ECBOT 5 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 14-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2022 |
14-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
113-198 |
113-260 |
0-062 |
0.2% |
113-290 |
| High |
114-080 |
114-065 |
-0-015 |
0.0% |
114-058 |
| Low |
113-120 |
113-055 |
-0-065 |
-0.2% |
112-288 |
| Close |
113-280 |
113-102 |
-0-178 |
-0.5% |
113-065 |
| Range |
0-280 |
1-010 |
0-050 |
17.9% |
1-090 |
| ATR |
0-212 |
0-220 |
0-008 |
4.0% |
0-000 |
| Volume |
1,581,733 |
1,097,124 |
-484,609 |
-30.6% |
5,482,002 |
|
| Daily Pivots for day following 14-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-211 |
116-007 |
113-284 |
|
| R3 |
115-201 |
114-317 |
113-193 |
|
| R2 |
114-191 |
114-191 |
113-163 |
|
| R1 |
113-307 |
113-307 |
113-133 |
113-244 |
| PP |
113-181 |
113-181 |
113-181 |
113-149 |
| S1 |
112-297 |
112-297 |
113-072 |
112-234 |
| S2 |
112-171 |
112-171 |
113-042 |
|
| S3 |
111-161 |
111-287 |
113-012 |
|
| S4 |
110-151 |
110-277 |
112-241 |
|
|
| 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% |
0-246 |
0.7% |
35% |
False |
False |
1,206,908 |
| 10 |
114-162 |
112-262 |
1-220 |
1.5% |
0-223 |
0.6% |
30% |
False |
False |
1,193,279 |
| 20 |
116-100 |
112-262 |
3-158 |
3.1% |
0-213 |
0.6% |
14% |
False |
False |
1,188,476 |
| 40 |
119-108 |
112-262 |
6-165 |
5.7% |
0-211 |
0.6% |
8% |
False |
False |
1,265,437 |
| 60 |
119-130 |
112-262 |
6-188 |
5.8% |
0-186 |
0.5% |
8% |
False |
False |
850,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-188 |
|
2.618 |
116-289 |
|
1.618 |
115-279 |
|
1.000 |
115-075 |
|
0.618 |
114-269 |
|
HIGH |
114-065 |
|
0.618 |
113-259 |
|
0.500 |
113-220 |
|
0.382 |
113-181 |
|
LOW |
113-055 |
|
0.618 |
112-171 |
|
1.000 |
112-045 |
|
1.618 |
111-161 |
|
2.618 |
110-151 |
|
4.250 |
108-252 |
|
|
| Fisher Pivots for day following 14-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
113-220 |
113-176 |
| PP |
113-181 |
113-152 |
| S1 |
113-142 |
113-127 |
|