ECBOT 5 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 19-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2022 |
19-May-2022 |
Change |
Change % |
Previous Week |
| Open |
112-188 |
112-288 |
0-100 |
0.3% |
112-010 |
| High |
113-000 |
113-145 |
0-145 |
0.4% |
113-142 |
| Low |
112-142 |
112-245 |
0-102 |
0.3% |
111-295 |
| Close |
112-292 |
113-045 |
0-072 |
0.2% |
112-308 |
| Range |
0-178 |
0-220 |
0-042 |
23.9% |
1-168 |
| ATR |
0-214 |
0-214 |
0-000 |
0.2% |
0-000 |
| Volume |
1,202,472 |
1,418,910 |
216,438 |
18.0% |
5,780,778 |
|
| Daily Pivots for day following 19-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-058 |
114-272 |
113-166 |
|
| R3 |
114-158 |
114-052 |
113-106 |
|
| R2 |
113-258 |
113-258 |
113-085 |
|
| R1 |
113-152 |
113-152 |
113-065 |
113-205 |
| PP |
113-038 |
113-038 |
113-038 |
113-065 |
| S1 |
112-252 |
112-252 |
113-025 |
112-305 |
| S2 |
112-138 |
112-138 |
113-005 |
|
| S3 |
111-238 |
112-032 |
112-304 |
|
| S4 |
111-018 |
111-132 |
112-244 |
|
|
| 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 |
113-145 |
112-142 |
1-002 |
0.9% |
0-190 |
0.5% |
69% |
True |
False |
1,066,136 |
| 10 |
113-145 |
111-295 |
1-170 |
1.4% |
0-203 |
0.6% |
80% |
True |
False |
1,139,525 |
| 20 |
113-190 |
111-295 |
1-215 |
1.5% |
0-214 |
0.6% |
73% |
False |
False |
1,159,277 |
| 40 |
115-078 |
111-295 |
3-102 |
2.9% |
0-215 |
0.6% |
37% |
False |
False |
1,161,312 |
| 60 |
119-108 |
111-295 |
7-132 |
6.6% |
0-216 |
0.6% |
16% |
False |
False |
1,200,051 |
| 80 |
119-108 |
111-295 |
7-132 |
6.6% |
0-198 |
0.5% |
16% |
False |
False |
974,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-120 |
|
2.618 |
115-081 |
|
1.618 |
114-181 |
|
1.000 |
114-045 |
|
0.618 |
113-281 |
|
HIGH |
113-145 |
|
0.618 |
113-061 |
|
0.500 |
113-035 |
|
0.382 |
113-009 |
|
LOW |
112-245 |
|
0.618 |
112-109 |
|
1.000 |
112-025 |
|
1.618 |
111-209 |
|
2.618 |
110-309 |
|
4.250 |
109-270 |
|
|
| Fisher Pivots for day following 19-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
113-042 |
113-025 |
| PP |
113-038 |
113-004 |
| S1 |
113-035 |
112-304 |
|