ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 24-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2022 |
24-May-2022 |
Change |
Change % |
Previous Week |
| Open |
119-235 |
119-095 |
-0-140 |
-0.4% |
118-235 |
| High |
119-235 |
120-100 |
0-185 |
0.5% |
119-285 |
| Low |
119-030 |
119-060 |
0-030 |
0.1% |
118-015 |
| Close |
119-055 |
120-000 |
0-265 |
0.7% |
119-235 |
| Range |
0-205 |
1-040 |
0-155 |
75.6% |
1-270 |
| ATR |
0-316 |
0-319 |
0-004 |
1.1% |
0-000 |
| Volume |
590,842 |
2,154,557 |
1,563,715 |
264.7% |
597,886 |
|
| Daily Pivots for day following 24-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-067 |
122-233 |
120-198 |
|
| R3 |
122-027 |
121-193 |
120-099 |
|
| R2 |
120-307 |
120-307 |
120-066 |
|
| R1 |
120-153 |
120-153 |
120-033 |
120-230 |
| PP |
119-267 |
119-267 |
119-267 |
119-305 |
| S1 |
119-113 |
119-113 |
119-287 |
119-190 |
| S2 |
118-227 |
118-227 |
119-254 |
|
| S3 |
117-187 |
118-073 |
119-221 |
|
| S4 |
116-147 |
117-033 |
119-122 |
|
|
| Weekly Pivots for week ending 20-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-242 |
124-028 |
120-240 |
|
| R3 |
122-292 |
122-078 |
120-077 |
|
| R2 |
121-022 |
121-022 |
120-023 |
|
| R1 |
120-128 |
120-128 |
119-289 |
120-235 |
| PP |
119-072 |
119-072 |
119-072 |
119-125 |
| S1 |
118-178 |
118-178 |
119-181 |
118-285 |
| S2 |
117-122 |
117-122 |
119-127 |
|
| S3 |
115-172 |
116-228 |
119-073 |
|
| S4 |
113-222 |
114-278 |
118-230 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-100 |
118-015 |
2-085 |
1.9% |
0-302 |
0.8% |
86% |
True |
False |
657,929 |
| 10 |
120-100 |
117-180 |
2-240 |
2.3% |
0-306 |
0.8% |
89% |
True |
False |
342,105 |
| 20 |
120-100 |
116-210 |
3-210 |
3.0% |
0-312 |
0.8% |
91% |
True |
False |
175,937 |
| 40 |
122-295 |
116-210 |
6-085 |
5.2% |
0-312 |
0.8% |
53% |
False |
False |
88,385 |
| 60 |
128-165 |
116-210 |
11-275 |
9.9% |
0-292 |
0.8% |
28% |
False |
False |
58,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-030 |
|
2.618 |
123-082 |
|
1.618 |
122-042 |
|
1.000 |
121-140 |
|
0.618 |
121-002 |
|
HIGH |
120-100 |
|
0.618 |
119-282 |
|
0.500 |
119-240 |
|
0.382 |
119-198 |
|
LOW |
119-060 |
|
0.618 |
118-158 |
|
1.000 |
118-020 |
|
1.618 |
117-118 |
|
2.618 |
116-078 |
|
4.250 |
114-130 |
|
|
| Fisher Pivots for day following 24-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
119-293 |
119-288 |
| PP |
119-267 |
119-257 |
| S1 |
119-240 |
119-225 |
|