ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 29-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2022 |
29-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
116-240 |
116-285 |
0-045 |
0.1% |
116-025 |
| High |
117-010 |
117-190 |
0-180 |
0.5% |
118-080 |
| Low |
116-110 |
116-265 |
0-155 |
0.4% |
115-225 |
| Close |
116-225 |
117-165 |
0-260 |
0.7% |
117-110 |
| Range |
0-220 |
0-245 |
0-025 |
11.4% |
2-175 |
| ATR |
1-023 |
1-019 |
-0-004 |
-1.2% |
0-000 |
| Volume |
1,280,037 |
1,235,032 |
-45,005 |
-3.5% |
6,529,577 |
|
| Daily Pivots for day following 29-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-195 |
119-105 |
117-300 |
|
| R3 |
118-270 |
118-180 |
117-232 |
|
| R2 |
118-025 |
118-025 |
117-210 |
|
| R1 |
117-255 |
117-255 |
117-187 |
117-300 |
| PP |
117-100 |
117-100 |
117-100 |
117-122 |
| S1 |
117-010 |
117-010 |
117-143 |
117-055 |
| S2 |
116-175 |
116-175 |
117-120 |
|
| S3 |
115-250 |
116-085 |
117-098 |
|
| S4 |
115-005 |
115-160 |
117-030 |
|
|
| 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 |
116-110 |
1-290 |
1.6% |
0-289 |
0.8% |
61% |
False |
False |
1,451,927 |
| 10 |
118-080 |
114-100 |
3-300 |
3.4% |
1-044 |
1.0% |
81% |
False |
False |
1,593,307 |
| 20 |
119-165 |
114-075 |
5-090 |
4.5% |
1-025 |
0.9% |
62% |
False |
False |
1,584,971 |
| 40 |
120-195 |
114-075 |
6-120 |
5.4% |
1-001 |
0.9% |
51% |
False |
False |
1,076,561 |
| 60 |
122-060 |
114-075 |
7-305 |
6.8% |
1-000 |
0.9% |
41% |
False |
False |
718,162 |
| 80 |
128-165 |
114-075 |
14-090 |
12.2% |
0-300 |
0.8% |
23% |
False |
False |
538,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-271 |
|
2.618 |
119-191 |
|
1.618 |
118-266 |
|
1.000 |
118-115 |
|
0.618 |
118-021 |
|
HIGH |
117-190 |
|
0.618 |
117-096 |
|
0.500 |
117-068 |
|
0.382 |
117-039 |
|
LOW |
116-265 |
|
0.618 |
116-114 |
|
1.000 |
116-020 |
|
1.618 |
115-189 |
|
2.618 |
114-264 |
|
4.250 |
113-184 |
|
|
| Fisher Pivots for day following 29-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
117-132 |
117-107 |
| PP |
117-100 |
117-048 |
| S1 |
117-068 |
116-310 |
|