ECBOT 10 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 26-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2022 |
26-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
128-065 |
128-065 |
0-000 |
0.0% |
128-010 |
| High |
128-170 |
128-085 |
-0-085 |
-0.2% |
128-160 |
| Low |
128-010 |
127-065 |
-0-265 |
-0.6% |
127-020 |
| Close |
128-040 |
127-165 |
-0-195 |
-0.5% |
128-100 |
| Range |
0-160 |
1-020 |
0-180 |
112.5% |
1-140 |
| ATR |
0-199 |
0-209 |
0-010 |
5.1% |
0-000 |
| Volume |
1,738,476 |
1,963,794 |
225,318 |
13.0% |
8,068,730 |
|
| Daily Pivots for day following 26-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-272 |
130-078 |
128-032 |
|
| R3 |
129-252 |
129-058 |
127-258 |
|
| R2 |
128-232 |
128-232 |
127-227 |
|
| R1 |
128-038 |
128-038 |
127-196 |
127-285 |
| PP |
127-212 |
127-212 |
127-212 |
127-175 |
| S1 |
127-018 |
127-018 |
127-134 |
126-265 |
| S2 |
126-192 |
126-192 |
127-103 |
|
| S3 |
125-172 |
125-318 |
127-072 |
|
| S4 |
124-152 |
124-298 |
126-298 |
|
|
| 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 |
127-065 |
1-160 |
1.2% |
0-231 |
0.6% |
21% |
False |
True |
1,890,319 |
| 10 |
128-270 |
127-020 |
1-250 |
1.4% |
0-218 |
0.5% |
25% |
False |
False |
1,840,633 |
| 20 |
130-235 |
127-020 |
3-215 |
2.9% |
0-196 |
0.5% |
12% |
False |
False |
1,638,766 |
| 40 |
131-190 |
127-020 |
4-170 |
3.6% |
0-198 |
0.5% |
10% |
False |
False |
1,473,535 |
| 60 |
131-190 |
127-020 |
4-170 |
3.6% |
0-204 |
0.5% |
10% |
False |
False |
1,156,196 |
| 80 |
131-190 |
127-020 |
4-170 |
3.6% |
0-189 |
0.5% |
10% |
False |
False |
867,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-250 |
|
2.618 |
131-015 |
|
1.618 |
129-315 |
|
1.000 |
129-105 |
|
0.618 |
128-295 |
|
HIGH |
128-085 |
|
0.618 |
127-275 |
|
0.500 |
127-235 |
|
0.382 |
127-195 |
|
LOW |
127-065 |
|
0.618 |
126-175 |
|
1.000 |
126-045 |
|
1.618 |
125-155 |
|
2.618 |
124-135 |
|
4.250 |
122-220 |
|
|
| Fisher Pivots for day following 26-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
127-235 |
127-305 |
| PP |
127-212 |
127-258 |
| S1 |
127-188 |
127-212 |
|