ECBOT 5 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 13-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2022 |
13-May-2022 |
Change |
Change % |
Previous Week |
| Open |
112-282 |
113-078 |
0-115 |
0.3% |
112-010 |
| High |
113-142 |
113-080 |
-0-062 |
-0.2% |
113-142 |
| Low |
112-272 |
112-268 |
-0-005 |
0.0% |
111-295 |
| Close |
113-138 |
112-308 |
-0-150 |
-0.4% |
112-308 |
| Range |
0-190 |
0-132 |
-0-058 |
-30.3% |
1-168 |
| ATR |
0-220 |
0-218 |
-0-002 |
-1.0% |
0-000 |
| Volume |
1,254,526 |
812,244 |
-442,282 |
-35.3% |
5,780,778 |
|
| Daily Pivots for day following 13-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-082 |
114-008 |
113-060 |
|
| R3 |
113-270 |
113-195 |
113-024 |
|
| R2 |
113-138 |
113-138 |
113-012 |
|
| R1 |
113-062 |
113-062 |
113-000 |
113-034 |
| PP |
113-005 |
113-005 |
113-005 |
112-311 |
| S1 |
112-250 |
112-250 |
112-295 |
112-221 |
| S2 |
112-192 |
112-192 |
112-283 |
|
| S3 |
112-060 |
112-118 |
112-271 |
|
| S4 |
111-248 |
111-305 |
112-235 |
|
|
| Weekly Pivots for week ending 13-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-111 |
116-217 |
113-256 |
|
| R3 |
115-263 |
115-049 |
113-122 |
|
| R2 |
114-096 |
114-096 |
113-077 |
|
| R1 |
113-202 |
113-202 |
113-032 |
113-309 |
| PP |
112-248 |
112-248 |
112-248 |
112-302 |
| S1 |
112-034 |
112-034 |
112-263 |
112-141 |
| S2 |
111-081 |
111-081 |
112-218 |
|
| S3 |
109-233 |
110-187 |
112-173 |
|
| S4 |
108-066 |
109-019 |
112-039 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-142 |
111-295 |
1-168 |
1.3% |
0-211 |
0.6% |
68% |
False |
False |
1,156,155 |
| 10 |
113-142 |
111-295 |
1-168 |
1.3% |
0-208 |
0.6% |
68% |
False |
False |
1,139,486 |
| 20 |
113-190 |
111-295 |
1-215 |
1.5% |
0-213 |
0.6% |
62% |
False |
False |
1,121,253 |
| 40 |
116-100 |
111-295 |
4-125 |
3.9% |
0-213 |
0.6% |
24% |
False |
False |
1,154,864 |
| 60 |
119-108 |
111-295 |
7-132 |
6.6% |
0-212 |
0.6% |
14% |
False |
False |
1,217,376 |
| 80 |
119-130 |
111-295 |
7-155 |
6.6% |
0-193 |
0.5% |
14% |
False |
False |
918,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-003 |
|
2.618 |
114-107 |
|
1.618 |
113-294 |
|
1.000 |
113-212 |
|
0.618 |
113-162 |
|
HIGH |
113-080 |
|
0.618 |
113-029 |
|
0.500 |
113-014 |
|
0.382 |
112-318 |
|
LOW |
112-268 |
|
0.618 |
112-186 |
|
1.000 |
112-135 |
|
1.618 |
112-053 |
|
2.618 |
111-241 |
|
4.250 |
111-024 |
|
|
| Fisher Pivots for day following 13-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
113-014 |
112-298 |
| PP |
113-005 |
112-289 |
| S1 |
112-316 |
112-280 |
|