ECBOT 10 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 24-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2022 |
24-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
127-290 |
128-070 |
0-100 |
0.2% |
128-010 |
| High |
128-160 |
128-225 |
0-065 |
0.2% |
128-160 |
| Low |
127-280 |
127-315 |
0-035 |
0.1% |
127-020 |
| Close |
128-100 |
128-165 |
0-065 |
0.2% |
128-100 |
| Range |
0-200 |
0-230 |
0-030 |
15.0% |
1-140 |
| ATR |
0-199 |
0-202 |
0-002 |
1.1% |
0-000 |
| Volume |
2,108,462 |
2,158,245 |
49,783 |
2.4% |
8,068,730 |
|
| Daily Pivots for day following 24-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-178 |
130-082 |
128-292 |
|
| R3 |
129-268 |
129-172 |
128-228 |
|
| R2 |
129-038 |
129-038 |
128-207 |
|
| R1 |
128-262 |
128-262 |
128-186 |
128-310 |
| PP |
128-128 |
128-128 |
128-128 |
128-152 |
| S1 |
128-032 |
128-032 |
128-144 |
128-080 |
| S2 |
127-218 |
127-218 |
128-123 |
|
| S3 |
126-308 |
127-122 |
128-102 |
|
| S4 |
126-078 |
126-212 |
128-038 |
|
|
| 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 |
128-225 |
127-020 |
1-205 |
1.3% |
0-225 |
0.5% |
89% |
True |
False |
2,045,395 |
| 10 |
128-270 |
127-020 |
1-250 |
1.4% |
0-196 |
0.5% |
82% |
False |
False |
1,794,491 |
| 20 |
130-245 |
127-020 |
3-225 |
2.9% |
0-180 |
0.4% |
39% |
False |
False |
1,504,757 |
| 40 |
131-190 |
127-020 |
4-170 |
3.5% |
0-203 |
0.5% |
32% |
False |
False |
1,470,860 |
| 60 |
131-190 |
127-020 |
4-170 |
3.5% |
0-201 |
0.5% |
32% |
False |
False |
1,094,671 |
| 80 |
131-190 |
127-020 |
4-170 |
3.5% |
0-186 |
0.5% |
32% |
False |
False |
821,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-242 |
|
2.618 |
130-187 |
|
1.618 |
129-277 |
|
1.000 |
129-135 |
|
0.618 |
129-047 |
|
HIGH |
128-225 |
|
0.618 |
128-137 |
|
0.500 |
128-110 |
|
0.382 |
128-083 |
|
LOW |
127-315 |
|
0.618 |
127-173 |
|
1.000 |
127-085 |
|
1.618 |
126-263 |
|
2.618 |
126-033 |
|
4.250 |
124-298 |
|
|
| Fisher Pivots for day following 24-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
128-147 |
128-108 |
| PP |
128-128 |
128-050 |
| S1 |
128-110 |
127-312 |
|