ECBOT 10 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 19-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2022 |
19-May-2022 |
Change |
Change % |
Previous Week |
| Open |
118-230 |
119-135 |
0-225 |
0.6% |
117-200 |
| High |
119-170 |
120-100 |
0-250 |
0.7% |
120-005 |
| Low |
118-160 |
119-060 |
0-220 |
0.6% |
117-085 |
| Close |
119-140 |
119-225 |
0-085 |
0.2% |
119-055 |
| Range |
1-010 |
1-040 |
0-030 |
9.1% |
2-240 |
| ATR |
1-008 |
1-010 |
0-002 |
0.7% |
0-000 |
| Volume |
1,740,614 |
2,264,358 |
523,744 |
30.1% |
8,947,153 |
|
| Daily Pivots for day following 19-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-035 |
122-170 |
120-103 |
|
| R3 |
121-315 |
121-130 |
120-004 |
|
| R2 |
120-275 |
120-275 |
119-291 |
|
| R1 |
120-090 |
120-090 |
119-258 |
120-182 |
| PP |
119-235 |
119-235 |
119-235 |
119-281 |
| S1 |
119-050 |
119-050 |
119-192 |
119-142 |
| S2 |
118-195 |
118-195 |
119-159 |
|
| S3 |
117-155 |
118-010 |
119-126 |
|
| S4 |
116-115 |
116-290 |
119-027 |
|
|
| 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 |
120-100 |
118-160 |
1-260 |
1.5% |
0-301 |
0.8% |
66% |
True |
False |
1,553,261 |
| 10 |
120-100 |
117-085 |
3-015 |
2.5% |
0-316 |
0.8% |
80% |
True |
False |
1,726,308 |
| 20 |
120-185 |
117-085 |
3-100 |
2.8% |
1-006 |
0.9% |
74% |
False |
False |
1,716,948 |
| 40 |
123-100 |
117-085 |
6-015 |
5.1% |
1-006 |
0.9% |
40% |
False |
False |
1,719,164 |
| 60 |
129-040 |
117-085 |
11-275 |
9.9% |
1-009 |
0.9% |
21% |
False |
False |
1,773,257 |
| 80 |
129-040 |
117-085 |
11-275 |
9.9% |
0-303 |
0.8% |
21% |
False |
False |
1,404,681 |
| 100 |
130-195 |
117-085 |
13-110 |
11.1% |
0-275 |
0.7% |
18% |
False |
False |
1,124,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-030 |
|
2.618 |
123-082 |
|
1.618 |
122-042 |
|
1.000 |
121-140 |
|
0.618 |
121-002 |
|
HIGH |
120-100 |
|
0.618 |
119-282 |
|
0.500 |
119-240 |
|
0.382 |
119-198 |
|
LOW |
119-060 |
|
0.618 |
118-158 |
|
1.000 |
118-020 |
|
1.618 |
117-118 |
|
2.618 |
116-078 |
|
4.250 |
114-130 |
|
|
| Fisher Pivots for day following 19-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
119-240 |
119-193 |
| PP |
119-235 |
119-162 |
| S1 |
119-230 |
119-130 |
|