ECBOT 10 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 03-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2022 |
03-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
127-280 |
128-010 |
0-050 |
0.1% |
128-070 |
| High |
128-095 |
128-075 |
-0-020 |
0.0% |
128-225 |
| Low |
127-245 |
127-160 |
-0-085 |
-0.2% |
127-065 |
| Close |
128-040 |
127-205 |
-0-155 |
-0.4% |
127-305 |
| Range |
0-170 |
0-235 |
0-065 |
38.2% |
1-160 |
| ATR |
0-201 |
0-203 |
0-002 |
1.2% |
0-000 |
| Volume |
1,358,564 |
1,654,216 |
295,652 |
21.8% |
9,965,105 |
|
| Daily Pivots for day following 03-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-318 |
129-177 |
128-014 |
|
| R3 |
129-083 |
128-262 |
127-270 |
|
| R2 |
128-168 |
128-168 |
127-248 |
|
| R1 |
128-027 |
128-027 |
127-227 |
127-300 |
| PP |
127-253 |
127-253 |
127-253 |
127-230 |
| S1 |
127-112 |
127-112 |
127-183 |
127-065 |
| S2 |
127-018 |
127-018 |
127-162 |
|
| S3 |
126-103 |
126-197 |
127-140 |
|
| S4 |
125-188 |
125-282 |
127-076 |
|
|
| 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 |
127-105 |
1-010 |
0.8% |
0-193 |
0.5% |
30% |
False |
False |
1,691,576 |
| 10 |
128-225 |
127-065 |
1-160 |
1.2% |
0-208 |
0.5% |
29% |
False |
False |
1,864,378 |
| 20 |
129-000 |
127-020 |
1-300 |
1.5% |
0-201 |
0.5% |
30% |
False |
False |
1,803,979 |
| 40 |
131-190 |
127-020 |
4-170 |
3.6% |
0-187 |
0.5% |
13% |
False |
False |
1,459,855 |
| 60 |
131-190 |
127-020 |
4-170 |
3.6% |
0-203 |
0.5% |
13% |
False |
False |
1,333,350 |
| 80 |
131-190 |
127-020 |
4-170 |
3.6% |
0-195 |
0.5% |
13% |
False |
False |
1,001,019 |
| 100 |
132-260 |
127-020 |
5-240 |
4.5% |
0-184 |
0.4% |
10% |
False |
False |
800,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-114 |
|
2.618 |
130-050 |
|
1.618 |
129-135 |
|
1.000 |
128-310 |
|
0.618 |
128-220 |
|
HIGH |
128-075 |
|
0.618 |
127-305 |
|
0.500 |
127-278 |
|
0.382 |
127-250 |
|
LOW |
127-160 |
|
0.618 |
127-015 |
|
1.000 |
126-245 |
|
1.618 |
126-100 |
|
2.618 |
125-185 |
|
4.250 |
124-121 |
|
|
| Fisher Pivots for day following 03-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
127-278 |
127-298 |
| PP |
127-253 |
127-267 |
| S1 |
127-229 |
127-236 |
|