ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 03-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2022 |
03-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
118-260 |
118-270 |
0-010 |
0.0% |
120-070 |
| High |
118-310 |
118-300 |
-0-010 |
0.0% |
120-080 |
| Low |
118-185 |
118-115 |
-0-070 |
-0.2% |
118-115 |
| Close |
118-275 |
118-175 |
-0-100 |
-0.3% |
118-175 |
| Range |
0-125 |
0-185 |
0-060 |
48.0% |
1-285 |
| ATR |
0-282 |
0-275 |
-0-007 |
-2.5% |
0-000 |
| Volume |
1,060,738 |
1,090,096 |
29,358 |
2.8% |
6,331,631 |
|
| Daily Pivots for day following 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-112 |
120-008 |
118-277 |
|
| R3 |
119-247 |
119-143 |
118-226 |
|
| R2 |
119-062 |
119-062 |
118-209 |
|
| R1 |
118-278 |
118-278 |
118-192 |
118-238 |
| PP |
118-197 |
118-197 |
118-197 |
118-176 |
| S1 |
118-093 |
118-093 |
118-158 |
118-052 |
| S2 |
118-012 |
118-012 |
118-141 |
|
| S3 |
117-147 |
117-228 |
118-124 |
|
| S4 |
116-282 |
117-043 |
118-073 |
|
|
| Weekly Pivots for week ending 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-232 |
123-168 |
119-188 |
|
| R3 |
122-267 |
121-203 |
119-021 |
|
| R2 |
120-302 |
120-302 |
118-286 |
|
| R1 |
119-238 |
119-238 |
118-230 |
119-128 |
| PP |
119-017 |
119-017 |
119-017 |
118-281 |
| S1 |
117-273 |
117-273 |
118-120 |
117-162 |
| S2 |
117-052 |
117-052 |
118-064 |
|
| S3 |
115-087 |
115-308 |
118-009 |
|
| S4 |
113-122 |
114-023 |
117-162 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-160 |
118-115 |
2-045 |
1.8% |
0-218 |
0.6% |
9% |
False |
True |
1,480,825 |
| 10 |
120-195 |
118-115 |
2-080 |
1.9% |
0-228 |
0.6% |
8% |
False |
True |
1,474,750 |
| 20 |
120-195 |
116-210 |
3-305 |
3.3% |
0-275 |
0.7% |
48% |
False |
False |
760,896 |
| 40 |
120-310 |
116-210 |
4-100 |
3.6% |
0-302 |
0.8% |
44% |
False |
False |
382,027 |
| 60 |
126-220 |
116-210 |
10-010 |
8.5% |
0-288 |
0.8% |
19% |
False |
False |
254,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-126 |
|
2.618 |
120-144 |
|
1.618 |
119-279 |
|
1.000 |
119-165 |
|
0.618 |
119-094 |
|
HIGH |
118-300 |
|
0.618 |
118-229 |
|
0.500 |
118-208 |
|
0.382 |
118-186 |
|
LOW |
118-115 |
|
0.618 |
118-001 |
|
1.000 |
117-250 |
|
1.618 |
117-136 |
|
2.618 |
116-271 |
|
4.250 |
115-289 |
|
|
| Fisher Pivots for day following 03-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
118-208 |
118-300 |
| PP |
118-197 |
118-258 |
| S1 |
118-186 |
118-217 |
|