ECBOT 5 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 03-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2022 |
03-May-2022 |
Change |
Change % |
Previous Week |
| Open |
112-150 |
112-078 |
-0-072 |
-0.2% |
112-160 |
| High |
112-200 |
112-182 |
-0-018 |
0.0% |
113-190 |
| Low |
112-058 |
112-025 |
-0-032 |
-0.1% |
112-125 |
| Close |
112-082 |
112-090 |
0-008 |
0.0% |
112-215 |
| Range |
0-142 |
0-158 |
0-015 |
10.5% |
1-065 |
| ATR |
0-216 |
0-212 |
-0-004 |
-1.9% |
0-000 |
| Volume |
803,857 |
1,005,746 |
201,889 |
25.1% |
6,044,010 |
|
| Daily Pivots for day following 03-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-252 |
113-168 |
112-177 |
|
| R3 |
113-094 |
113-011 |
112-133 |
|
| R2 |
112-257 |
112-257 |
112-119 |
|
| R1 |
112-173 |
112-173 |
112-104 |
112-215 |
| PP |
112-099 |
112-099 |
112-099 |
112-120 |
| S1 |
112-016 |
112-016 |
112-076 |
112-058 |
| S2 |
111-262 |
111-262 |
112-061 |
|
| S3 |
111-104 |
111-178 |
112-047 |
|
| S4 |
110-267 |
111-021 |
112-003 |
|
|
| 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 |
112-025 |
1-165 |
1.3% |
0-180 |
0.5% |
13% |
False |
True |
1,100,613 |
| 10 |
113-190 |
111-315 |
1-195 |
1.4% |
0-209 |
0.6% |
18% |
False |
False |
1,127,198 |
| 20 |
114-080 |
111-315 |
2-085 |
2.0% |
0-218 |
0.6% |
13% |
False |
False |
1,125,926 |
| 40 |
118-138 |
111-315 |
6-142 |
5.7% |
0-207 |
0.6% |
5% |
False |
False |
1,128,978 |
| 60 |
119-108 |
111-315 |
7-112 |
6.5% |
0-203 |
0.6% |
4% |
False |
False |
1,064,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-212 |
|
2.618 |
113-275 |
|
1.618 |
113-117 |
|
1.000 |
113-020 |
|
0.618 |
112-280 |
|
HIGH |
112-182 |
|
0.618 |
112-122 |
|
0.500 |
112-104 |
|
0.382 |
112-085 |
|
LOW |
112-025 |
|
0.618 |
111-248 |
|
1.000 |
111-188 |
|
1.618 |
111-090 |
|
2.618 |
110-253 |
|
4.250 |
109-316 |
|
|
| Fisher Pivots for day following 03-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
112-104 |
112-189 |
| PP |
112-099 |
112-156 |
| S1 |
112-095 |
112-123 |
|