ECBOT 10 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 23-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2022 |
23-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
123-095 |
122-205 |
-0-210 |
-0.5% |
126-030 |
| High |
123-115 |
123-120 |
0-005 |
0.0% |
126-040 |
| Low |
122-190 |
122-120 |
-0-070 |
-0.2% |
123-255 |
| Close |
122-240 |
123-045 |
0-125 |
0.3% |
124-205 |
| Range |
0-245 |
1-000 |
0-075 |
30.6% |
2-105 |
| ATR |
0-301 |
0-303 |
0-001 |
0.4% |
0-000 |
| Volume |
1,600,511 |
1,632,991 |
32,480 |
2.0% |
7,742,172 |
|
| Daily Pivots for day following 23-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-308 |
125-177 |
123-221 |
|
| R3 |
124-308 |
124-177 |
123-133 |
|
| R2 |
123-308 |
123-308 |
123-104 |
|
| R1 |
123-177 |
123-177 |
123-074 |
123-242 |
| PP |
122-308 |
122-308 |
122-308 |
123-021 |
| S1 |
122-177 |
122-177 |
123-016 |
122-242 |
| S2 |
121-308 |
121-308 |
122-306 |
|
| S3 |
120-308 |
121-177 |
122-277 |
|
| S4 |
119-308 |
120-177 |
122-189 |
|
|
| Weekly Pivots for week ending 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-268 |
130-182 |
125-295 |
|
| R3 |
129-163 |
128-077 |
125-090 |
|
| R2 |
127-058 |
127-058 |
125-022 |
|
| R1 |
125-292 |
125-292 |
124-273 |
125-122 |
| PP |
124-273 |
124-273 |
124-273 |
124-189 |
| S1 |
123-187 |
123-187 |
124-137 |
123-018 |
| S2 |
122-168 |
122-168 |
124-068 |
|
| S3 |
120-063 |
121-082 |
124-000 |
|
| S4 |
117-278 |
118-297 |
123-115 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-285 |
122-120 |
2-165 |
2.0% |
0-282 |
0.7% |
30% |
False |
True |
1,519,987 |
| 10 |
126-265 |
122-120 |
4-145 |
3.6% |
0-292 |
0.7% |
17% |
False |
True |
1,558,414 |
| 20 |
129-040 |
122-120 |
6-240 |
5.5% |
1-016 |
0.9% |
11% |
False |
True |
1,881,442 |
| 40 |
129-040 |
122-120 |
6-240 |
5.5% |
0-280 |
0.7% |
11% |
False |
True |
1,090,199 |
| 60 |
130-195 |
122-120 |
8-075 |
6.7% |
0-241 |
0.6% |
9% |
False |
True |
727,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-200 |
|
2.618 |
125-318 |
|
1.618 |
124-318 |
|
1.000 |
124-120 |
|
0.618 |
123-318 |
|
HIGH |
123-120 |
|
0.618 |
122-318 |
|
0.500 |
122-280 |
|
0.382 |
122-242 |
|
LOW |
122-120 |
|
0.618 |
121-242 |
|
1.000 |
121-120 |
|
1.618 |
120-242 |
|
2.618 |
119-242 |
|
4.250 |
118-040 |
|
|
| Fisher Pivots for day following 23-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
123-017 |
123-150 |
| PP |
122-308 |
123-115 |
| S1 |
122-280 |
123-080 |
|