ECBOT 10 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 21-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2022 |
21-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
127-110 |
127-290 |
0-180 |
0.4% |
128-010 |
| High |
127-305 |
128-160 |
0-175 |
0.4% |
128-160 |
| Low |
127-080 |
127-280 |
0-200 |
0.5% |
127-020 |
| Close |
127-225 |
128-100 |
0-195 |
0.5% |
128-100 |
| Range |
0-225 |
0-200 |
-0-025 |
-11.1% |
1-140 |
| ATR |
0-195 |
0-199 |
0-004 |
2.2% |
0-000 |
| Volume |
1,482,619 |
2,108,462 |
625,843 |
42.2% |
8,068,730 |
|
| Daily Pivots for day following 21-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-033 |
129-267 |
128-210 |
|
| R3 |
129-153 |
129-067 |
128-155 |
|
| R2 |
128-273 |
128-273 |
128-137 |
|
| R1 |
128-187 |
128-187 |
128-118 |
128-230 |
| PP |
128-073 |
128-073 |
128-073 |
128-095 |
| S1 |
127-307 |
127-307 |
128-082 |
128-030 |
| S2 |
127-193 |
127-193 |
128-063 |
|
| S3 |
126-313 |
127-107 |
128-045 |
|
| S4 |
126-113 |
126-227 |
127-310 |
|
|
| Weekly Pivots for week ending 21-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-087 |
131-233 |
129-033 |
|
| R3 |
130-267 |
130-093 |
128-226 |
|
| R2 |
129-127 |
129-127 |
128-184 |
|
| R1 |
128-273 |
128-273 |
128-142 |
129-040 |
| PP |
127-307 |
127-307 |
127-307 |
128-030 |
| S1 |
127-133 |
127-133 |
128-058 |
127-220 |
| S2 |
126-167 |
126-167 |
128-016 |
|
| S3 |
125-027 |
125-313 |
127-294 |
|
| S4 |
123-207 |
124-173 |
127-167 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-255 |
127-020 |
1-235 |
1.4% |
0-228 |
0.6% |
72% |
False |
False |
1,939,533 |
| 10 |
128-270 |
127-020 |
1-250 |
1.4% |
0-196 |
0.5% |
70% |
False |
False |
1,775,118 |
| 20 |
130-260 |
127-020 |
3-240 |
2.9% |
0-174 |
0.4% |
33% |
False |
False |
1,424,716 |
| 40 |
131-190 |
127-020 |
4-170 |
3.5% |
0-202 |
0.5% |
28% |
False |
False |
1,477,495 |
| 60 |
131-190 |
127-020 |
4-170 |
3.5% |
0-202 |
0.5% |
28% |
False |
False |
1,058,823 |
| 80 |
131-190 |
127-020 |
4-170 |
3.5% |
0-185 |
0.5% |
28% |
False |
False |
794,346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-050 |
|
2.618 |
130-044 |
|
1.618 |
129-164 |
|
1.000 |
129-040 |
|
0.618 |
128-284 |
|
HIGH |
128-160 |
|
0.618 |
128-084 |
|
0.500 |
128-060 |
|
0.382 |
128-036 |
|
LOW |
127-280 |
|
0.618 |
127-156 |
|
1.000 |
127-080 |
|
1.618 |
126-276 |
|
2.618 |
126-076 |
|
4.250 |
125-070 |
|
|
| Fisher Pivots for day following 21-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
128-087 |
128-043 |
| PP |
128-073 |
127-307 |
| S1 |
128-060 |
127-250 |
|