125-097 |
4.250 |
124-066 |
|
|
Fisher Pivots for day following 19-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
127-186 |
127-298 |
PP |
127-157 |
127-270 |
S1 |
127-128 |
127-242 |
|