ECBOT 10 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 29-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2022 |
29-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
121-215 |
121-240 |
0-025 |
0.1% |
124-160 |
| High |
122-060 |
122-140 |
0-080 |
0.2% |
124-180 |
| Low |
120-305 |
121-030 |
0-045 |
0.1% |
121-160 |
| Close |
121-225 |
122-105 |
0-200 |
0.5% |
121-175 |
| Range |
1-075 |
1-110 |
0-035 |
8.9% |
3-020 |
| ATR |
0-317 |
1-005 |
0-008 |
2.6% |
0-000 |
| Volume |
1,775,927 |
2,067,157 |
291,230 |
16.4% |
8,056,540 |
|
| Daily Pivots for day following 29-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-315 |
125-160 |
123-022 |
|
| R3 |
124-205 |
124-050 |
122-223 |
|
| R2 |
123-095 |
123-095 |
122-184 |
|
| R1 |
122-260 |
122-260 |
122-144 |
123-018 |
| PP |
121-305 |
121-305 |
121-305 |
122-024 |
| S1 |
121-150 |
121-150 |
122-066 |
121-228 |
| S2 |
120-195 |
120-195 |
122-026 |
|
| S3 |
119-085 |
120-040 |
121-307 |
|
| S4 |
117-295 |
118-250 |
121-188 |
|
|
| 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% |
1-052 |
1.0% |
57% |
False |
False |
1,747,356 |
| 10 |
124-285 |
120-305 |
3-300 |
3.2% |
1-010 |
0.8% |
35% |
False |
False |
1,662,974 |
| 20 |
129-040 |
120-305 |
8-055 |
6.7% |
1-020 |
0.9% |
17% |
False |
False |
1,704,883 |
| 40 |
129-040 |
120-305 |
8-055 |
6.7% |
0-297 |
0.8% |
17% |
False |
False |
1,266,651 |
| 60 |
130-035 |
120-305 |
9-050 |
7.5% |
0-260 |
0.7% |
15% |
False |
False |
845,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-048 |
|
2.618 |
125-306 |
|
1.618 |
124-196 |
|
1.000 |
123-250 |
|
0.618 |
123-086 |
|
HIGH |
122-140 |
|
0.618 |
121-296 |
|
0.500 |
121-245 |
|
0.382 |
121-194 |
|
LOW |
121-030 |
|
0.618 |
120-084 |
|
1.000 |
119-240 |
|
1.618 |
118-294 |
|
2.618 |
117-184 |
|
4.250 |
115-122 |
|
|
| Fisher Pivots for day following 29-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
122-045 |
122-064 |
| PP |
121-305 |
122-023 |
| S1 |
121-245 |
121-302 |
|