ECBOT 10 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 20-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2022 |
20-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
127-095 |
127-110 |
0-015 |
0.0% |
128-105 |
| High |
127-235 |
127-305 |
0-070 |
0.2% |
128-270 |
| Low |
127-020 |
127-080 |
0-060 |
0.1% |
127-300 |
| Close |
127-215 |
127-225 |
0-010 |
0.0% |
128-060 |
| Range |
0-215 |
0-225 |
0-010 |
4.7% |
0-290 |
| ATR |
0-193 |
0-195 |
0-002 |
1.2% |
0-000 |
| Volume |
1,962,013 |
1,482,619 |
-479,394 |
-24.4% |
7,717,937 |
|
| Daily Pivots for day following 20-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-238 |
129-137 |
128-029 |
|
| R3 |
129-013 |
128-232 |
127-287 |
|
| R2 |
128-108 |
128-108 |
127-266 |
|
| R1 |
128-007 |
128-007 |
127-246 |
128-058 |
| PP |
127-203 |
127-203 |
127-203 |
127-229 |
| S1 |
127-102 |
127-102 |
127-204 |
127-152 |
| S2 |
126-298 |
126-298 |
127-184 |
|
| S3 |
126-073 |
126-197 |
127-163 |
|
| S4 |
125-168 |
125-292 |
127-101 |
|
|
| 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% |
0-226 |
0.6% |
36% |
False |
False |
1,783,844 |
| 10 |
129-000 |
127-020 |
1-300 |
1.5% |
0-194 |
0.5% |
33% |
False |
False |
1,743,580 |
| 20 |
130-285 |
127-020 |
3-265 |
3.0% |
0-169 |
0.4% |
17% |
False |
False |
1,357,293 |
| 40 |
131-190 |
127-020 |
4-170 |
3.5% |
0-201 |
0.5% |
14% |
False |
False |
1,476,945 |
| 60 |
131-190 |
127-020 |
4-170 |
3.5% |
0-200 |
0.5% |
14% |
False |
False |
1,023,720 |
| 80 |
131-190 |
127-020 |
4-170 |
3.5% |
0-184 |
0.5% |
14% |
False |
False |
767,991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-301 |
|
2.618 |
129-254 |
|
1.618 |
129-029 |
|
1.000 |
128-210 |
|
0.618 |
128-124 |
|
HIGH |
127-305 |
|
0.618 |
127-219 |
|
0.500 |
127-192 |
|
0.382 |
127-166 |
|
LOW |
127-080 |
|
0.618 |
126-261 |
|
1.000 |
126-175 |
|
1.618 |
126-036 |
|
2.618 |
125-131 |
|
4.250 |
124-084 |
|
|
| Fisher Pivots for day following 20-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
127-214 |
127-209 |
| PP |
127-203 |
127-193 |
| S1 |
127-192 |
127-178 |
|