ECBOT 5 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 05-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2022 |
05-May-2022 |
Change |
Change % |
Previous Week |
| Open |
112-060 |
112-245 |
0-185 |
0.5% |
112-160 |
| High |
112-290 |
112-305 |
0-015 |
0.0% |
113-190 |
| Low |
111-315 |
112-038 |
0-042 |
0.1% |
112-125 |
| Close |
112-278 |
112-085 |
-0-192 |
-0.5% |
112-215 |
| Range |
0-295 |
0-268 |
-0-028 |
-9.3% |
1-065 |
| ATR |
0-218 |
0-221 |
0-004 |
1.6% |
0-000 |
| Volume |
1,474,032 |
1,234,411 |
-239,621 |
-16.3% |
6,044,010 |
|
| Daily Pivots for day following 05-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-305 |
114-142 |
112-232 |
|
| R3 |
114-038 |
113-195 |
112-159 |
|
| R2 |
113-090 |
113-090 |
112-134 |
|
| R1 |
112-248 |
112-248 |
112-110 |
112-195 |
| PP |
112-142 |
112-142 |
112-142 |
112-116 |
| S1 |
111-300 |
111-300 |
112-060 |
111-248 |
| S2 |
111-195 |
111-195 |
112-036 |
|
| S3 |
110-248 |
111-032 |
112-011 |
|
| S4 |
109-300 |
110-085 |
111-258 |
|
|
| 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 |
113-032 |
111-315 |
1-038 |
1.0% |
0-216 |
0.6% |
25% |
False |
False |
1,179,954 |
| 10 |
113-190 |
111-315 |
1-195 |
1.4% |
0-224 |
0.6% |
17% |
False |
False |
1,179,030 |
| 20 |
114-080 |
111-315 |
2-085 |
2.0% |
0-220 |
0.6% |
12% |
False |
False |
1,141,216 |
| 40 |
117-222 |
111-315 |
5-228 |
5.1% |
0-211 |
0.6% |
5% |
False |
False |
1,139,904 |
| 60 |
119-108 |
111-315 |
7-112 |
6.5% |
0-210 |
0.6% |
4% |
False |
False |
1,108,753 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-162 |
|
2.618 |
115-045 |
|
1.618 |
114-098 |
|
1.000 |
113-252 |
|
0.618 |
113-150 |
|
HIGH |
112-305 |
|
0.618 |
112-203 |
|
0.500 |
112-171 |
|
0.382 |
112-140 |
|
LOW |
112-038 |
|
0.618 |
111-192 |
|
1.000 |
111-090 |
|
1.618 |
110-245 |
|
2.618 |
109-297 |
|
4.250 |
108-181 |
|
|
| Fisher Pivots for day following 05-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
112-171 |
112-150 |
| PP |
112-142 |
112-128 |
| S1 |
112-114 |
112-107 |
|