ECBOT 5 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 20-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2022 |
20-May-2022 |
Change |
Change % |
Previous Week |
| Open |
112-288 |
113-062 |
0-095 |
0.3% |
112-318 |
| High |
113-145 |
113-138 |
-0-008 |
0.0% |
113-145 |
| Low |
112-245 |
112-318 |
0-072 |
0.2% |
112-142 |
| Close |
113-045 |
113-105 |
0-060 |
0.2% |
113-105 |
| Range |
0-220 |
0-140 |
-0-080 |
-36.4% |
1-002 |
| ATR |
0-214 |
0-209 |
-0-005 |
-2.5% |
0-000 |
| Volume |
1,418,910 |
1,038,106 |
-380,804 |
-26.8% |
5,556,543 |
|
| Daily Pivots for day following 20-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-180 |
114-122 |
113-182 |
|
| R3 |
114-040 |
113-302 |
113-144 |
|
| R2 |
113-220 |
113-220 |
113-131 |
|
| R1 |
113-162 |
113-162 |
113-118 |
113-191 |
| PP |
113-080 |
113-080 |
113-080 |
113-094 |
| S1 |
113-022 |
113-022 |
113-092 |
113-051 |
| S2 |
112-260 |
112-260 |
113-079 |
|
| S3 |
112-120 |
112-202 |
113-066 |
|
| S4 |
111-300 |
112-062 |
113-028 |
|
|
| Weekly Pivots for week ending 20-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-032 |
115-231 |
113-282 |
|
| R3 |
115-029 |
114-228 |
113-194 |
|
| R2 |
114-027 |
114-027 |
113-164 |
|
| R1 |
113-226 |
113-226 |
113-135 |
113-286 |
| PP |
113-024 |
113-024 |
113-024 |
113-054 |
| S1 |
112-223 |
112-223 |
113-075 |
112-284 |
| S2 |
112-022 |
112-022 |
113-046 |
|
| S3 |
111-019 |
111-221 |
113-016 |
|
| S4 |
110-017 |
110-218 |
112-248 |
|
|
| 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% |
0-191 |
0.5% |
88% |
False |
False |
1,111,308 |
| 10 |
113-145 |
111-295 |
1-170 |
1.4% |
0-201 |
0.6% |
92% |
False |
False |
1,133,732 |
| 20 |
113-190 |
111-295 |
1-215 |
1.5% |
0-211 |
0.6% |
84% |
False |
False |
1,149,770 |
| 40 |
114-308 |
111-295 |
3-012 |
2.7% |
0-214 |
0.6% |
46% |
False |
False |
1,163,741 |
| 60 |
119-108 |
111-295 |
7-132 |
6.5% |
0-214 |
0.6% |
19% |
False |
False |
1,172,942 |
| 80 |
119-108 |
111-295 |
7-132 |
6.5% |
0-197 |
0.5% |
19% |
False |
False |
987,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-092 |
|
2.618 |
114-184 |
|
1.618 |
114-044 |
|
1.000 |
113-278 |
|
0.618 |
113-224 |
|
HIGH |
113-138 |
|
0.618 |
113-084 |
|
0.500 |
113-068 |
|
0.382 |
113-051 |
|
LOW |
112-318 |
|
0.618 |
112-231 |
|
1.000 |
112-178 |
|
1.618 |
112-091 |
|
2.618 |
111-271 |
|
4.250 |
111-042 |
|
|
| Fisher Pivots for day following 20-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
113-092 |
113-065 |
| PP |
113-080 |
113-024 |
| S1 |
113-068 |
112-304 |
|