ECBOT 10 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 28-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2022 |
28-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
122-220 |
121-215 |
-1-005 |
-0.8% |
124-160 |
| High |
122-300 |
122-060 |
-0-240 |
-0.6% |
124-180 |
| Low |
121-160 |
120-305 |
-0-175 |
-0.5% |
121-160 |
| Close |
121-175 |
121-225 |
0-050 |
0.1% |
121-175 |
| Range |
1-140 |
1-075 |
-0-065 |
-14.1% |
3-020 |
| ATR |
0-311 |
0-317 |
0-006 |
1.9% |
0-000 |
| Volume |
1,825,165 |
1,775,927 |
-49,238 |
-2.7% |
8,056,540 |
|
| Daily Pivots for day following 28-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-102 |
124-238 |
122-122 |
|
| R3 |
124-027 |
123-163 |
122-014 |
|
| R2 |
122-272 |
122-272 |
121-297 |
|
| R1 |
122-088 |
122-088 |
121-261 |
122-180 |
| PP |
121-197 |
121-197 |
121-197 |
121-242 |
| S1 |
121-013 |
121-013 |
121-189 |
121-105 |
| S2 |
120-122 |
120-122 |
121-153 |
|
| S3 |
119-047 |
119-258 |
121-116 |
|
| S4 |
117-292 |
118-183 |
121-008 |
|
|
| Weekly Pivots for week ending 25-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-232 |
129-223 |
123-074 |
|
| R3 |
128-212 |
126-203 |
122-124 |
|
| R2 |
125-192 |
125-192 |
122-035 |
|
| R1 |
123-183 |
123-183 |
121-265 |
123-018 |
| PP |
122-172 |
122-172 |
122-172 |
122-089 |
| S1 |
120-163 |
120-163 |
121-085 |
119-318 |
| S2 |
119-152 |
119-152 |
120-315 |
|
| S3 |
116-132 |
117-143 |
120-226 |
|
| S4 |
113-112 |
114-123 |
119-276 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-120 |
120-305 |
2-135 |
2.0% |
1-015 |
0.9% |
31% |
False |
True |
1,654,027 |
| 10 |
125-120 |
120-305 |
4-135 |
3.6% |
0-312 |
0.8% |
17% |
False |
True |
1,611,340 |
| 20 |
129-040 |
120-305 |
8-055 |
6.7% |
1-027 |
0.9% |
9% |
False |
True |
1,758,731 |
| 40 |
129-040 |
120-305 |
8-055 |
6.7% |
0-289 |
0.7% |
9% |
False |
True |
1,215,207 |
| 60 |
130-130 |
120-305 |
9-145 |
7.8% |
0-254 |
0.7% |
8% |
False |
True |
811,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-139 |
|
2.618 |
125-134 |
|
1.618 |
124-059 |
|
1.000 |
123-135 |
|
0.618 |
122-304 |
|
HIGH |
122-060 |
|
0.618 |
121-229 |
|
0.500 |
121-182 |
|
0.382 |
121-136 |
|
LOW |
120-305 |
|
0.618 |
120-061 |
|
1.000 |
119-230 |
|
1.618 |
118-306 |
|
2.618 |
117-231 |
|
4.250 |
115-226 |
|
|
| Fisher Pivots for day following 28-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
121-211 |
122-042 |
| PP |
121-197 |
121-317 |
| S1 |
121-182 |
121-271 |
|