ECBOT 5 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 22-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2022 |
22-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
112-275 |
112-095 |
-0-180 |
-0.5% |
113-090 |
| High |
112-280 |
112-185 |
-0-095 |
-0.3% |
113-115 |
| Low |
112-038 |
111-315 |
-0-042 |
-0.1% |
111-315 |
| Close |
112-098 |
112-142 |
0-045 |
0.1% |
112-142 |
| Range |
0-242 |
0-190 |
-0-052 |
-21.6% |
1-120 |
| ATR |
0-215 |
0-214 |
-0-002 |
-0.8% |
0-000 |
| Volume |
1,224,009 |
1,228,247 |
4,238 |
0.3% |
4,986,199 |
|
| Daily Pivots for day following 22-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-038 |
113-280 |
112-247 |
|
| R3 |
113-168 |
113-090 |
112-195 |
|
| R2 |
112-298 |
112-298 |
112-177 |
|
| R1 |
112-220 |
112-220 |
112-160 |
112-259 |
| PP |
112-108 |
112-108 |
112-108 |
112-127 |
| S1 |
112-030 |
112-030 |
112-125 |
112-069 |
| S2 |
111-238 |
111-238 |
112-108 |
|
| S3 |
111-048 |
111-160 |
112-090 |
|
| S4 |
110-178 |
110-290 |
112-038 |
|
|
| Weekly Pivots for week ending 22-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-231 |
115-307 |
113-064 |
|
| R3 |
115-111 |
114-187 |
112-264 |
|
| R2 |
113-311 |
113-311 |
112-223 |
|
| R1 |
113-067 |
113-067 |
112-183 |
112-289 |
| PP |
112-191 |
112-191 |
112-191 |
112-142 |
| S1 |
111-267 |
111-267 |
112-102 |
111-169 |
| S2 |
111-071 |
111-071 |
112-062 |
|
| S3 |
109-271 |
110-147 |
112-022 |
|
| S4 |
108-151 |
109-027 |
111-220 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-115 |
111-315 |
1-120 |
1.2% |
0-198 |
0.5% |
34% |
False |
True |
997,239 |
| 10 |
114-080 |
111-315 |
2-085 |
2.0% |
0-222 |
0.6% |
20% |
False |
True |
1,102,073 |
| 20 |
114-308 |
111-315 |
2-312 |
2.6% |
0-218 |
0.6% |
15% |
False |
True |
1,177,712 |
| 40 |
119-108 |
111-315 |
7-112 |
6.5% |
0-216 |
0.6% |
6% |
False |
True |
1,184,528 |
| 60 |
119-108 |
111-315 |
7-112 |
6.5% |
0-193 |
0.5% |
6% |
False |
True |
933,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-032 |
|
2.618 |
114-042 |
|
1.618 |
113-172 |
|
1.000 |
113-055 |
|
0.618 |
112-302 |
|
HIGH |
112-185 |
|
0.618 |
112-112 |
|
0.500 |
112-090 |
|
0.382 |
112-068 |
|
LOW |
111-315 |
|
0.618 |
111-198 |
|
1.000 |
111-125 |
|
1.618 |
111-008 |
|
2.618 |
110-138 |
|
4.250 |
109-148 |
|
|
| Fisher Pivots for day following 22-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
112-125 |
112-148 |
| PP |
112-108 |
112-146 |
| S1 |
112-090 |
112-144 |
|