ECBOT 5 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 17-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2022 |
17-May-2022 |
Change |
Change % |
Previous Week |
| Open |
112-318 |
113-088 |
0-090 |
0.2% |
112-010 |
| High |
113-122 |
113-112 |
-0-010 |
0.0% |
113-142 |
| Low |
112-282 |
112-175 |
-0-108 |
-0.3% |
111-295 |
| Close |
113-090 |
112-215 |
-0-195 |
-0.5% |
112-308 |
| Range |
0-160 |
0-258 |
0-098 |
60.9% |
1-168 |
| ATR |
0-214 |
0-217 |
0-003 |
1.5% |
0-000 |
| Volume |
808,893 |
1,088,162 |
279,269 |
34.5% |
5,780,778 |
|
| Daily Pivots for day following 17-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-087 |
114-248 |
113-037 |
|
| R3 |
114-149 |
113-311 |
112-286 |
|
| R2 |
113-212 |
113-212 |
112-262 |
|
| R1 |
113-053 |
113-053 |
112-239 |
113-004 |
| PP |
112-274 |
112-274 |
112-274 |
112-249 |
| S1 |
112-116 |
112-116 |
112-191 |
112-066 |
| S2 |
112-017 |
112-017 |
112-168 |
|
| S3 |
111-079 |
111-178 |
112-144 |
|
| S4 |
110-142 |
110-241 |
112-073 |
|
|
| 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% |
0-202 |
0.6% |
32% |
False |
False |
1,076,530 |
| 10 |
113-142 |
111-295 |
1-168 |
1.4% |
0-219 |
0.6% |
49% |
False |
False |
1,148,231 |
| 20 |
113-190 |
111-295 |
1-215 |
1.5% |
0-214 |
0.6% |
45% |
False |
False |
1,137,715 |
| 40 |
115-088 |
111-295 |
3-112 |
3.0% |
0-213 |
0.6% |
22% |
False |
False |
1,152,242 |
| 60 |
119-108 |
111-295 |
7-132 |
6.6% |
0-214 |
0.6% |
10% |
False |
False |
1,241,025 |
| 80 |
119-130 |
111-295 |
7-155 |
6.6% |
0-195 |
0.5% |
10% |
False |
False |
941,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-247 |
|
2.618 |
115-147 |
|
1.618 |
114-209 |
|
1.000 |
114-050 |
|
0.618 |
113-272 |
|
HIGH |
113-112 |
|
0.618 |
113-014 |
|
0.500 |
112-304 |
|
0.382 |
112-273 |
|
LOW |
112-175 |
|
0.618 |
112-016 |
|
1.000 |
111-238 |
|
1.618 |
111-078 |
|
2.618 |
110-141 |
|
4.250 |
109-041 |
|
|
| Fisher Pivots for day following 17-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
112-304 |
112-309 |
| PP |
112-274 |
112-278 |
| S1 |
112-245 |
112-246 |
|