ECBOT 10 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 17-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2022 |
17-May-2022 |
Change |
Change % |
Previous Week |
| Open |
119-065 |
119-215 |
0-150 |
0.4% |
117-200 |
| High |
119-275 |
119-240 |
-0-035 |
-0.1% |
120-005 |
| Low |
119-015 |
118-210 |
-0-125 |
-0.3% |
117-085 |
| Close |
119-215 |
118-275 |
-0-260 |
-0.7% |
119-055 |
| Range |
0-260 |
1-030 |
0-090 |
34.6% |
2-240 |
| ATR |
1-006 |
1-008 |
0-002 |
0.5% |
0-000 |
| Volume |
1,165,327 |
1,395,521 |
230,194 |
19.8% |
8,947,153 |
|
| Daily Pivots for day following 17-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-118 |
121-227 |
119-148 |
|
| R3 |
121-088 |
120-197 |
119-051 |
|
| R2 |
120-058 |
120-058 |
119-019 |
|
| R1 |
119-167 |
119-167 |
118-307 |
119-098 |
| PP |
119-028 |
119-028 |
119-028 |
118-314 |
| S1 |
118-137 |
118-137 |
118-243 |
118-068 |
| S2 |
117-318 |
117-318 |
118-211 |
|
| S3 |
116-288 |
117-107 |
118-179 |
|
| S4 |
115-258 |
116-077 |
118-082 |
|
|
| Weekly Pivots for week ending 13-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-022 |
125-278 |
120-219 |
|
| R3 |
124-102 |
123-038 |
119-297 |
|
| R2 |
121-182 |
121-182 |
119-216 |
|
| R1 |
120-118 |
120-118 |
119-136 |
120-310 |
| PP |
118-262 |
118-262 |
118-262 |
119-038 |
| S1 |
117-198 |
117-198 |
118-294 |
118-070 |
| S2 |
116-022 |
116-022 |
118-214 |
|
| S3 |
113-102 |
114-278 |
118-133 |
|
| S4 |
110-182 |
112-038 |
117-211 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-005 |
118-035 |
1-290 |
1.6% |
0-302 |
0.8% |
39% |
False |
False |
1,596,337 |
| 10 |
120-005 |
117-085 |
2-240 |
2.3% |
1-008 |
0.9% |
58% |
False |
False |
1,708,176 |
| 20 |
120-185 |
117-085 |
3-100 |
2.8% |
1-006 |
0.9% |
48% |
False |
False |
1,685,076 |
| 40 |
123-120 |
117-085 |
6-035 |
5.1% |
1-003 |
0.8% |
26% |
False |
False |
1,699,877 |
| 60 |
129-040 |
117-085 |
11-275 |
10.0% |
1-006 |
0.9% |
13% |
False |
False |
1,790,412 |
| 80 |
129-040 |
117-085 |
11-275 |
10.0% |
0-299 |
0.8% |
13% |
False |
False |
1,354,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-128 |
|
2.618 |
122-196 |
|
1.618 |
121-166 |
|
1.000 |
120-270 |
|
0.618 |
120-136 |
|
HIGH |
119-240 |
|
0.618 |
119-106 |
|
0.500 |
119-065 |
|
0.382 |
119-024 |
|
LOW |
118-210 |
|
0.618 |
117-314 |
|
1.000 |
117-180 |
|
1.618 |
116-284 |
|
2.618 |
115-254 |
|
4.250 |
114-002 |
|
|
| Fisher Pivots for day following 17-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
119-065 |
119-082 |
| PP |
119-028 |
119-040 |
| S1 |
118-312 |
118-318 |
|