ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 16-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2022 |
16-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
114-110 |
115-280 |
1-170 |
1.3% |
118-200 |
| High |
115-305 |
116-210 |
0-225 |
0.6% |
118-235 |
| Low |
114-100 |
114-100 |
0-000 |
0.0% |
116-225 |
| Close |
115-050 |
115-260 |
0-210 |
0.6% |
116-260 |
| Range |
1-205 |
2-110 |
0-225 |
42.9% |
2-010 |
| ATR |
1-020 |
1-049 |
0-029 |
8.6% |
0-000 |
| Volume |
2,184,477 |
2,019,171 |
-165,306 |
-7.6% |
7,225,173 |
|
| Daily Pivots for day following 16-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-200 |
121-180 |
117-032 |
|
| R3 |
120-090 |
119-070 |
116-146 |
|
| R2 |
117-300 |
117-300 |
116-078 |
|
| R1 |
116-280 |
116-280 |
116-009 |
116-075 |
| PP |
115-190 |
115-190 |
115-190 |
115-088 |
| S1 |
114-170 |
114-170 |
115-191 |
113-285 |
| S2 |
113-080 |
113-080 |
115-122 |
|
| S3 |
110-290 |
112-060 |
115-054 |
|
| S4 |
108-180 |
109-270 |
114-168 |
|
|
| 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 |
118-060 |
114-075 |
3-305 |
3.4% |
1-286 |
1.6% |
40% |
False |
False |
2,220,048 |
| 10 |
118-300 |
114-075 |
4-225 |
4.1% |
1-088 |
1.1% |
34% |
False |
False |
1,716,914 |
| 20 |
120-195 |
114-075 |
6-120 |
5.5% |
1-008 |
0.9% |
25% |
False |
False |
1,551,181 |
| 40 |
120-195 |
114-075 |
6-120 |
5.5% |
1-008 |
0.9% |
25% |
False |
False |
783,893 |
| 60 |
123-150 |
114-075 |
9-075 |
8.0% |
1-001 |
0.9% |
17% |
False |
False |
522,681 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-198 |
|
2.618 |
122-254 |
|
1.618 |
120-144 |
|
1.000 |
119-000 |
|
0.618 |
118-034 |
|
HIGH |
116-210 |
|
0.618 |
115-244 |
|
0.500 |
115-155 |
|
0.382 |
115-066 |
|
LOW |
114-100 |
|
0.618 |
112-276 |
|
1.000 |
111-310 |
|
1.618 |
110-166 |
|
2.618 |
108-056 |
|
4.250 |
104-112 |
|
|
| Fisher Pivots for day following 16-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
115-225 |
115-221 |
| PP |
115-190 |
115-182 |
| S1 |
115-155 |
115-142 |
|