ECBOT 10 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 01-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2022 |
01-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
127-290 |
128-005 |
0-035 |
0.1% |
128-070 |
| High |
128-015 |
128-115 |
0-100 |
0.2% |
128-225 |
| Low |
127-215 |
127-220 |
0-005 |
0.0% |
127-065 |
| Close |
127-310 |
127-280 |
-0-030 |
-0.1% |
127-305 |
| Range |
0-120 |
0-215 |
0-095 |
79.2% |
1-160 |
| ATR |
0-202 |
0-203 |
0-001 |
0.4% |
0-000 |
| Volume |
1,853,973 |
1,703,462 |
-150,511 |
-8.1% |
9,965,105 |
|
| Daily Pivots for day following 01-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-317 |
129-193 |
128-078 |
|
| R3 |
129-102 |
128-298 |
128-019 |
|
| R2 |
128-207 |
128-207 |
127-319 |
|
| R1 |
128-083 |
128-083 |
127-300 |
128-038 |
| PP |
127-312 |
127-312 |
127-312 |
127-289 |
| S1 |
127-188 |
127-188 |
127-260 |
127-142 |
| S2 |
127-097 |
127-097 |
127-241 |
|
| S3 |
126-202 |
126-293 |
127-221 |
|
| S4 |
125-307 |
126-078 |
127-162 |
|
|
| 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 |
128-115 |
127-065 |
1-050 |
0.9% |
0-218 |
0.5% |
58% |
True |
False |
1,925,163 |
| 10 |
128-225 |
127-020 |
1-205 |
1.3% |
0-212 |
0.5% |
50% |
False |
False |
1,907,563 |
| 20 |
129-190 |
127-020 |
2-170 |
2.0% |
0-199 |
0.5% |
32% |
False |
False |
1,823,342 |
| 40 |
131-190 |
127-020 |
4-170 |
3.5% |
0-186 |
0.5% |
18% |
False |
False |
1,448,321 |
| 60 |
131-190 |
127-020 |
4-170 |
3.5% |
0-204 |
0.5% |
18% |
False |
False |
1,283,433 |
| 80 |
131-190 |
127-020 |
4-170 |
3.5% |
0-193 |
0.5% |
18% |
False |
False |
963,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-069 |
|
2.618 |
130-038 |
|
1.618 |
129-143 |
|
1.000 |
129-010 |
|
0.618 |
128-248 |
|
HIGH |
128-115 |
|
0.618 |
128-033 |
|
0.500 |
128-008 |
|
0.382 |
127-302 |
|
LOW |
127-220 |
|
0.618 |
127-087 |
|
1.000 |
127-005 |
|
1.618 |
126-192 |
|
2.618 |
125-297 |
|
4.250 |
124-266 |
|
|
| Fisher Pivots for day following 01-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
128-008 |
127-277 |
| PP |
127-312 |
127-273 |
| S1 |
127-296 |
127-270 |
|