ECBOT 5 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 18-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2022 |
18-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
113-260 |
113-090 |
-0-170 |
-0.5% |
113-040 |
| High |
114-065 |
113-115 |
-0-270 |
-0.7% |
114-080 |
| Low |
113-055 |
112-302 |
-0-072 |
-0.2% |
112-262 |
| Close |
113-102 |
113-060 |
-0-042 |
-0.1% |
113-102 |
| Range |
1-010 |
0-132 |
-0-198 |
-59.8% |
1-138 |
| ATR |
0-220 |
0-214 |
-0-006 |
-2.8% |
0-000 |
| Volume |
1,097,124 |
556,990 |
-540,134 |
-49.2% |
5,136,434 |
|
| Daily Pivots for day following 18-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-130 |
114-068 |
113-133 |
|
| R3 |
113-318 |
113-255 |
113-096 |
|
| R2 |
113-185 |
113-185 |
113-084 |
|
| R1 |
113-122 |
113-122 |
113-072 |
113-088 |
| PP |
113-052 |
113-052 |
113-052 |
113-035 |
| S1 |
112-310 |
112-310 |
113-048 |
112-275 |
| S2 |
112-240 |
112-240 |
113-036 |
|
| S3 |
112-108 |
112-178 |
113-024 |
|
| S4 |
111-295 |
112-045 |
112-307 |
|
|
| Weekly Pivots for week ending 15-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-241 |
116-309 |
114-034 |
|
| R3 |
116-103 |
115-172 |
113-228 |
|
| R2 |
114-286 |
114-286 |
113-186 |
|
| R1 |
114-034 |
114-034 |
113-144 |
114-160 |
| PP |
113-148 |
113-148 |
113-148 |
113-211 |
| S1 |
112-217 |
112-217 |
113-061 |
113-022 |
| S2 |
112-011 |
112-011 |
113-019 |
|
| S3 |
110-193 |
111-079 |
112-297 |
|
| S4 |
109-056 |
109-262 |
112-171 |
|
|
| 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% |
0-237 |
0.7% |
26% |
False |
False |
1,138,684 |
| 10 |
114-080 |
112-262 |
1-138 |
1.3% |
0-215 |
0.6% |
26% |
False |
False |
1,117,542 |
| 20 |
116-028 |
112-262 |
3-085 |
2.9% |
0-214 |
0.6% |
11% |
False |
False |
1,176,468 |
| 40 |
119-108 |
112-262 |
6-165 |
5.8% |
0-211 |
0.6% |
6% |
False |
False |
1,275,907 |
| 60 |
119-130 |
112-262 |
6-188 |
5.8% |
0-187 |
0.5% |
6% |
False |
False |
859,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-038 |
|
2.618 |
114-142 |
|
1.618 |
114-009 |
|
1.000 |
113-248 |
|
0.618 |
113-197 |
|
HIGH |
113-115 |
|
0.618 |
113-064 |
|
0.500 |
113-049 |
|
0.382 |
113-033 |
|
LOW |
112-302 |
|
0.618 |
112-221 |
|
1.000 |
112-170 |
|
1.618 |
112-088 |
|
2.618 |
111-276 |
|
4.250 |
111-059 |
|
|
| Fisher Pivots for day following 18-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
113-056 |
113-191 |
| PP |
113-052 |
113-148 |
| S1 |
113-049 |
113-104 |
|