ECBOT 10 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 30-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2022 |
30-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
121-240 |
122-105 |
0-185 |
0.5% |
124-160 |
| High |
122-140 |
122-265 |
0-125 |
0.3% |
124-180 |
| Low |
121-030 |
122-005 |
0-295 |
0.8% |
121-160 |
| Close |
122-105 |
122-200 |
0-095 |
0.2% |
121-175 |
| Range |
1-110 |
0-260 |
-0-170 |
-39.5% |
3-020 |
| ATR |
1-005 |
1-000 |
-0-005 |
-1.4% |
0-000 |
| Volume |
2,067,157 |
1,760,127 |
-307,030 |
-14.9% |
8,056,540 |
|
| Daily Pivots for day following 30-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-297 |
124-188 |
123-023 |
|
| R3 |
124-037 |
123-248 |
122-272 |
|
| R2 |
123-097 |
123-097 |
122-248 |
|
| R1 |
122-308 |
122-308 |
122-224 |
123-042 |
| PP |
122-157 |
122-157 |
122-157 |
122-184 |
| S1 |
122-048 |
122-048 |
122-176 |
122-102 |
| S2 |
121-217 |
121-217 |
122-152 |
|
| S3 |
120-277 |
121-108 |
122-128 |
|
| S4 |
120-017 |
120-168 |
122-057 |
|
|
| 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 |
123-100 |
120-305 |
2-115 |
1.9% |
1-040 |
0.9% |
71% |
False |
False |
1,772,784 |
| 10 |
124-285 |
120-305 |
3-300 |
3.2% |
1-001 |
0.8% |
42% |
False |
False |
1,646,385 |
| 20 |
129-040 |
120-305 |
8-055 |
6.7% |
1-002 |
0.8% |
20% |
False |
False |
1,673,766 |
| 40 |
129-040 |
120-305 |
8-055 |
6.7% |
0-298 |
0.8% |
20% |
False |
False |
1,310,492 |
| 60 |
129-115 |
120-305 |
8-130 |
6.9% |
0-260 |
0.7% |
20% |
False |
False |
875,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-090 |
|
2.618 |
124-306 |
|
1.618 |
124-046 |
|
1.000 |
123-205 |
|
0.618 |
123-106 |
|
HIGH |
122-265 |
|
0.618 |
122-166 |
|
0.500 |
122-135 |
|
0.382 |
122-104 |
|
LOW |
122-005 |
|
0.618 |
121-164 |
|
1.000 |
121-065 |
|
1.618 |
120-224 |
|
2.618 |
119-284 |
|
4.250 |
118-180 |
|
|
| Fisher Pivots for day following 30-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
122-178 |
122-122 |
| PP |
122-157 |
122-043 |
| S1 |
122-135 |
121-285 |
|