ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 30-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2022 |
30-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
116-285 |
117-175 |
0-210 |
0.6% |
116-025 |
| High |
117-190 |
118-180 |
0-310 |
0.8% |
118-080 |
| Low |
116-265 |
117-140 |
0-195 |
0.5% |
115-225 |
| Close |
117-165 |
118-170 |
1-005 |
0.9% |
117-110 |
| Range |
0-245 |
1-040 |
0-115 |
46.9% |
2-175 |
| ATR |
1-019 |
1-020 |
0-002 |
0.5% |
0-000 |
| Volume |
1,235,032 |
1,849,397 |
614,365 |
49.7% |
6,529,577 |
|
| Daily Pivots for day following 30-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-177 |
121-053 |
119-048 |
|
| R3 |
120-137 |
120-013 |
118-269 |
|
| R2 |
119-097 |
119-097 |
118-236 |
|
| R1 |
118-293 |
118-293 |
118-203 |
119-035 |
| PP |
118-057 |
118-057 |
118-057 |
118-088 |
| S1 |
117-253 |
117-253 |
118-137 |
117-315 |
| S2 |
117-017 |
117-017 |
118-104 |
|
| S3 |
115-297 |
116-213 |
118-071 |
|
| S4 |
114-257 |
115-173 |
117-292 |
|
|
| 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 |
118-180 |
116-110 |
2-070 |
1.9% |
0-268 |
0.7% |
99% |
True |
False |
1,377,357 |
| 10 |
118-180 |
114-100 |
4-080 |
3.6% |
1-028 |
0.9% |
99% |
True |
False |
1,559,799 |
| 20 |
118-310 |
114-075 |
4-235 |
4.0% |
1-027 |
0.9% |
91% |
False |
False |
1,590,435 |
| 40 |
120-195 |
114-075 |
6-120 |
5.4% |
1-004 |
0.9% |
67% |
False |
False |
1,122,744 |
| 60 |
122-035 |
114-075 |
7-280 |
6.6% |
1-004 |
0.9% |
55% |
False |
False |
748,985 |
| 80 |
126-310 |
114-075 |
12-235 |
10.7% |
0-302 |
0.8% |
34% |
False |
False |
561,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-110 |
|
2.618 |
121-162 |
|
1.618 |
120-122 |
|
1.000 |
119-220 |
|
0.618 |
119-082 |
|
HIGH |
118-180 |
|
0.618 |
118-042 |
|
0.500 |
118-000 |
|
0.382 |
117-278 |
|
LOW |
117-140 |
|
0.618 |
116-238 |
|
1.000 |
116-100 |
|
1.618 |
115-198 |
|
2.618 |
114-158 |
|
4.250 |
112-210 |
|
|
| Fisher Pivots for day following 30-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
118-113 |
118-055 |
| PP |
118-057 |
117-260 |
| S1 |
118-000 |
117-145 |
|