ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 24-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2022 |
24-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
116-280 |
117-170 |
0-210 |
0.6% |
116-025 |
| High |
118-080 |
118-000 |
-0-080 |
-0.2% |
118-080 |
| Low |
116-255 |
117-070 |
0-135 |
0.4% |
115-225 |
| Close |
117-210 |
117-110 |
-0-100 |
-0.3% |
117-110 |
| Range |
1-145 |
0-250 |
-0-215 |
-46.2% |
2-175 |
| ATR |
1-047 |
1-039 |
-0-008 |
-2.3% |
0-000 |
| Volume |
2,222,245 |
1,330,462 |
-891,783 |
-40.1% |
6,529,577 |
|
| Daily Pivots for day following 24-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-277 |
119-123 |
117-248 |
|
| R3 |
119-027 |
118-193 |
117-179 |
|
| R2 |
118-097 |
118-097 |
117-156 |
|
| R1 |
117-263 |
117-263 |
117-133 |
117-215 |
| PP |
117-167 |
117-167 |
117-167 |
117-142 |
| S1 |
117-013 |
117-013 |
117-087 |
116-285 |
| S2 |
116-237 |
116-237 |
117-064 |
|
| S3 |
115-307 |
116-083 |
117-041 |
|
| S4 |
115-057 |
115-153 |
116-292 |
|
|
| Weekly Pivots for week ending 24-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-237 |
123-188 |
118-238 |
|
| R3 |
122-062 |
121-013 |
118-014 |
|
| R2 |
119-207 |
119-207 |
117-259 |
|
| R1 |
118-158 |
118-158 |
117-185 |
119-022 |
| PP |
117-032 |
117-032 |
117-032 |
117-124 |
| S1 |
115-303 |
115-303 |
117-035 |
116-168 |
| S2 |
114-177 |
114-177 |
116-281 |
|
| S3 |
112-002 |
113-128 |
116-206 |
|
| S4 |
109-147 |
110-273 |
115-302 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-080 |
115-200 |
2-200 |
2.2% |
1-008 |
0.9% |
65% |
False |
False |
1,604,500 |
| 10 |
118-080 |
114-075 |
4-005 |
3.4% |
1-147 |
1.2% |
77% |
False |
False |
1,912,274 |
| 20 |
120-195 |
114-075 |
6-120 |
5.4% |
1-022 |
0.9% |
49% |
False |
False |
1,659,620 |
| 40 |
120-195 |
114-075 |
6-120 |
5.4% |
1-004 |
0.9% |
49% |
False |
False |
984,066 |
| 60 |
122-295 |
114-075 |
8-220 |
7.4% |
0-318 |
0.8% |
36% |
False |
False |
656,383 |
| 80 |
128-165 |
114-075 |
14-090 |
12.2% |
0-303 |
0.8% |
22% |
False |
False |
492,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-102 |
|
2.618 |
120-014 |
|
1.618 |
119-084 |
|
1.000 |
118-250 |
|
0.618 |
118-154 |
|
HIGH |
118-000 |
|
0.618 |
117-224 |
|
0.500 |
117-195 |
|
0.382 |
117-166 |
|
LOW |
117-070 |
|
0.618 |
116-236 |
|
1.000 |
116-140 |
|
1.618 |
115-306 |
|
2.618 |
115-056 |
|
4.250 |
113-288 |
|
|
| Fisher Pivots for day following 24-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
117-195 |
117-081 |
| PP |
117-167 |
117-052 |
| S1 |
117-138 |
117-022 |
|