ECBOT 5 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 28-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2022 |
28-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
113-168 |
113-025 |
-0-142 |
-0.4% |
113-090 |
| High |
113-190 |
113-098 |
-0-092 |
-0.3% |
113-115 |
| Low |
113-005 |
112-222 |
-0-102 |
-0.3% |
111-315 |
| Close |
113-052 |
112-270 |
-0-102 |
-0.3% |
112-142 |
| Range |
0-185 |
0-195 |
0-010 |
5.4% |
1-120 |
| ATR |
0-222 |
0-220 |
-0-002 |
-0.9% |
0-000 |
| Volume |
1,096,606 |
1,215,129 |
118,523 |
10.8% |
4,986,199 |
|
| Daily Pivots for day following 28-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-248 |
114-134 |
113-057 |
|
| R3 |
114-053 |
113-259 |
113-004 |
|
| R2 |
113-178 |
113-178 |
112-306 |
|
| R1 |
113-064 |
113-064 |
112-288 |
113-024 |
| PP |
112-303 |
112-303 |
112-303 |
112-283 |
| S1 |
112-189 |
112-189 |
112-252 |
112-149 |
| S2 |
112-108 |
112-108 |
112-234 |
|
| S3 |
111-233 |
111-314 |
112-216 |
|
| S4 |
111-038 |
111-119 |
112-163 |
|
|
| 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% |
0-232 |
0.6% |
53% |
False |
False |
1,178,106 |
| 10 |
114-065 |
111-315 |
2-070 |
2.0% |
0-229 |
0.6% |
39% |
False |
False |
1,074,560 |
| 20 |
114-278 |
111-315 |
2-282 |
2.6% |
0-216 |
0.6% |
30% |
False |
False |
1,146,410 |
| 40 |
119-058 |
111-315 |
7-062 |
6.4% |
0-212 |
0.6% |
12% |
False |
False |
1,137,024 |
| 60 |
119-108 |
111-315 |
7-112 |
6.5% |
0-202 |
0.6% |
12% |
False |
False |
1,011,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-286 |
|
2.618 |
114-288 |
|
1.618 |
114-093 |
|
1.000 |
113-292 |
|
0.618 |
113-218 |
|
HIGH |
113-098 |
|
0.618 |
113-023 |
|
0.500 |
113-000 |
|
0.382 |
112-297 |
|
LOW |
112-222 |
|
0.618 |
112-102 |
|
1.000 |
112-028 |
|
1.618 |
111-227 |
|
2.618 |
111-032 |
|
4.250 |
110-034 |
|
|
| Fisher Pivots for day following 28-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
113-000 |
113-031 |
| PP |
112-303 |
113-004 |
| S1 |
112-287 |
112-297 |
|