ECBOT 10 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 27-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2022 |
27-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
128-065 |
127-110 |
-0-275 |
-0.7% |
128-010 |
| High |
128-085 |
127-280 |
-0-125 |
-0.3% |
128-160 |
| Low |
127-065 |
127-090 |
0-025 |
0.1% |
127-020 |
| Close |
127-165 |
127-210 |
0-045 |
0.1% |
128-100 |
| Range |
1-020 |
0-190 |
-0-150 |
-44.1% |
1-140 |
| ATR |
0-209 |
0-207 |
-0-001 |
-0.6% |
0-000 |
| Volume |
1,963,794 |
2,216,921 |
253,127 |
12.9% |
8,068,730 |
|
| Daily Pivots for day following 27-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-123 |
129-037 |
127-314 |
|
| R3 |
128-253 |
128-167 |
127-262 |
|
| R2 |
128-063 |
128-063 |
127-245 |
|
| R1 |
127-297 |
127-297 |
127-227 |
128-020 |
| PP |
127-193 |
127-193 |
127-193 |
127-215 |
| S1 |
127-107 |
127-107 |
127-193 |
127-150 |
| S2 |
127-003 |
127-003 |
127-175 |
|
| S3 |
126-133 |
126-237 |
127-158 |
|
| S4 |
125-263 |
126-047 |
127-106 |
|
|
| 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% |
0-224 |
0.5% |
30% |
False |
False |
2,037,179 |
| 10 |
128-270 |
127-020 |
1-250 |
1.4% |
0-225 |
0.6% |
33% |
False |
False |
1,910,512 |
| 20 |
130-185 |
127-020 |
3-165 |
2.8% |
0-196 |
0.5% |
17% |
False |
False |
1,701,028 |
| 40 |
131-190 |
127-020 |
4-170 |
3.5% |
0-194 |
0.5% |
13% |
False |
False |
1,448,970 |
| 60 |
131-190 |
127-020 |
4-170 |
3.5% |
0-205 |
0.5% |
13% |
False |
False |
1,193,081 |
| 80 |
131-190 |
127-020 |
4-170 |
3.5% |
0-190 |
0.5% |
13% |
False |
False |
895,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-128 |
|
2.618 |
129-137 |
|
1.618 |
128-267 |
|
1.000 |
128-150 |
|
0.618 |
128-077 |
|
HIGH |
127-280 |
|
0.618 |
127-207 |
|
0.500 |
127-185 |
|
0.382 |
127-163 |
|
LOW |
127-090 |
|
0.618 |
126-293 |
|
1.000 |
126-220 |
|
1.618 |
126-103 |
|
2.618 |
125-233 |
|
4.250 |
124-242 |
|
|
| Fisher Pivots for day following 27-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
127-202 |
127-278 |
| PP |
127-193 |
127-255 |
| S1 |
127-185 |
127-232 |
|