ECBOT 5 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 04-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2022 |
04-May-2022 |
Change |
Change % |
Previous Week |
| Open |
112-078 |
112-060 |
-0-018 |
0.0% |
112-160 |
| High |
112-182 |
112-290 |
0-108 |
0.3% |
113-190 |
| Low |
112-025 |
111-315 |
-0-030 |
-0.1% |
112-125 |
| Close |
112-090 |
112-278 |
0-188 |
0.5% |
112-215 |
| Range |
0-158 |
0-295 |
0-138 |
87.3% |
1-065 |
| ATR |
0-212 |
0-218 |
0-006 |
2.8% |
0-000 |
| Volume |
1,005,746 |
1,474,032 |
468,286 |
46.6% |
6,044,010 |
|
| Daily Pivots for day following 04-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-112 |
115-010 |
113-120 |
|
| R3 |
114-138 |
114-035 |
113-039 |
|
| R2 |
113-162 |
113-162 |
113-012 |
|
| R1 |
113-060 |
113-060 |
112-305 |
113-111 |
| PP |
112-188 |
112-188 |
112-188 |
112-213 |
| S1 |
112-085 |
112-085 |
112-250 |
112-136 |
| S2 |
111-212 |
111-212 |
112-223 |
|
| S3 |
110-238 |
111-110 |
112-196 |
|
| S4 |
109-262 |
110-135 |
112-115 |
|
|
| 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 |
113-098 |
111-315 |
1-102 |
1.2% |
0-202 |
0.6% |
67% |
False |
True |
1,176,098 |
| 10 |
113-190 |
111-315 |
1-195 |
1.4% |
0-222 |
0.6% |
55% |
False |
True |
1,177,990 |
| 20 |
114-080 |
111-315 |
2-085 |
2.0% |
0-218 |
0.6% |
39% |
False |
True |
1,148,561 |
| 40 |
118-030 |
111-315 |
6-035 |
5.4% |
0-210 |
0.6% |
14% |
False |
True |
1,134,817 |
| 60 |
119-108 |
111-315 |
7-112 |
6.5% |
0-207 |
0.6% |
12% |
False |
True |
1,088,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-264 |
|
2.618 |
115-102 |
|
1.618 |
114-127 |
|
1.000 |
113-265 |
|
0.618 |
113-152 |
|
HIGH |
112-290 |
|
0.618 |
112-177 |
|
0.500 |
112-142 |
|
0.382 |
112-108 |
|
LOW |
111-315 |
|
0.618 |
111-133 |
|
1.000 |
111-020 |
|
1.618 |
110-158 |
|
2.618 |
109-183 |
|
4.250 |
108-021 |
|
|
| Fisher Pivots for day following 04-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
112-232 |
112-232 |
| PP |
112-188 |
112-188 |
| S1 |
112-142 |
112-142 |
|