ECBOT 10 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 13-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2021 |
13-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
130-085 |
130-130 |
0-045 |
0.1% |
131-070 |
| High |
130-230 |
130-305 |
0-075 |
0.2% |
131-085 |
| Low |
130-020 |
130-075 |
0-055 |
0.1% |
129-310 |
| Close |
130-130 |
130-270 |
0-140 |
0.3% |
130-130 |
| Range |
0-210 |
0-230 |
0-020 |
9.5% |
1-095 |
| ATR |
0-231 |
0-231 |
0-000 |
0.0% |
0-000 |
| Volume |
1,380,897 |
955,932 |
-424,965 |
-30.8% |
6,908,381 |
|
| Daily Pivots for day following 13-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-267 |
132-178 |
131-076 |
|
| R3 |
132-037 |
131-268 |
131-013 |
|
| R2 |
131-127 |
131-127 |
130-312 |
|
| R1 |
131-038 |
131-038 |
130-291 |
131-082 |
| PP |
130-217 |
130-217 |
130-217 |
130-239 |
| S1 |
130-128 |
130-128 |
130-249 |
130-172 |
| S2 |
129-307 |
129-307 |
130-228 |
|
| S3 |
129-077 |
129-218 |
130-207 |
|
| S4 |
128-167 |
128-308 |
130-144 |
|
|
| Weekly Pivots for week ending 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-140 |
133-230 |
131-038 |
|
| R3 |
133-045 |
132-135 |
130-244 |
|
| R2 |
131-270 |
131-270 |
130-206 |
|
| R1 |
131-040 |
131-040 |
130-168 |
130-268 |
| PP |
130-175 |
130-175 |
130-175 |
130-129 |
| S1 |
129-265 |
129-265 |
130-092 |
129-172 |
| S2 |
129-080 |
129-080 |
130-054 |
|
| S3 |
127-305 |
128-170 |
130-016 |
|
| S4 |
126-210 |
127-075 |
129-222 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130-305 |
129-310 |
0-315 |
0.8% |
0-209 |
0.5% |
89% |
True |
False |
1,306,923 |
| 10 |
131-160 |
129-310 |
1-170 |
1.2% |
0-246 |
0.6% |
57% |
False |
False |
1,653,490 |
| 20 |
131-160 |
128-225 |
2-255 |
2.1% |
0-234 |
0.6% |
77% |
False |
False |
1,342,064 |
| 40 |
131-160 |
128-225 |
2-255 |
2.1% |
0-210 |
0.5% |
77% |
False |
False |
674,994 |
| 60 |
132-230 |
128-225 |
4-005 |
3.1% |
0-189 |
0.5% |
53% |
False |
False |
450,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-002 |
|
2.618 |
132-267 |
|
1.618 |
132-037 |
|
1.000 |
131-215 |
|
0.618 |
131-127 |
|
HIGH |
130-305 |
|
0.618 |
130-217 |
|
0.500 |
130-190 |
|
0.382 |
130-163 |
|
LOW |
130-075 |
|
0.618 |
129-253 |
|
1.000 |
129-165 |
|
1.618 |
129-023 |
|
2.618 |
128-113 |
|
4.250 |
127-058 |
|
|
| Fisher Pivots for day following 13-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
130-243 |
130-230 |
| PP |
130-217 |
130-190 |
| S1 |
130-190 |
130-150 |
|