ECBOT 5 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 09-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2022 |
09-May-2022 |
Change |
Change % |
Previous Week |
| Open |
112-095 |
112-010 |
-0-085 |
-0.2% |
112-150 |
| High |
112-162 |
112-258 |
0-095 |
0.3% |
112-305 |
| Low |
112-005 |
111-295 |
-0-030 |
-0.1% |
111-315 |
| Close |
112-072 |
112-175 |
0-102 |
0.3% |
112-072 |
| Range |
0-158 |
0-282 |
0-125 |
79.4% |
0-310 |
| ATR |
0-217 |
0-221 |
0-005 |
2.2% |
0-000 |
| Volume |
1,096,037 |
1,107,482 |
11,445 |
1.0% |
5,614,083 |
|
| Daily Pivots for day following 09-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-023 |
114-222 |
113-010 |
|
| R3 |
114-061 |
113-259 |
112-253 |
|
| R2 |
113-098 |
113-098 |
112-227 |
|
| R1 |
112-297 |
112-297 |
112-201 |
113-038 |
| PP |
112-136 |
112-136 |
112-136 |
112-166 |
| S1 |
112-014 |
112-014 |
112-149 |
112-075 |
| S2 |
111-173 |
111-173 |
112-123 |
|
| S3 |
110-211 |
111-052 |
112-097 |
|
| S4 |
109-248 |
110-089 |
112-020 |
|
|
| Weekly Pivots for week ending 06-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-094 |
114-233 |
112-243 |
|
| R3 |
114-104 |
113-243 |
112-158 |
|
| R2 |
113-114 |
113-114 |
112-129 |
|
| R1 |
112-253 |
112-253 |
112-101 |
112-189 |
| PP |
112-124 |
112-124 |
112-124 |
112-092 |
| S1 |
111-263 |
111-263 |
112-044 |
111-199 |
| S2 |
111-134 |
111-134 |
112-016 |
|
| S3 |
110-144 |
110-273 |
111-307 |
|
| S4 |
109-154 |
109-283 |
111-222 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-305 |
111-295 |
1-010 |
0.9% |
0-232 |
0.6% |
61% |
False |
True |
1,183,541 |
| 10 |
113-190 |
111-295 |
1-215 |
1.5% |
0-220 |
0.6% |
37% |
False |
True |
1,156,820 |
| 20 |
114-080 |
111-295 |
2-105 |
2.1% |
0-227 |
0.6% |
27% |
False |
True |
1,144,410 |
| 40 |
117-052 |
111-295 |
5-078 |
4.7% |
0-214 |
0.6% |
12% |
False |
True |
1,148,405 |
| 60 |
119-108 |
111-295 |
7-132 |
6.6% |
0-210 |
0.6% |
8% |
False |
True |
1,143,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-178 |
|
2.618 |
115-037 |
|
1.618 |
114-075 |
|
1.000 |
113-220 |
|
0.618 |
113-112 |
|
HIGH |
112-258 |
|
0.618 |
112-150 |
|
0.500 |
112-116 |
|
0.382 |
112-083 |
|
LOW |
111-295 |
|
0.618 |
111-120 |
|
1.000 |
111-012 |
|
1.618 |
110-158 |
|
2.618 |
109-195 |
|
4.250 |
108-054 |
|
|
| Fisher Pivots for day following 09-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
112-155 |
112-163 |
| PP |
112-136 |
112-152 |
| S1 |
112-116 |
112-140 |
|