ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 13-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2022 |
13-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
117-290 |
116-240 |
-1-050 |
-1.0% |
118-200 |
| High |
118-060 |
116-250 |
-1-130 |
-1.2% |
118-235 |
| Low |
116-225 |
114-205 |
-2-020 |
-1.8% |
116-225 |
| Close |
116-260 |
115-090 |
-1-170 |
-1.3% |
116-260 |
| Range |
1-155 |
2-045 |
0-210 |
44.2% |
2-010 |
| ATR |
0-275 |
0-305 |
0-030 |
10.9% |
0-000 |
| Volume |
2,246,372 |
2,429,214 |
182,842 |
8.1% |
7,225,173 |
|
| Daily Pivots for day following 13-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-317 |
120-248 |
116-147 |
|
| R3 |
119-272 |
118-203 |
115-278 |
|
| R2 |
117-227 |
117-227 |
115-216 |
|
| R1 |
116-158 |
116-158 |
115-153 |
116-010 |
| PP |
115-182 |
115-182 |
115-182 |
115-108 |
| S1 |
114-113 |
114-113 |
115-027 |
113-285 |
| S2 |
113-137 |
113-137 |
114-284 |
|
| S3 |
111-092 |
112-068 |
114-222 |
|
| S4 |
109-047 |
110-023 |
114-033 |
|
|
| Weekly Pivots for week ending 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-163 |
122-062 |
117-298 |
|
| R3 |
121-153 |
120-052 |
117-119 |
|
| R2 |
119-143 |
119-143 |
117-059 |
|
| R1 |
118-042 |
118-042 |
117-000 |
117-248 |
| PP |
117-133 |
117-133 |
117-133 |
117-076 |
| S1 |
116-032 |
116-032 |
116-200 |
115-238 |
| S2 |
115-123 |
115-123 |
116-141 |
|
| S3 |
113-113 |
114-022 |
116-081 |
|
| S4 |
111-103 |
112-012 |
115-222 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-170 |
114-205 |
3-285 |
3.4% |
1-031 |
1.0% |
16% |
False |
True |
1,711,828 |
| 10 |
120-080 |
114-205 |
5-195 |
4.9% |
0-300 |
0.8% |
11% |
False |
True |
1,598,601 |
| 20 |
120-195 |
114-205 |
5-310 |
5.2% |
0-281 |
0.8% |
11% |
False |
True |
1,237,194 |
| 40 |
120-195 |
114-205 |
5-310 |
5.2% |
0-302 |
0.8% |
11% |
False |
True |
623,357 |
| 60 |
124-180 |
114-205 |
9-295 |
8.6% |
0-303 |
0.8% |
6% |
False |
True |
415,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-281 |
|
2.618 |
122-123 |
|
1.618 |
120-078 |
|
1.000 |
118-295 |
|
0.618 |
118-033 |
|
HIGH |
116-250 |
|
0.618 |
115-308 |
|
0.500 |
115-228 |
|
0.382 |
115-147 |
|
LOW |
114-205 |
|
0.618 |
113-102 |
|
1.000 |
112-160 |
|
1.618 |
111-057 |
|
2.618 |
109-012 |
|
4.250 |
105-174 |
|
|
| Fisher Pivots for day following 13-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
115-228 |
116-138 |
| PP |
115-182 |
116-015 |
| S1 |
115-136 |
115-212 |
|