ECBOT 10 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 20-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2022 |
20-May-2022 |
Change |
Change % |
Previous Week |
| Open |
119-135 |
119-265 |
0-130 |
0.3% |
119-065 |
| High |
120-100 |
120-085 |
-0-015 |
0.0% |
120-100 |
| Low |
119-060 |
119-160 |
0-100 |
0.3% |
118-160 |
| Close |
119-225 |
120-040 |
0-135 |
0.4% |
120-040 |
| Range |
1-040 |
0-245 |
-0-115 |
-31.9% |
1-260 |
| ATR |
1-010 |
1-004 |
-0-006 |
-1.8% |
0-000 |
| Volume |
2,264,358 |
1,496,733 |
-767,625 |
-33.9% |
8,062,553 |
|
| Daily Pivots for day following 20-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-083 |
121-307 |
120-175 |
|
| R3 |
121-158 |
121-062 |
120-107 |
|
| R2 |
120-233 |
120-233 |
120-085 |
|
| R1 |
120-137 |
120-137 |
120-062 |
120-185 |
| PP |
119-308 |
119-308 |
119-308 |
120-012 |
| S1 |
119-212 |
119-212 |
120-018 |
119-260 |
| S2 |
119-063 |
119-063 |
119-315 |
|
| S3 |
118-138 |
118-287 |
119-293 |
|
| S4 |
117-213 |
118-042 |
119-225 |
|
|
| Weekly Pivots for week ending 20-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-027 |
124-133 |
121-039 |
|
| R3 |
123-087 |
122-193 |
120-200 |
|
| R2 |
121-147 |
121-147 |
120-146 |
|
| R1 |
120-253 |
120-253 |
120-093 |
121-040 |
| PP |
119-207 |
119-207 |
119-207 |
119-260 |
| S1 |
118-313 |
118-313 |
119-307 |
119-100 |
| S2 |
117-267 |
117-267 |
119-254 |
|
| S3 |
116-007 |
117-053 |
119-200 |
|
| S4 |
114-067 |
115-113 |
119-041 |
|
|
| 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% |
0-309 |
0.8% |
90% |
False |
False |
1,612,510 |
| 10 |
120-100 |
117-085 |
3-015 |
2.5% |
0-318 |
0.8% |
94% |
False |
False |
1,700,970 |
| 20 |
120-185 |
117-085 |
3-100 |
2.8% |
1-004 |
0.8% |
86% |
False |
False |
1,714,715 |
| 40 |
123-040 |
117-085 |
5-275 |
4.9% |
1-006 |
0.8% |
49% |
False |
False |
1,720,694 |
| 60 |
129-040 |
117-085 |
11-275 |
9.9% |
1-007 |
0.9% |
24% |
False |
False |
1,747,672 |
| 80 |
129-040 |
117-085 |
11-275 |
9.9% |
0-302 |
0.8% |
24% |
False |
False |
1,423,296 |
| 100 |
130-175 |
117-085 |
13-090 |
11.1% |
0-277 |
0.7% |
22% |
False |
False |
1,139,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-166 |
|
2.618 |
122-086 |
|
1.618 |
121-161 |
|
1.000 |
121-010 |
|
0.618 |
120-236 |
|
HIGH |
120-085 |
|
0.618 |
119-311 |
|
0.500 |
119-282 |
|
0.382 |
119-254 |
|
LOW |
119-160 |
|
0.618 |
119-009 |
|
1.000 |
118-235 |
|
1.618 |
118-084 |
|
2.618 |
117-159 |
|
4.250 |
116-079 |
|
|
| Fisher Pivots for day following 20-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
120-014 |
119-283 |
| PP |
119-308 |
119-207 |
| S1 |
119-282 |
119-130 |
|