ECBOT 5 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 26-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2022 |
26-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
112-160 |
112-262 |
0-102 |
0.3% |
113-090 |
| High |
113-102 |
113-168 |
0-065 |
0.2% |
113-115 |
| Low |
112-125 |
112-192 |
0-068 |
0.2% |
111-315 |
| Close |
112-280 |
113-070 |
0-110 |
0.3% |
112-142 |
| Range |
0-298 |
0-295 |
-0-002 |
-0.8% |
1-120 |
| ATR |
0-220 |
0-225 |
0-005 |
2.4% |
0-000 |
| Volume |
1,197,372 |
1,153,176 |
-44,196 |
-3.7% |
4,986,199 |
|
| Daily Pivots for day following 26-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-282 |
115-151 |
113-232 |
|
| R3 |
114-307 |
114-176 |
113-151 |
|
| R2 |
114-012 |
114-012 |
113-124 |
|
| R1 |
113-201 |
113-201 |
113-097 |
113-266 |
| PP |
113-037 |
113-037 |
113-037 |
113-069 |
| S1 |
112-226 |
112-226 |
113-043 |
112-291 |
| S2 |
112-062 |
112-062 |
113-016 |
|
| S3 |
111-087 |
111-251 |
112-309 |
|
| S4 |
110-112 |
110-276 |
112-228 |
|
|
| 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 |
113-168 |
111-315 |
1-172 |
1.4% |
0-238 |
0.7% |
80% |
True |
False |
1,153,784 |
| 10 |
114-080 |
111-315 |
2-085 |
2.0% |
0-252 |
0.7% |
54% |
False |
False |
1,153,953 |
| 20 |
114-278 |
111-315 |
2-282 |
2.5% |
0-218 |
0.6% |
43% |
False |
False |
1,158,698 |
| 40 |
119-108 |
111-315 |
7-112 |
6.5% |
0-223 |
0.6% |
17% |
False |
False |
1,170,115 |
| 60 |
119-108 |
111-315 |
7-112 |
6.5% |
0-199 |
0.5% |
17% |
False |
False |
972,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-141 |
|
2.618 |
115-300 |
|
1.618 |
115-005 |
|
1.000 |
114-142 |
|
0.618 |
114-030 |
|
HIGH |
113-168 |
|
0.618 |
113-055 |
|
0.500 |
113-020 |
|
0.382 |
112-305 |
|
LOW |
112-192 |
|
0.618 |
112-010 |
|
1.000 |
111-218 |
|
1.618 |
111-035 |
|
2.618 |
110-060 |
|
4.250 |
108-219 |
|
|
| Fisher Pivots for day following 26-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
113-053 |
113-020 |
| PP |
113-037 |
112-291 |
| S1 |
113-020 |
112-241 |
|