ECBOT 10 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 28-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2022 |
28-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
126-145 |
126-315 |
0-170 |
0.4% |
126-255 |
| High |
126-215 |
127-190 |
0-295 |
0.7% |
127-125 |
| Low |
126-000 |
126-260 |
0-260 |
0.6% |
126-000 |
| Close |
126-080 |
127-145 |
1-065 |
1.0% |
126-080 |
| Range |
0-215 |
0-250 |
0-035 |
16.3% |
1-125 |
| ATR |
0-230 |
0-244 |
0-014 |
6.2% |
0-000 |
| Volume |
829,641 |
142,954 |
-686,687 |
-82.8% |
12,861,597 |
|
| Daily Pivots for day following 28-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-202 |
129-103 |
127-282 |
|
| R3 |
128-272 |
128-173 |
127-214 |
|
| R2 |
128-022 |
128-022 |
127-191 |
|
| R1 |
127-243 |
127-243 |
127-168 |
127-292 |
| PP |
127-092 |
127-092 |
127-092 |
127-116 |
| S1 |
126-313 |
126-313 |
127-122 |
127-042 |
| S2 |
126-162 |
126-162 |
127-099 |
|
| S3 |
125-232 |
126-063 |
127-076 |
|
| S4 |
124-302 |
125-133 |
127-008 |
|
|
| Weekly Pivots for week ending 25-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-230 |
129-280 |
127-005 |
|
| R3 |
129-105 |
128-155 |
126-202 |
|
| R2 |
127-300 |
127-300 |
126-162 |
|
| R1 |
127-030 |
127-030 |
126-121 |
126-262 |
| PP |
126-175 |
126-175 |
126-175 |
126-131 |
| S1 |
125-225 |
125-225 |
126-039 |
125-138 |
| S2 |
125-050 |
125-050 |
125-318 |
|
| S3 |
123-245 |
124-100 |
125-278 |
|
| S4 |
122-120 |
122-295 |
125-155 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-190 |
126-000 |
1-190 |
1.3% |
0-261 |
0.6% |
91% |
True |
False |
2,600,910 |
| 10 |
127-190 |
125-185 |
2-005 |
1.6% |
0-236 |
0.6% |
93% |
True |
False |
2,273,861 |
| 20 |
128-115 |
125-175 |
2-260 |
2.2% |
0-230 |
0.6% |
68% |
False |
False |
2,107,437 |
| 40 |
130-185 |
125-175 |
5-010 |
3.9% |
0-216 |
0.5% |
38% |
False |
False |
1,931,151 |
| 60 |
131-190 |
125-175 |
6-015 |
4.7% |
0-205 |
0.5% |
32% |
False |
False |
1,668,460 |
| 80 |
131-190 |
125-175 |
6-015 |
4.7% |
0-212 |
0.5% |
32% |
False |
False |
1,445,221 |
| 100 |
131-190 |
125-175 |
6-015 |
4.7% |
0-199 |
0.5% |
32% |
False |
False |
1,156,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-292 |
|
2.618 |
129-204 |
|
1.618 |
128-274 |
|
1.000 |
128-120 |
|
0.618 |
128-024 |
|
HIGH |
127-190 |
|
0.618 |
127-094 |
|
0.500 |
127-065 |
|
0.382 |
127-036 |
|
LOW |
126-260 |
|
0.618 |
126-106 |
|
1.000 |
126-010 |
|
1.618 |
125-176 |
|
2.618 |
124-246 |
|
4.250 |
123-158 |
|
|
| Fisher Pivots for day following 28-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
127-118 |
127-075 |
| PP |
127-092 |
127-005 |
| S1 |
127-065 |
126-255 |
|