ECBOT 10 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 02-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2022 |
02-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
128-005 |
127-280 |
-0-045 |
-0.1% |
128-070 |
| High |
128-115 |
128-095 |
-0-020 |
0.0% |
128-225 |
| Low |
127-220 |
127-245 |
0-025 |
0.1% |
127-065 |
| Close |
127-280 |
128-040 |
0-080 |
0.2% |
127-305 |
| Range |
0-215 |
0-170 |
-0-045 |
-20.9% |
1-160 |
| ATR |
0-203 |
0-201 |
-0-002 |
-1.2% |
0-000 |
| Volume |
1,703,462 |
1,358,564 |
-344,898 |
-20.2% |
9,965,105 |
|
| Daily Pivots for day following 02-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-210 |
129-135 |
128-134 |
|
| R3 |
129-040 |
128-285 |
128-087 |
|
| R2 |
128-190 |
128-190 |
128-071 |
|
| R1 |
128-115 |
128-115 |
128-056 |
128-152 |
| PP |
128-020 |
128-020 |
128-020 |
128-039 |
| S1 |
127-265 |
127-265 |
128-024 |
127-302 |
| S2 |
127-170 |
127-170 |
128-009 |
|
| S3 |
127-000 |
127-095 |
127-313 |
|
| S4 |
126-150 |
126-245 |
127-266 |
|
|
| 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 |
127-090 |
1-025 |
0.8% |
0-184 |
0.4% |
78% |
False |
False |
1,804,117 |
| 10 |
128-225 |
127-065 |
1-160 |
1.2% |
0-208 |
0.5% |
61% |
False |
False |
1,847,218 |
| 20 |
129-140 |
127-020 |
2-120 |
1.9% |
0-200 |
0.5% |
45% |
False |
False |
1,806,110 |
| 40 |
131-190 |
127-020 |
4-170 |
3.5% |
0-185 |
0.5% |
23% |
False |
False |
1,449,043 |
| 60 |
131-190 |
127-020 |
4-170 |
3.5% |
0-202 |
0.5% |
23% |
False |
False |
1,305,924 |
| 80 |
131-190 |
127-020 |
4-170 |
3.5% |
0-193 |
0.5% |
23% |
False |
False |
980,342 |
| 100 |
132-260 |
127-020 |
5-240 |
4.5% |
0-181 |
0.4% |
18% |
False |
False |
784,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-178 |
|
2.618 |
129-220 |
|
1.618 |
129-050 |
|
1.000 |
128-265 |
|
0.618 |
128-200 |
|
HIGH |
128-095 |
|
0.618 |
128-030 |
|
0.500 |
128-010 |
|
0.382 |
127-310 |
|
LOW |
127-245 |
|
0.618 |
127-140 |
|
1.000 |
127-075 |
|
1.618 |
126-290 |
|
2.618 |
126-120 |
|
4.250 |
125-162 |
|
|
| Fisher Pivots for day following 02-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
128-030 |
128-028 |
| PP |
128-020 |
128-017 |
| S1 |
128-010 |
128-005 |
|