ECBOT 5 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 27-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2022 |
27-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
112-262 |
113-168 |
0-225 |
0.6% |
113-090 |
| High |
113-168 |
113-190 |
0-022 |
0.1% |
113-115 |
| Low |
112-192 |
113-005 |
0-132 |
0.4% |
111-315 |
| Close |
113-070 |
113-052 |
-0-018 |
0.0% |
112-142 |
| Range |
0-295 |
0-185 |
-0-110 |
-37.3% |
1-120 |
| ATR |
0-225 |
0-222 |
-0-003 |
-1.3% |
0-000 |
| Volume |
1,153,176 |
1,096,606 |
-56,570 |
-4.9% |
4,986,199 |
|
| Daily Pivots for day following 27-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-318 |
114-210 |
113-154 |
|
| R3 |
114-132 |
114-025 |
113-103 |
|
| R2 |
113-268 |
113-268 |
113-086 |
|
| R1 |
113-160 |
113-160 |
113-069 |
113-121 |
| PP |
113-082 |
113-082 |
113-082 |
113-063 |
| S1 |
112-295 |
112-295 |
113-036 |
112-256 |
| S2 |
112-218 |
112-218 |
113-019 |
|
| S3 |
112-032 |
112-110 |
113-002 |
|
| S4 |
111-168 |
111-245 |
112-271 |
|
|
| 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 |
113-190 |
111-315 |
1-195 |
1.4% |
0-242 |
0.7% |
73% |
True |
False |
1,179,882 |
| 10 |
114-080 |
111-315 |
2-085 |
2.0% |
0-238 |
0.7% |
52% |
False |
False |
1,111,221 |
| 20 |
114-278 |
111-315 |
2-282 |
2.5% |
0-214 |
0.6% |
41% |
False |
False |
1,147,771 |
| 40 |
119-098 |
111-315 |
7-102 |
6.5% |
0-217 |
0.6% |
16% |
False |
False |
1,147,390 |
| 60 |
119-108 |
111-315 |
7-112 |
6.5% |
0-201 |
0.6% |
16% |
False |
False |
990,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-016 |
|
2.618 |
115-034 |
|
1.618 |
114-169 |
|
1.000 |
114-055 |
|
0.618 |
113-304 |
|
HIGH |
113-190 |
|
0.618 |
113-119 |
|
0.500 |
113-098 |
|
0.382 |
113-076 |
|
LOW |
113-005 |
|
0.618 |
112-211 |
|
1.000 |
112-140 |
|
1.618 |
112-026 |
|
2.618 |
111-161 |
|
4.250 |
110-179 |
|
|
| Fisher Pivots for day following 27-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
113-098 |
113-034 |
| PP |
113-082 |
113-016 |
| S1 |
113-068 |
112-318 |
|