ECBOT 5 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 13-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2022 |
13-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
113-032 |
113-198 |
0-165 |
0.5% |
113-290 |
| High |
113-285 |
114-080 |
0-115 |
0.3% |
114-058 |
| Low |
112-272 |
113-120 |
0-168 |
0.5% |
112-288 |
| Close |
113-230 |
113-280 |
0-050 |
0.1% |
113-065 |
| Range |
1-012 |
0-280 |
-0-052 |
-15.8% |
1-090 |
| ATR |
0-207 |
0-212 |
0-005 |
2.5% |
0-000 |
| Volume |
1,523,928 |
1,581,733 |
57,805 |
3.8% |
5,482,002 |
|
| Daily Pivots for day following 13-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-147 |
116-013 |
114-114 |
|
| R3 |
115-187 |
115-053 |
114-037 |
|
| R2 |
114-227 |
114-227 |
114-011 |
|
| R1 |
114-093 |
114-093 |
113-306 |
114-160 |
| PP |
113-267 |
113-267 |
113-267 |
113-300 |
| S1 |
113-133 |
113-133 |
113-254 |
113-200 |
| S2 |
112-307 |
112-307 |
113-229 |
|
| S3 |
112-027 |
112-173 |
113-203 |
|
| S4 |
111-067 |
111-213 |
113-126 |
|
|
| Weekly Pivots for week ending 08-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-087 |
116-166 |
113-290 |
|
| R3 |
115-317 |
115-076 |
113-178 |
|
| R2 |
114-227 |
114-227 |
113-140 |
|
| R1 |
113-306 |
113-306 |
113-103 |
113-221 |
| PP |
113-137 |
113-137 |
113-137 |
113-094 |
| S1 |
112-216 |
112-216 |
113-027 |
112-131 |
| S2 |
112-047 |
112-047 |
112-310 |
|
| S3 |
110-277 |
111-126 |
112-272 |
|
| S4 |
109-187 |
110-036 |
112-160 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-080 |
112-262 |
1-138 |
1.3% |
0-206 |
0.6% |
74% |
True |
False |
1,235,791 |
| 10 |
114-278 |
112-262 |
2-015 |
1.8% |
0-203 |
0.6% |
52% |
False |
False |
1,218,260 |
| 20 |
116-100 |
112-262 |
3-158 |
3.1% |
0-204 |
0.6% |
30% |
False |
False |
1,187,193 |
| 40 |
119-108 |
112-262 |
6-165 |
5.7% |
0-205 |
0.6% |
16% |
False |
False |
1,241,010 |
| 60 |
119-130 |
112-262 |
6-188 |
5.8% |
0-184 |
0.5% |
16% |
False |
False |
832,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-310 |
|
2.618 |
116-173 |
|
1.618 |
115-213 |
|
1.000 |
115-040 |
|
0.618 |
114-253 |
|
HIGH |
114-080 |
|
0.618 |
113-293 |
|
0.500 |
113-260 |
|
0.382 |
113-227 |
|
LOW |
113-120 |
|
0.618 |
112-267 |
|
1.000 |
112-160 |
|
1.618 |
111-307 |
|
2.618 |
111-027 |
|
4.250 |
109-210 |
|
|
| Fisher Pivots for day following 13-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
113-273 |
113-244 |
| PP |
113-267 |
113-208 |
| S1 |
113-260 |
113-171 |
|