ECBOT 10 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 06-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2022 |
06-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
119-085 |
119-040 |
-0-045 |
-0.1% |
120-165 |
| High |
119-115 |
119-075 |
-0-040 |
-0.1% |
120-185 |
| Low |
118-270 |
118-135 |
-0-135 |
-0.4% |
118-270 |
| Close |
119-015 |
118-145 |
-0-190 |
-0.5% |
119-015 |
| Range |
0-165 |
0-260 |
0-095 |
57.6% |
1-235 |
| ATR |
0-271 |
0-271 |
-0-001 |
-0.3% |
0-000 |
| Volume |
16,495 |
17,276 |
781 |
4.7% |
240,439 |
|
| Daily Pivots for day following 06-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-045 |
120-195 |
118-288 |
|
| R3 |
120-105 |
119-255 |
118-216 |
|
| R2 |
119-165 |
119-165 |
118-193 |
|
| R1 |
118-315 |
118-315 |
118-169 |
118-270 |
| PP |
118-225 |
118-225 |
118-225 |
118-202 |
| S1 |
118-055 |
118-055 |
118-121 |
118-010 |
| S2 |
117-285 |
117-285 |
118-097 |
|
| S3 |
117-025 |
117-115 |
118-074 |
|
| S4 |
116-085 |
116-175 |
118-002 |
|
|
| Weekly Pivots for week ending 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-222 |
123-193 |
120-000 |
|
| R3 |
122-307 |
121-278 |
119-168 |
|
| R2 |
121-072 |
121-072 |
119-117 |
|
| R1 |
120-043 |
120-043 |
119-066 |
119-260 |
| PP |
119-157 |
119-157 |
119-157 |
119-105 |
| S1 |
118-128 |
118-128 |
118-284 |
118-025 |
| S2 |
117-242 |
117-242 |
118-233 |
|
| S3 |
116-007 |
116-213 |
118-182 |
|
| S4 |
114-092 |
114-298 |
118-030 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-185 |
118-135 |
2-050 |
1.8% |
0-234 |
0.6% |
1% |
False |
True |
51,543 |
| 10 |
120-310 |
118-135 |
2-175 |
2.2% |
0-224 |
0.6% |
1% |
False |
True |
1,124,282 |
| 20 |
120-310 |
117-085 |
3-225 |
3.1% |
0-270 |
0.7% |
32% |
False |
False |
1,412,626 |
| 40 |
121-090 |
117-085 |
4-005 |
3.4% |
0-301 |
0.8% |
30% |
False |
False |
1,541,233 |
| 60 |
126-135 |
117-085 |
9-050 |
7.7% |
0-302 |
0.8% |
13% |
False |
False |
1,589,637 |
| 80 |
129-040 |
117-085 |
11-275 |
10.0% |
0-307 |
0.8% |
10% |
False |
False |
1,562,127 |
| 100 |
129-040 |
117-085 |
11-275 |
10.0% |
0-285 |
0.8% |
10% |
False |
False |
1,251,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-220 |
|
2.618 |
121-116 |
|
1.618 |
120-176 |
|
1.000 |
120-015 |
|
0.618 |
119-236 |
|
HIGH |
119-075 |
|
0.618 |
118-296 |
|
0.500 |
118-265 |
|
0.382 |
118-234 |
|
LOW |
118-135 |
|
0.618 |
117-294 |
|
1.000 |
117-195 |
|
1.618 |
117-034 |
|
2.618 |
116-094 |
|
4.250 |
114-310 |
|
|
| Fisher Pivots for day following 06-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
118-265 |
118-285 |
| PP |
118-225 |
118-238 |
| S1 |
118-185 |
118-192 |
|