ECBOT 5 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 23-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2022 |
23-May-2022 |
Change |
Change % |
Previous Week |
| Open |
113-062 |
113-092 |
0-030 |
0.1% |
112-318 |
| High |
113-138 |
113-105 |
-0-032 |
-0.1% |
113-145 |
| Low |
112-318 |
112-298 |
-0-020 |
-0.1% |
112-142 |
| Close |
113-105 |
112-315 |
-0-110 |
-0.3% |
113-105 |
| Range |
0-140 |
0-128 |
-0-012 |
-8.9% |
1-002 |
| ATR |
0-209 |
0-203 |
-0-006 |
-2.8% |
0-000 |
| Volume |
1,038,106 |
1,528,590 |
490,484 |
47.2% |
5,556,543 |
|
| Daily Pivots for day following 23-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-088 |
114-009 |
113-065 |
|
| R3 |
113-281 |
113-202 |
113-030 |
|
| R2 |
113-153 |
113-153 |
113-018 |
|
| R1 |
113-074 |
113-074 |
113-007 |
113-050 |
| PP |
113-026 |
113-026 |
113-026 |
113-014 |
| S1 |
112-267 |
112-267 |
112-303 |
112-242 |
| S2 |
112-218 |
112-218 |
112-292 |
|
| S3 |
112-091 |
112-139 |
112-280 |
|
| S4 |
111-283 |
112-012 |
112-245 |
|
|
| 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% |
0-184 |
0.5% |
53% |
False |
False |
1,255,248 |
| 10 |
113-145 |
112-098 |
1-048 |
1.0% |
0-186 |
0.5% |
59% |
False |
False |
1,175,842 |
| 20 |
113-190 |
111-295 |
1-215 |
1.5% |
0-203 |
0.6% |
64% |
False |
False |
1,166,331 |
| 40 |
114-278 |
111-295 |
2-302 |
2.6% |
0-209 |
0.6% |
36% |
False |
False |
1,170,214 |
| 60 |
119-108 |
111-295 |
7-132 |
6.6% |
0-214 |
0.6% |
14% |
False |
False |
1,177,480 |
| 80 |
119-108 |
111-295 |
7-132 |
6.6% |
0-198 |
0.5% |
14% |
False |
False |
1,006,723 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-007 |
|
2.618 |
114-119 |
|
1.618 |
113-311 |
|
1.000 |
113-232 |
|
0.618 |
113-184 |
|
HIGH |
113-105 |
|
0.618 |
113-056 |
|
0.500 |
113-041 |
|
0.382 |
113-026 |
|
LOW |
112-298 |
|
0.618 |
112-219 |
|
1.000 |
112-170 |
|
1.618 |
112-091 |
|
2.618 |
111-284 |
|
4.250 |
111-076 |
|
|
| Fisher Pivots for day following 23-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
113-041 |
113-035 |
| PP |
113-026 |
113-022 |
| S1 |
113-010 |
113-008 |
|