ECBOT 5 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 21-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2022 |
21-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
112-192 |
112-275 |
0-082 |
0.2% |
113-040 |
| High |
112-300 |
112-280 |
-0-020 |
-0.1% |
114-080 |
| Low |
112-132 |
112-038 |
-0-095 |
-0.3% |
112-262 |
| Close |
112-275 |
112-098 |
-0-178 |
-0.5% |
113-102 |
| Range |
0-168 |
0-242 |
0-075 |
44.8% |
1-138 |
| ATR |
0-213 |
0-215 |
0-002 |
1.0% |
0-000 |
| Volume |
966,120 |
1,224,009 |
257,889 |
26.7% |
5,136,434 |
|
| Daily Pivots for day following 21-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-226 |
114-084 |
112-231 |
|
| R3 |
113-303 |
113-162 |
112-164 |
|
| R2 |
113-061 |
113-061 |
112-142 |
|
| R1 |
112-239 |
112-239 |
112-120 |
112-189 |
| PP |
112-138 |
112-138 |
112-138 |
112-113 |
| S1 |
111-317 |
111-317 |
112-075 |
111-266 |
| S2 |
111-216 |
111-216 |
112-053 |
|
| S3 |
110-293 |
111-074 |
112-031 |
|
| S4 |
110-051 |
110-152 |
111-284 |
|
|
| 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 |
114-065 |
112-038 |
2-028 |
1.9% |
0-226 |
0.6% |
9% |
False |
True |
971,015 |
| 10 |
114-080 |
112-038 |
2-042 |
1.9% |
0-216 |
0.6% |
9% |
False |
True |
1,103,403 |
| 20 |
115-078 |
112-038 |
3-040 |
2.8% |
0-216 |
0.6% |
6% |
False |
True |
1,163,347 |
| 40 |
119-108 |
112-038 |
7-070 |
6.4% |
0-217 |
0.6% |
3% |
False |
True |
1,220,437 |
| 60 |
119-108 |
112-038 |
7-070 |
6.4% |
0-193 |
0.5% |
3% |
False |
True |
913,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-031 |
|
2.618 |
114-275 |
|
1.618 |
114-032 |
|
1.000 |
113-202 |
|
0.618 |
113-110 |
|
HIGH |
112-280 |
|
0.618 |
112-187 |
|
0.500 |
112-159 |
|
0.382 |
112-130 |
|
LOW |
112-038 |
|
0.618 |
111-208 |
|
1.000 |
111-115 |
|
1.618 |
110-285 |
|
2.618 |
110-043 |
|
4.250 |
108-287 |
|
|
| Fisher Pivots for day following 21-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
112-159 |
112-232 |
| PP |
112-138 |
112-188 |
| S1 |
112-118 |
112-142 |
|