ECBOT 10 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 24-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2022 |
24-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
122-205 |
123-095 |
0-210 |
0.5% |
126-030 |
| High |
123-120 |
123-100 |
-0-020 |
-0.1% |
126-040 |
| Low |
122-120 |
122-165 |
0-045 |
0.1% |
123-255 |
| Close |
123-045 |
122-295 |
-0-070 |
-0.2% |
124-205 |
| Range |
1-000 |
0-255 |
-0-065 |
-20.3% |
2-105 |
| ATR |
0-303 |
0-299 |
-0-003 |
-1.1% |
0-000 |
| Volume |
1,632,991 |
1,435,544 |
-197,447 |
-12.1% |
7,742,172 |
|
| Daily Pivots for day following 24-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-098 |
124-292 |
123-115 |
|
| R3 |
124-163 |
124-037 |
123-045 |
|
| R2 |
123-228 |
123-228 |
123-022 |
|
| R1 |
123-102 |
123-102 |
122-318 |
123-038 |
| PP |
122-293 |
122-293 |
122-293 |
122-261 |
| S1 |
122-167 |
122-167 |
122-272 |
122-102 |
| S2 |
122-038 |
122-038 |
122-248 |
|
| S3 |
121-103 |
121-232 |
122-225 |
|
| S4 |
120-168 |
120-297 |
122-155 |
|
|
| 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 |
124-255 |
122-120 |
2-135 |
2.0% |
0-284 |
0.7% |
23% |
False |
False |
1,503,339 |
| 10 |
126-135 |
122-120 |
4-015 |
3.3% |
0-289 |
0.7% |
14% |
False |
False |
1,530,763 |
| 20 |
129-040 |
122-120 |
6-240 |
5.5% |
1-010 |
0.8% |
8% |
False |
False |
1,801,629 |
| 40 |
129-040 |
122-120 |
6-240 |
5.5% |
0-278 |
0.7% |
8% |
False |
False |
1,125,899 |
| 60 |
130-175 |
122-120 |
8-055 |
6.6% |
0-244 |
0.6% |
7% |
False |
False |
751,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-224 |
|
2.618 |
125-128 |
|
1.618 |
124-193 |
|
1.000 |
124-035 |
|
0.618 |
123-258 |
|
HIGH |
123-100 |
|
0.618 |
123-003 |
|
0.500 |
122-292 |
|
0.382 |
122-262 |
|
LOW |
122-165 |
|
0.618 |
122-007 |
|
1.000 |
121-230 |
|
1.618 |
121-072 |
|
2.618 |
120-137 |
|
4.250 |
119-041 |
|
|
| Fisher Pivots for day following 24-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
122-294 |
122-290 |
| PP |
122-293 |
122-285 |
| S1 |
122-292 |
122-280 |
|