ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 14-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2022 |
14-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
116-240 |
115-060 |
-1-180 |
-1.3% |
118-200 |
| High |
116-250 |
116-030 |
-0-220 |
-0.6% |
118-235 |
| Low |
114-205 |
114-075 |
-0-130 |
-0.4% |
116-225 |
| Close |
115-090 |
114-130 |
-0-280 |
-0.8% |
116-260 |
| Range |
2-045 |
1-275 |
-0-090 |
-13.1% |
2-010 |
| ATR |
0-305 |
1-006 |
0-021 |
6.8% |
0-000 |
| Volume |
2,429,214 |
2,221,009 |
-208,205 |
-8.6% |
7,225,173 |
|
| Daily Pivots for day following 14-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-157 |
119-098 |
115-137 |
|
| R3 |
118-202 |
117-143 |
114-294 |
|
| R2 |
116-247 |
116-247 |
114-239 |
|
| R1 |
115-188 |
115-188 |
114-185 |
115-080 |
| PP |
114-292 |
114-292 |
114-292 |
114-238 |
| S1 |
113-233 |
113-233 |
114-075 |
113-125 |
| S2 |
113-017 |
113-017 |
114-021 |
|
| S3 |
111-062 |
111-278 |
113-286 |
|
| S4 |
109-107 |
110-003 |
113-123 |
|
|
| 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 |
118-130 |
114-075 |
4-055 |
3.6% |
1-097 |
1.1% |
4% |
False |
True |
1,890,358 |
| 10 |
119-165 |
114-075 |
5-090 |
4.6% |
1-006 |
0.9% |
3% |
False |
True |
1,576,636 |
| 20 |
120-195 |
114-075 |
6-120 |
5.6% |
0-297 |
0.8% |
3% |
False |
True |
1,347,086 |
| 40 |
120-195 |
114-075 |
6-120 |
5.6% |
0-312 |
0.9% |
3% |
False |
True |
678,879 |
| 60 |
123-310 |
114-075 |
9-235 |
8.5% |
0-312 |
0.9% |
2% |
False |
True |
452,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-319 |
|
2.618 |
120-308 |
|
1.618 |
119-033 |
|
1.000 |
117-305 |
|
0.618 |
117-078 |
|
HIGH |
116-030 |
|
0.618 |
115-123 |
|
0.500 |
115-052 |
|
0.382 |
114-302 |
|
LOW |
114-075 |
|
0.618 |
113-027 |
|
1.000 |
112-120 |
|
1.618 |
111-072 |
|
2.618 |
109-117 |
|
4.250 |
106-106 |
|
|
| Fisher Pivots for day following 14-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
115-052 |
116-068 |
| PP |
114-292 |
115-195 |
| S1 |
114-211 |
115-002 |
|