ECBOT 10 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 15-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2022 |
15-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
115-280 |
114-300 |
-0-300 |
-0.8% |
119-040 |
| High |
116-205 |
116-130 |
-0-075 |
-0.2% |
119-075 |
| Low |
114-270 |
114-300 |
0-030 |
0.1% |
117-075 |
| Close |
114-310 |
115-220 |
0-230 |
0.6% |
117-100 |
| Range |
1-255 |
1-150 |
-0-105 |
-18.3% |
2-000 |
| ATR |
0-318 |
1-009 |
0-011 |
3.4% |
0-000 |
| Volume |
2,242 |
3,367 |
1,125 |
50.2% |
40,779 |
|
| Daily Pivots for day following 15-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-027 |
119-113 |
116-158 |
|
| R3 |
118-197 |
117-283 |
116-029 |
|
| R2 |
117-047 |
117-047 |
115-306 |
|
| R1 |
116-133 |
116-133 |
115-263 |
116-250 |
| PP |
115-217 |
115-217 |
115-217 |
115-275 |
| S1 |
114-303 |
114-303 |
115-177 |
115-100 |
| S2 |
114-067 |
114-067 |
115-134 |
|
| S3 |
112-237 |
113-153 |
115-091 |
|
| S4 |
111-087 |
112-003 |
114-282 |
|
|
| Weekly Pivots for week ending 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-297 |
122-198 |
118-132 |
|
| R3 |
121-297 |
120-198 |
117-276 |
|
| R2 |
119-297 |
119-297 |
117-217 |
|
| R1 |
118-198 |
118-198 |
117-159 |
118-088 |
| PP |
117-297 |
117-297 |
117-297 |
117-241 |
| S1 |
116-198 |
116-198 |
117-041 |
116-088 |
| S2 |
115-297 |
115-297 |
116-303 |
|
| S3 |
113-297 |
114-198 |
116-244 |
|
| S4 |
111-297 |
112-198 |
116-068 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-245 |
114-270 |
3-295 |
3.4% |
1-145 |
1.3% |
22% |
False |
False |
4,628 |
| 10 |
119-115 |
114-270 |
4-165 |
3.9% |
1-006 |
0.9% |
19% |
False |
False |
9,497 |
| 20 |
120-310 |
114-270 |
6-040 |
5.3% |
0-294 |
0.8% |
14% |
False |
False |
839,054 |
| 40 |
120-310 |
114-270 |
6-040 |
5.3% |
0-310 |
0.8% |
14% |
False |
False |
1,262,065 |
| 60 |
123-120 |
114-270 |
8-170 |
7.4% |
0-313 |
0.8% |
10% |
False |
False |
1,412,936 |
| 80 |
129-040 |
114-270 |
14-090 |
12.3% |
0-318 |
0.9% |
6% |
False |
False |
1,552,572 |
| 100 |
129-040 |
114-270 |
14-090 |
12.3% |
0-298 |
0.8% |
6% |
False |
False |
1,251,619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-208 |
|
2.618 |
120-080 |
|
1.618 |
118-250 |
|
1.000 |
117-280 |
|
0.618 |
117-100 |
|
HIGH |
116-130 |
|
0.618 |
115-270 |
|
0.500 |
115-215 |
|
0.382 |
115-160 |
|
LOW |
114-300 |
|
0.618 |
114-010 |
|
1.000 |
113-150 |
|
1.618 |
112-180 |
|
2.618 |
111-030 |
|
4.250 |
108-222 |
|
|
| Fisher Pivots for day following 15-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
115-218 |
116-012 |
| PP |
115-217 |
115-295 |
| S1 |
115-215 |
115-258 |
|