ECBOT 10 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 01-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2022 |
01-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
120-165 |
119-255 |
-0-230 |
-0.6% |
120-035 |
| High |
120-185 |
119-285 |
-0-220 |
-0.6% |
120-310 |
| Low |
119-185 |
118-295 |
-0-210 |
-0.5% |
119-155 |
| Close |
119-270 |
119-015 |
-0-255 |
-0.7% |
120-155 |
| Range |
1-000 |
0-310 |
-0-010 |
-3.1% |
1-155 |
| ATR |
0-291 |
0-292 |
0-001 |
0.5% |
0-000 |
| Volume |
144,727 |
54,580 |
-90,147 |
-62.3% |
10,985,106 |
|
| Daily Pivots for day following 01-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-062 |
121-188 |
119-186 |
|
| R3 |
121-072 |
120-198 |
119-100 |
|
| R2 |
120-082 |
120-082 |
119-072 |
|
| R1 |
119-208 |
119-208 |
119-043 |
119-150 |
| PP |
119-092 |
119-092 |
119-092 |
119-062 |
| S1 |
118-218 |
118-218 |
118-307 |
118-160 |
| S2 |
118-102 |
118-102 |
118-278 |
|
| S3 |
117-112 |
117-228 |
118-250 |
|
| S4 |
116-122 |
116-238 |
118-164 |
|
|
| 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 |
118-295 |
2-015 |
1.7% |
0-227 |
0.6% |
6% |
False |
True |
1,214,030 |
| 10 |
120-310 |
118-160 |
2-150 |
2.1% |
0-263 |
0.7% |
22% |
False |
False |
1,668,611 |
| 20 |
120-310 |
117-085 |
3-225 |
3.1% |
0-296 |
0.8% |
48% |
False |
False |
1,688,394 |
| 40 |
122-100 |
117-085 |
5-015 |
4.2% |
0-313 |
0.8% |
35% |
False |
False |
1,681,266 |
| 60 |
128-040 |
117-085 |
10-275 |
9.1% |
0-309 |
0.8% |
16% |
False |
False |
1,672,810 |
| 80 |
129-040 |
117-085 |
11-275 |
10.0% |
0-305 |
0.8% |
15% |
False |
False |
1,562,058 |
| 100 |
129-040 |
117-085 |
11-275 |
10.0% |
0-284 |
0.7% |
15% |
False |
False |
1,250,912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-002 |
|
2.618 |
122-137 |
|
1.618 |
121-147 |
|
1.000 |
120-275 |
|
0.618 |
120-157 |
|
HIGH |
119-285 |
|
0.618 |
119-167 |
|
0.500 |
119-130 |
|
0.382 |
119-093 |
|
LOW |
118-295 |
|
0.618 |
118-103 |
|
1.000 |
117-305 |
|
1.618 |
117-113 |
|
2.618 |
116-123 |
|
4.250 |
114-258 |
|
|
| Fisher Pivots for day following 01-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
119-130 |
119-282 |
| PP |
119-092 |
119-193 |
| S1 |
119-053 |
119-104 |
|