ECBOT 10 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 17-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2022 |
17-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
115-275 |
116-240 |
0-285 |
0.8% |
117-010 |
| High |
117-010 |
117-015 |
0-005 |
0.0% |
117-075 |
| Low |
114-290 |
116-045 |
1-075 |
1.1% |
114-270 |
| Close |
116-110 |
116-220 |
0-110 |
0.3% |
116-220 |
| Range |
2-040 |
0-290 |
-1-070 |
-57.4% |
2-125 |
| ATR |
1-034 |
1-029 |
-0-005 |
-1.3% |
0-000 |
| Volume |
1,857 |
720 |
-1,137 |
-61.2% |
15,641 |
|
| Daily Pivots for day following 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-110 |
118-295 |
117-060 |
|
| R3 |
118-140 |
118-005 |
116-300 |
|
| R2 |
117-170 |
117-170 |
116-273 |
|
| R1 |
117-035 |
117-035 |
116-247 |
116-278 |
| PP |
116-200 |
116-200 |
116-200 |
116-161 |
| S1 |
116-065 |
116-065 |
116-193 |
115-308 |
| S2 |
115-230 |
115-230 |
116-167 |
|
| S3 |
114-260 |
115-095 |
116-140 |
|
| S4 |
113-290 |
114-125 |
116-060 |
|
|
| Weekly Pivots for week ending 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-137 |
122-143 |
118-001 |
|
| R3 |
121-012 |
120-018 |
117-110 |
|
| R2 |
118-207 |
118-207 |
117-040 |
|
| R1 |
117-213 |
117-213 |
116-290 |
116-308 |
| PP |
116-082 |
116-082 |
116-082 |
115-289 |
| S1 |
115-088 |
115-088 |
116-150 |
114-182 |
| S2 |
113-277 |
113-277 |
116-080 |
|
| S3 |
111-152 |
112-283 |
116-010 |
|
| S4 |
109-027 |
110-158 |
115-119 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-075 |
114-270 |
2-125 |
2.0% |
1-213 |
1.4% |
77% |
False |
False |
3,128 |
| 10 |
119-075 |
114-270 |
4-125 |
3.8% |
1-074 |
1.1% |
42% |
False |
False |
5,642 |
| 20 |
120-310 |
114-270 |
6-040 |
5.2% |
0-308 |
0.8% |
30% |
False |
False |
638,934 |
| 40 |
120-310 |
114-270 |
6-040 |
5.2% |
0-317 |
0.8% |
30% |
False |
False |
1,177,941 |
| 60 |
123-100 |
114-270 |
8-150 |
7.3% |
1-000 |
0.9% |
22% |
False |
False |
1,359,087 |
| 80 |
129-040 |
114-270 |
14-090 |
12.2% |
1-004 |
0.9% |
13% |
False |
False |
1,489,676 |
| 100 |
129-040 |
114-270 |
14-090 |
12.2% |
0-304 |
0.8% |
13% |
False |
False |
1,251,532 |
| 120 |
130-195 |
114-270 |
15-245 |
13.5% |
0-280 |
0.8% |
12% |
False |
False |
1,043,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-288 |
|
2.618 |
119-134 |
|
1.618 |
118-164 |
|
1.000 |
117-305 |
|
0.618 |
117-194 |
|
HIGH |
117-015 |
|
0.618 |
116-224 |
|
0.500 |
116-190 |
|
0.382 |
116-156 |
|
LOW |
116-045 |
|
0.618 |
115-186 |
|
1.000 |
115-075 |
|
1.618 |
114-216 |
|
2.618 |
113-246 |
|
4.250 |
112-092 |
|
|
| Fisher Pivots for day following 17-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
116-210 |
116-144 |
| PP |
116-200 |
116-068 |
| S1 |
116-190 |
115-312 |
|