ECBOT 10 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 02-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2022 |
02-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
119-255 |
119-065 |
-0-190 |
-0.5% |
120-035 |
| High |
119-285 |
119-115 |
-0-170 |
-0.4% |
120-310 |
| Low |
118-295 |
119-000 |
0-025 |
0.1% |
119-155 |
| Close |
119-015 |
119-090 |
0-075 |
0.2% |
120-155 |
| Range |
0-310 |
0-115 |
-0-195 |
-62.9% |
1-155 |
| ATR |
0-292 |
0-280 |
-0-013 |
-4.3% |
0-000 |
| Volume |
54,580 |
24,637 |
-29,943 |
-54.9% |
10,985,106 |
|
| Daily Pivots for day following 02-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-093 |
120-047 |
119-153 |
|
| R3 |
119-298 |
119-252 |
119-122 |
|
| R2 |
119-183 |
119-183 |
119-111 |
|
| R1 |
119-137 |
119-137 |
119-101 |
119-160 |
| PP |
119-068 |
119-068 |
119-068 |
119-080 |
| S1 |
119-022 |
119-022 |
119-079 |
119-045 |
| S2 |
118-273 |
118-273 |
119-069 |
|
| S3 |
118-158 |
118-227 |
119-058 |
|
| S4 |
118-043 |
118-112 |
119-027 |
|
|
| 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% |
0-217 |
0.6% |
18% |
False |
False |
545,559 |
| 10 |
120-310 |
118-295 |
2-015 |
1.7% |
0-242 |
0.6% |
18% |
False |
False |
1,497,014 |
| 20 |
120-310 |
117-085 |
3-225 |
3.1% |
0-284 |
0.7% |
54% |
False |
False |
1,600,832 |
| 40 |
121-090 |
117-085 |
4-005 |
3.4% |
0-304 |
0.8% |
50% |
False |
False |
1,637,652 |
| 60 |
127-145 |
117-085 |
10-060 |
8.5% |
0-305 |
0.8% |
20% |
False |
False |
1,644,731 |
| 80 |
129-040 |
117-085 |
11-275 |
9.9% |
0-305 |
0.8% |
17% |
False |
False |
1,562,212 |
| 100 |
129-040 |
117-085 |
11-275 |
9.9% |
0-283 |
0.7% |
17% |
False |
False |
1,251,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-284 |
|
2.618 |
120-096 |
|
1.618 |
119-301 |
|
1.000 |
119-230 |
|
0.618 |
119-186 |
|
HIGH |
119-115 |
|
0.618 |
119-071 |
|
0.500 |
119-058 |
|
0.382 |
119-044 |
|
LOW |
119-000 |
|
0.618 |
118-249 |
|
1.000 |
118-205 |
|
1.618 |
118-134 |
|
2.618 |
118-019 |
|
4.250 |
117-151 |
|
|
| Fisher Pivots for day following 02-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
119-079 |
119-240 |
| PP |
119-068 |
119-190 |
| S1 |
119-058 |
119-140 |
|