ECBOT 5 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 02-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2022 |
02-May-2022 |
Change |
Change % |
Previous Week |
| Open |
113-012 |
112-150 |
-0-182 |
-0.5% |
112-160 |
| High |
113-032 |
112-200 |
-0-152 |
-0.4% |
113-190 |
| Low |
112-132 |
112-058 |
-0-075 |
-0.2% |
112-125 |
| Close |
112-215 |
112-082 |
-0-132 |
-0.4% |
112-215 |
| Range |
0-220 |
0-142 |
-0-078 |
-35.2% |
1-065 |
| ATR |
0-220 |
0-216 |
-0-004 |
-2.0% |
0-000 |
| Volume |
1,381,727 |
803,857 |
-577,870 |
-41.8% |
6,044,010 |
|
| Daily Pivots for day following 02-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-221 |
113-134 |
112-161 |
|
| R3 |
113-078 |
112-312 |
112-122 |
|
| R2 |
112-256 |
112-256 |
112-109 |
|
| R1 |
112-169 |
112-169 |
112-096 |
112-141 |
| PP |
112-113 |
112-113 |
112-113 |
112-099 |
| S1 |
112-027 |
112-027 |
112-069 |
111-319 |
| S2 |
111-291 |
111-291 |
112-056 |
|
| S3 |
111-148 |
111-204 |
112-043 |
|
| S4 |
111-006 |
111-062 |
112-004 |
|
|
| Weekly Pivots for week ending 29-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-158 |
115-252 |
113-107 |
|
| R3 |
115-093 |
114-187 |
113-001 |
|
| R2 |
114-028 |
114-028 |
112-286 |
|
| R1 |
113-122 |
113-122 |
112-250 |
113-235 |
| PP |
112-283 |
112-283 |
112-283 |
113-020 |
| S1 |
112-057 |
112-057 |
112-180 |
112-170 |
| S2 |
111-218 |
111-218 |
112-144 |
|
| S3 |
110-153 |
110-312 |
112-109 |
|
| S4 |
109-088 |
109-247 |
112-003 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-190 |
112-058 |
1-132 |
1.3% |
0-208 |
0.6% |
6% |
False |
True |
1,130,099 |
| 10 |
113-190 |
111-315 |
1-195 |
1.4% |
0-219 |
0.6% |
17% |
False |
False |
1,127,707 |
| 20 |
114-080 |
111-315 |
2-085 |
2.0% |
0-217 |
0.6% |
12% |
False |
False |
1,122,625 |
| 40 |
119-058 |
111-315 |
7-062 |
6.4% |
0-210 |
0.6% |
4% |
False |
False |
1,134,005 |
| 60 |
119-108 |
111-315 |
7-112 |
6.5% |
0-204 |
0.6% |
4% |
False |
False |
1,047,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-166 |
|
2.618 |
113-253 |
|
1.618 |
113-111 |
|
1.000 |
113-022 |
|
0.618 |
112-288 |
|
HIGH |
112-200 |
|
0.618 |
112-146 |
|
0.500 |
112-129 |
|
0.382 |
112-112 |
|
LOW |
112-058 |
|
0.618 |
111-289 |
|
1.000 |
111-235 |
|
1.618 |
111-147 |
|
2.618 |
111-004 |
|
4.250 |
110-092 |
|
|
| Fisher Pivots for day following 02-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
112-129 |
112-238 |
| PP |
112-113 |
112-186 |
| S1 |
112-098 |
112-134 |
|