ECBOT 5 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 11-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2022 |
11-May-2022 |
Change |
Change % |
Previous Week |
| Open |
112-218 |
112-255 |
0-038 |
0.1% |
112-150 |
| High |
113-032 |
113-050 |
0-018 |
0.0% |
112-305 |
| Low |
112-175 |
112-098 |
-0-078 |
-0.2% |
111-315 |
| Close |
112-258 |
112-305 |
0-048 |
0.1% |
112-072 |
| Range |
0-178 |
0-272 |
0-095 |
53.5% |
0-310 |
| ATR |
0-218 |
0-222 |
0-004 |
1.8% |
0-000 |
| Volume |
1,187,701 |
1,418,825 |
231,124 |
19.5% |
5,614,083 |
|
| Daily Pivots for day following 11-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-115 |
115-002 |
113-135 |
|
| R3 |
114-162 |
114-050 |
113-060 |
|
| R2 |
113-210 |
113-210 |
113-035 |
|
| R1 |
113-098 |
113-098 |
113-010 |
113-154 |
| PP |
112-258 |
112-258 |
112-258 |
112-286 |
| S1 |
112-145 |
112-145 |
112-280 |
112-201 |
| S2 |
111-305 |
111-305 |
112-255 |
|
| S3 |
111-032 |
111-192 |
112-230 |
|
| S4 |
110-080 |
110-240 |
112-155 |
|
|
| 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 |
113-050 |
111-295 |
1-075 |
1.1% |
0-232 |
0.6% |
84% |
True |
False |
1,208,891 |
| 10 |
113-098 |
111-295 |
1-122 |
1.2% |
0-217 |
0.6% |
75% |
False |
False |
1,192,494 |
| 20 |
114-080 |
111-295 |
2-105 |
2.1% |
0-227 |
0.6% |
44% |
False |
False |
1,151,857 |
| 40 |
116-142 |
111-295 |
4-168 |
4.0% |
0-215 |
0.6% |
23% |
False |
False |
1,164,988 |
| 60 |
119-108 |
111-295 |
7-132 |
6.6% |
0-210 |
0.6% |
14% |
False |
False |
1,185,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-248 |
|
2.618 |
115-123 |
|
1.618 |
114-171 |
|
1.000 |
114-002 |
|
0.618 |
113-218 |
|
HIGH |
113-050 |
|
0.618 |
112-266 |
|
0.500 |
112-234 |
|
0.382 |
112-202 |
|
LOW |
112-098 |
|
0.618 |
111-249 |
|
1.000 |
111-145 |
|
1.618 |
110-297 |
|
2.618 |
110-024 |
|
4.250 |
108-219 |
|
|
| Fisher Pivots for day following 11-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
112-281 |
112-261 |
| PP |
112-258 |
112-217 |
| S1 |
112-234 |
112-172 |
|