ECBOT 10 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 31-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2022 |
31-May-2022 |
Change |
Change % |
Previous Week |
| Open |
120-195 |
120-165 |
-0-030 |
-0.1% |
120-035 |
| High |
120-270 |
120-185 |
-0-085 |
-0.2% |
120-310 |
| Low |
120-140 |
119-185 |
-0-275 |
-0.7% |
119-155 |
| Close |
120-155 |
119-270 |
-0-205 |
-0.5% |
120-155 |
| Range |
0-130 |
1-000 |
0-190 |
146.2% |
1-155 |
| ATR |
0-289 |
0-291 |
0-002 |
0.8% |
0-000 |
| Volume |
644,383 |
144,727 |
-499,656 |
-77.5% |
10,985,106 |
|
| Daily Pivots for day following 31-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-000 |
122-135 |
120-126 |
|
| R3 |
122-000 |
121-135 |
120-038 |
|
| R2 |
121-000 |
121-000 |
120-009 |
|
| R1 |
120-135 |
120-135 |
119-299 |
120-068 |
| PP |
120-000 |
120-000 |
120-000 |
119-286 |
| S1 |
119-135 |
119-135 |
119-241 |
119-068 |
| S2 |
119-000 |
119-000 |
119-211 |
|
| S3 |
118-000 |
118-135 |
119-182 |
|
| S4 |
117-000 |
117-135 |
119-094 |
|
|
| Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-245 |
124-035 |
121-096 |
|
| R3 |
123-090 |
122-200 |
120-286 |
|
| R2 |
121-255 |
121-255 |
120-242 |
|
| R1 |
121-045 |
121-045 |
120-199 |
121-150 |
| PP |
120-100 |
120-100 |
120-100 |
120-152 |
| S1 |
119-210 |
119-210 |
120-111 |
119-315 |
| S2 |
118-265 |
118-265 |
120-068 |
|
| S3 |
117-110 |
118-055 |
120-024 |
|
| S4 |
115-275 |
116-220 |
119-214 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-310 |
119-180 |
1-130 |
1.2% |
0-237 |
0.6% |
20% |
False |
False |
1,899,017 |
| 10 |
120-310 |
118-160 |
2-150 |
2.1% |
0-267 |
0.7% |
54% |
False |
False |
1,802,705 |
| 20 |
120-310 |
117-085 |
3-225 |
3.1% |
0-293 |
0.8% |
70% |
False |
False |
1,755,122 |
| 40 |
122-125 |
117-085 |
5-040 |
4.3% |
0-310 |
0.8% |
50% |
False |
False |
1,710,319 |
| 60 |
129-040 |
117-085 |
11-275 |
9.9% |
0-311 |
0.8% |
22% |
False |
False |
1,701,366 |
| 80 |
129-040 |
117-085 |
11-275 |
9.9% |
0-305 |
0.8% |
22% |
False |
False |
1,561,569 |
| 100 |
129-040 |
117-085 |
11-275 |
9.9% |
0-282 |
0.7% |
22% |
False |
False |
1,250,367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-265 |
|
2.618 |
123-063 |
|
1.618 |
122-063 |
|
1.000 |
121-185 |
|
0.618 |
121-063 |
|
HIGH |
120-185 |
|
0.618 |
120-063 |
|
0.500 |
120-025 |
|
0.382 |
119-307 |
|
LOW |
119-185 |
|
0.618 |
118-307 |
|
1.000 |
118-185 |
|
1.618 |
117-307 |
|
2.618 |
116-307 |
|
4.250 |
115-105 |
|
|
| Fisher Pivots for day following 31-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
120-025 |
120-088 |
| PP |
120-000 |
120-042 |
| S1 |
119-295 |
119-316 |
|