ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 27-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2022 |
27-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
117-170 |
117-085 |
-0-085 |
-0.2% |
116-025 |
| High |
118-000 |
117-130 |
-0-190 |
-0.5% |
118-080 |
| Low |
117-070 |
116-185 |
-0-205 |
-0.5% |
115-225 |
| Close |
117-110 |
116-260 |
-0-170 |
-0.5% |
117-110 |
| Range |
0-250 |
0-265 |
0-015 |
6.0% |
2-175 |
| ATR |
1-039 |
1-032 |
-0-007 |
-1.9% |
0-000 |
| Volume |
1,330,462 |
1,191,859 |
-138,603 |
-10.4% |
6,529,577 |
|
| Daily Pivots for day following 27-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-133 |
118-302 |
117-086 |
|
| R3 |
118-188 |
118-037 |
117-013 |
|
| R2 |
117-243 |
117-243 |
116-309 |
|
| R1 |
117-092 |
117-092 |
116-284 |
117-035 |
| PP |
116-298 |
116-298 |
116-298 |
116-270 |
| S1 |
116-147 |
116-147 |
116-236 |
116-090 |
| S2 |
116-033 |
116-033 |
116-211 |
|
| S3 |
115-088 |
115-202 |
116-187 |
|
| S4 |
114-143 |
114-257 |
116-114 |
|
|
| 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 |
115-225 |
2-175 |
2.2% |
0-319 |
0.9% |
44% |
False |
False |
1,544,287 |
| 10 |
118-080 |
114-075 |
4-005 |
3.4% |
1-126 |
1.2% |
64% |
False |
False |
1,806,823 |
| 20 |
120-160 |
114-075 |
6-085 |
5.4% |
1-025 |
0.9% |
41% |
False |
False |
1,634,876 |
| 40 |
120-195 |
114-075 |
6-120 |
5.5% |
1-004 |
0.9% |
40% |
False |
False |
1,013,785 |
| 60 |
122-295 |
114-075 |
8-220 |
7.4% |
0-319 |
0.9% |
30% |
False |
False |
676,246 |
| 80 |
128-165 |
114-075 |
14-090 |
12.2% |
0-300 |
0.8% |
18% |
False |
False |
507,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-296 |
|
2.618 |
119-184 |
|
1.618 |
118-239 |
|
1.000 |
118-075 |
|
0.618 |
117-294 |
|
HIGH |
117-130 |
|
0.618 |
117-029 |
|
0.500 |
116-318 |
|
0.382 |
116-286 |
|
LOW |
116-185 |
|
0.618 |
116-021 |
|
1.000 |
115-240 |
|
1.618 |
115-076 |
|
2.618 |
114-131 |
|
4.250 |
113-019 |
|
|
| Fisher Pivots for day following 27-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
116-318 |
117-132 |
| PP |
116-298 |
117-068 |
| S1 |
116-279 |
117-004 |
|