ECBOT 5 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 16-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2022 |
16-May-2022 |
Change |
Change % |
Previous Week |
| Open |
113-078 |
112-318 |
-0-080 |
-0.2% |
112-010 |
| High |
113-080 |
113-122 |
0-042 |
0.1% |
113-142 |
| Low |
112-268 |
112-282 |
0-015 |
0.0% |
111-295 |
| Close |
112-308 |
113-090 |
0-102 |
0.3% |
112-308 |
| Range |
0-132 |
0-160 |
0-028 |
20.8% |
1-168 |
| ATR |
0-218 |
0-214 |
-0-004 |
-1.9% |
0-000 |
| Volume |
812,244 |
808,893 |
-3,351 |
-0.4% |
5,780,778 |
|
| Daily Pivots for day following 16-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-218 |
114-154 |
113-178 |
|
| R3 |
114-058 |
113-314 |
113-134 |
|
| R2 |
113-218 |
113-218 |
113-119 |
|
| R1 |
113-154 |
113-154 |
113-105 |
113-186 |
| PP |
113-058 |
113-058 |
113-058 |
113-074 |
| S1 |
112-314 |
112-314 |
113-075 |
113-026 |
| S2 |
112-218 |
112-218 |
113-061 |
|
| S3 |
112-058 |
112-154 |
113-046 |
|
| S4 |
111-218 |
111-314 |
113-002 |
|
|
| 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 |
112-098 |
1-045 |
1.0% |
0-186 |
0.5% |
86% |
False |
False |
1,096,437 |
| 10 |
113-142 |
111-295 |
1-168 |
1.3% |
0-209 |
0.6% |
89% |
False |
False |
1,139,989 |
| 20 |
113-190 |
111-295 |
1-215 |
1.5% |
0-214 |
0.6% |
81% |
False |
False |
1,133,848 |
| 40 |
116-028 |
111-295 |
4-052 |
3.7% |
0-214 |
0.6% |
33% |
False |
False |
1,155,158 |
| 60 |
119-108 |
111-295 |
7-132 |
6.5% |
0-212 |
0.6% |
18% |
False |
False |
1,228,554 |
| 80 |
119-130 |
111-295 |
7-155 |
6.6% |
0-194 |
0.5% |
18% |
False |
False |
928,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-162 |
|
2.618 |
114-221 |
|
1.618 |
114-061 |
|
1.000 |
113-282 |
|
0.618 |
113-221 |
|
HIGH |
113-122 |
|
0.618 |
113-061 |
|
0.500 |
113-042 |
|
0.382 |
113-024 |
|
LOW |
112-282 |
|
0.618 |
112-184 |
|
1.000 |
112-122 |
|
1.618 |
112-024 |
|
2.618 |
111-184 |
|
4.250 |
110-242 |
|
|
| Fisher Pivots for day following 16-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
113-074 |
113-075 |
| PP |
113-058 |
113-060 |
| S1 |
113-042 |
113-045 |
|