ECBOT 10 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 28-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2022 |
28-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
127-110 |
127-215 |
0-105 |
0.3% |
128-070 |
| High |
127-280 |
128-010 |
0-050 |
0.1% |
128-225 |
| Low |
127-090 |
127-105 |
0-015 |
0.0% |
127-065 |
| Close |
127-210 |
127-305 |
0-095 |
0.2% |
127-305 |
| Range |
0-190 |
0-225 |
0-035 |
18.4% |
1-160 |
| ATR |
0-207 |
0-209 |
0-001 |
0.6% |
0-000 |
| Volume |
2,216,921 |
1,887,669 |
-329,252 |
-14.9% |
9,965,105 |
|
| Daily Pivots for day following 28-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-282 |
129-198 |
128-109 |
|
| R3 |
129-057 |
128-293 |
128-047 |
|
| R2 |
128-152 |
128-152 |
128-026 |
|
| R1 |
128-068 |
128-068 |
128-006 |
128-110 |
| PP |
127-247 |
127-247 |
127-247 |
127-268 |
| S1 |
127-163 |
127-163 |
127-284 |
127-205 |
| S2 |
127-022 |
127-022 |
127-264 |
|
| S3 |
126-117 |
126-258 |
127-243 |
|
| S4 |
125-212 |
126-033 |
127-181 |
|
|
| Weekly Pivots for week ending 28-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-145 |
131-225 |
128-249 |
|
| R3 |
130-305 |
130-065 |
128-117 |
|
| R2 |
129-145 |
129-145 |
128-073 |
|
| R1 |
128-225 |
128-225 |
128-029 |
128-105 |
| PP |
127-305 |
127-305 |
127-305 |
127-245 |
| S1 |
127-065 |
127-065 |
127-261 |
126-265 |
| S2 |
126-145 |
126-145 |
127-217 |
|
| S3 |
124-305 |
125-225 |
127-173 |
|
| S4 |
123-145 |
124-065 |
127-041 |
|
|
| 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% |
0-229 |
0.6% |
50% |
False |
False |
1,993,021 |
| 10 |
128-255 |
127-020 |
1-235 |
1.4% |
0-228 |
0.6% |
51% |
False |
False |
1,966,277 |
| 20 |
130-185 |
127-020 |
3-165 |
2.7% |
0-202 |
0.5% |
25% |
False |
False |
1,754,866 |
| 40 |
131-190 |
127-020 |
4-170 |
3.5% |
0-192 |
0.5% |
20% |
False |
False |
1,448,971 |
| 60 |
131-190 |
127-020 |
4-170 |
3.5% |
0-206 |
0.5% |
20% |
False |
False |
1,224,482 |
| 80 |
131-190 |
127-020 |
4-170 |
3.5% |
0-192 |
0.5% |
20% |
False |
False |
918,903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-006 |
|
2.618 |
129-279 |
|
1.618 |
129-054 |
|
1.000 |
128-235 |
|
0.618 |
128-149 |
|
HIGH |
128-010 |
|
0.618 |
127-244 |
|
0.500 |
127-218 |
|
0.382 |
127-191 |
|
LOW |
127-105 |
|
0.618 |
126-286 |
|
1.000 |
126-200 |
|
1.618 |
126-061 |
|
2.618 |
125-156 |
|
4.250 |
124-109 |
|
|
| Fisher Pivots for day following 28-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
127-276 |
127-282 |
| PP |
127-247 |
127-258 |
| S1 |
127-218 |
127-235 |
|