ECBOT 10 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 18-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2022 |
18-May-2022 |
Change |
Change % |
Previous Week |
| Open |
119-215 |
118-230 |
-0-305 |
-0.8% |
117-200 |
| High |
119-240 |
119-170 |
-0-070 |
-0.2% |
120-005 |
| Low |
118-210 |
118-160 |
-0-050 |
-0.1% |
117-085 |
| Close |
118-275 |
119-140 |
0-185 |
0.5% |
119-055 |
| Range |
1-030 |
1-010 |
-0-020 |
-5.7% |
2-240 |
| ATR |
1-008 |
1-008 |
0-000 |
0.0% |
0-000 |
| Volume |
1,395,521 |
1,740,614 |
345,093 |
24.7% |
8,947,153 |
|
| Daily Pivots for day following 18-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-080 |
121-280 |
120-002 |
|
| R3 |
121-070 |
120-270 |
119-231 |
|
| R2 |
120-060 |
120-060 |
119-200 |
|
| R1 |
119-260 |
119-260 |
119-170 |
120-000 |
| PP |
119-050 |
119-050 |
119-050 |
119-080 |
| S1 |
118-250 |
118-250 |
119-110 |
118-310 |
| S2 |
118-040 |
118-040 |
119-080 |
|
| S3 |
117-030 |
117-240 |
119-049 |
|
| S4 |
116-020 |
116-230 |
118-278 |
|
|
| 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 |
118-160 |
1-165 |
1.3% |
0-285 |
0.7% |
62% |
False |
True |
1,499,936 |
| 10 |
120-005 |
117-085 |
2-240 |
2.3% |
1-008 |
0.9% |
79% |
False |
False |
1,704,650 |
| 20 |
120-185 |
117-085 |
3-100 |
2.8% |
1-006 |
0.9% |
66% |
False |
False |
1,683,595 |
| 40 |
123-120 |
117-085 |
6-035 |
5.1% |
1-005 |
0.8% |
36% |
False |
False |
1,703,380 |
| 60 |
129-040 |
117-085 |
11-275 |
9.9% |
1-006 |
0.9% |
18% |
False |
False |
1,781,339 |
| 80 |
129-040 |
117-085 |
11-275 |
9.9% |
0-300 |
0.8% |
18% |
False |
False |
1,376,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-292 |
|
2.618 |
122-074 |
|
1.618 |
121-064 |
|
1.000 |
120-180 |
|
0.618 |
120-054 |
|
HIGH |
119-170 |
|
0.618 |
119-044 |
|
0.500 |
119-005 |
|
0.382 |
118-286 |
|
LOW |
118-160 |
|
0.618 |
117-276 |
|
1.000 |
117-150 |
|
1.618 |
116-266 |
|
2.618 |
115-256 |
|
4.250 |
114-038 |
|
|
| Fisher Pivots for day following 18-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
119-095 |
119-112 |
| PP |
119-050 |
119-085 |
| S1 |
119-005 |
119-058 |
|