ECBOT 10 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 12-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2022 |
12-May-2022 |
Change |
Change % |
Previous Week |
| Open |
118-245 |
119-060 |
0-135 |
0.4% |
118-240 |
| High |
119-130 |
120-005 |
0-195 |
0.5% |
119-095 |
| Low |
118-035 |
119-045 |
1-010 |
0.9% |
117-185 |
| Close |
119-085 |
120-000 |
0-235 |
0.6% |
117-255 |
| Range |
1-095 |
0-280 |
-0-135 |
-32.5% |
1-230 |
| ATR |
1-018 |
1-014 |
-0-004 |
-1.2% |
0-000 |
| Volume |
2,222,622 |
1,997,731 |
-224,891 |
-10.1% |
8,245,157 |
|
| Daily Pivots for day following 12-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-110 |
122-015 |
120-154 |
|
| R3 |
121-150 |
121-055 |
120-077 |
|
| R2 |
120-190 |
120-190 |
120-051 |
|
| R1 |
120-095 |
120-095 |
120-026 |
120-142 |
| PP |
119-230 |
119-230 |
119-230 |
119-254 |
| S1 |
119-135 |
119-135 |
119-294 |
119-182 |
| S2 |
118-270 |
118-270 |
119-269 |
|
| S3 |
117-310 |
118-175 |
119-243 |
|
| S4 |
117-030 |
117-215 |
119-166 |
|
|
| Weekly Pivots for week ending 06-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-122 |
122-098 |
118-238 |
|
| R3 |
121-212 |
120-188 |
118-086 |
|
| R2 |
119-302 |
119-302 |
118-036 |
|
| R1 |
118-278 |
118-278 |
117-305 |
118-175 |
| PP |
118-072 |
118-072 |
118-072 |
118-020 |
| S1 |
117-048 |
117-048 |
117-205 |
116-265 |
| S2 |
116-162 |
116-162 |
117-154 |
|
| S3 |
114-252 |
115-138 |
117-104 |
|
| S4 |
113-022 |
113-228 |
116-272 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-005 |
117-085 |
2-240 |
2.3% |
1-011 |
0.9% |
99% |
True |
False |
1,899,356 |
| 10 |
120-005 |
117-085 |
2-240 |
2.3% |
1-012 |
0.9% |
99% |
True |
False |
1,813,135 |
| 20 |
121-090 |
117-085 |
4-005 |
3.3% |
1-017 |
0.9% |
68% |
False |
False |
1,710,584 |
| 40 |
124-285 |
117-085 |
7-200 |
6.4% |
1-003 |
0.8% |
36% |
False |
False |
1,715,005 |
| 60 |
129-040 |
117-085 |
11-275 |
9.9% |
1-001 |
0.8% |
23% |
False |
False |
1,737,273 |
| 80 |
129-040 |
117-085 |
11-275 |
9.9% |
0-296 |
0.8% |
23% |
False |
False |
1,307,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-235 |
|
2.618 |
122-098 |
|
1.618 |
121-138 |
|
1.000 |
120-285 |
|
0.618 |
120-178 |
|
HIGH |
120-005 |
|
0.618 |
119-218 |
|
0.500 |
119-185 |
|
0.382 |
119-152 |
|
LOW |
119-045 |
|
0.618 |
118-192 |
|
1.000 |
118-085 |
|
1.618 |
117-232 |
|
2.618 |
116-272 |
|
4.250 |
115-135 |
|
|
| Fisher Pivots for day following 12-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
119-275 |
119-220 |
| PP |
119-230 |
119-120 |
| S1 |
119-185 |
119-020 |
|