ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 07-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2022 |
07-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
118-200 |
117-300 |
-0-220 |
-0.6% |
120-070 |
| High |
118-235 |
118-170 |
-0-065 |
-0.2% |
120-080 |
| Low |
117-280 |
117-225 |
-0-055 |
-0.1% |
118-115 |
| Close |
117-295 |
118-135 |
0-160 |
0.4% |
118-175 |
| Range |
0-275 |
0-265 |
-0-010 |
-3.6% |
1-285 |
| ATR |
0-275 |
0-274 |
-0-001 |
-0.3% |
0-000 |
| Volume |
1,095,245 |
1,328,357 |
233,112 |
21.3% |
6,331,631 |
|
| Daily Pivots for day following 07-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-225 |
120-125 |
118-281 |
|
| R3 |
119-280 |
119-180 |
118-208 |
|
| R2 |
119-015 |
119-015 |
118-184 |
|
| R1 |
118-235 |
118-235 |
118-159 |
118-285 |
| PP |
118-070 |
118-070 |
118-070 |
118-095 |
| S1 |
117-290 |
117-290 |
118-111 |
118-020 |
| S2 |
117-125 |
117-125 |
118-086 |
|
| S3 |
116-180 |
117-025 |
118-062 |
|
| S4 |
115-235 |
116-080 |
117-309 |
|
|
| 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 |
119-165 |
117-225 |
1-260 |
1.5% |
0-234 |
0.6% |
40% |
False |
True |
1,262,913 |
| 10 |
120-195 |
117-225 |
2-290 |
2.5% |
0-237 |
0.6% |
25% |
False |
True |
1,632,436 |
| 20 |
120-195 |
117-180 |
3-015 |
2.6% |
0-270 |
0.7% |
28% |
False |
False |
880,558 |
| 40 |
120-260 |
116-210 |
4-050 |
3.5% |
0-302 |
0.8% |
42% |
False |
False |
442,612 |
| 60 |
125-125 |
116-210 |
8-235 |
7.4% |
0-292 |
0.8% |
20% |
False |
False |
295,092 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-016 |
|
2.618 |
120-224 |
|
1.618 |
119-279 |
|
1.000 |
119-115 |
|
0.618 |
119-014 |
|
HIGH |
118-170 |
|
0.618 |
118-069 |
|
0.500 |
118-038 |
|
0.382 |
118-006 |
|
LOW |
117-225 |
|
0.618 |
117-061 |
|
1.000 |
116-280 |
|
1.618 |
116-116 |
|
2.618 |
115-171 |
|
4.250 |
114-059 |
|
|
| Fisher Pivots for day following 07-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
118-102 |
118-124 |
| PP |
118-070 |
118-113 |
| S1 |
118-038 |
118-102 |
|