ECBOT 5 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 24-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2022 |
24-May-2022 |
Change |
Change % |
Previous Week |
| Open |
113-092 |
113-010 |
-0-082 |
-0.2% |
112-318 |
| High |
113-105 |
113-238 |
0-132 |
0.4% |
113-145 |
| Low |
112-298 |
112-308 |
0-010 |
0.0% |
112-142 |
| Close |
112-315 |
113-185 |
0-190 |
0.5% |
113-105 |
| Range |
0-128 |
0-250 |
0-122 |
96.1% |
1-002 |
| ATR |
0-203 |
0-207 |
0-003 |
1.6% |
0-000 |
| Volume |
1,528,590 |
2,969,274 |
1,440,684 |
94.2% |
5,556,543 |
|
| Daily Pivots for day following 24-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-247 |
115-146 |
114-002 |
|
| R3 |
114-317 |
114-216 |
113-254 |
|
| R2 |
114-067 |
114-067 |
113-231 |
|
| R1 |
113-286 |
113-286 |
113-208 |
114-016 |
| PP |
113-137 |
113-137 |
113-137 |
113-162 |
| S1 |
113-036 |
113-036 |
113-162 |
113-086 |
| S2 |
112-207 |
112-207 |
113-139 |
|
| S3 |
111-277 |
112-106 |
113-116 |
|
| S4 |
111-027 |
111-176 |
113-048 |
|
|
| 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 |
113-238 |
112-142 |
1-095 |
1.1% |
0-183 |
0.5% |
87% |
True |
False |
1,631,470 |
| 10 |
113-238 |
112-098 |
1-140 |
1.3% |
0-193 |
0.5% |
89% |
True |
False |
1,354,000 |
| 20 |
113-238 |
111-295 |
1-262 |
1.6% |
0-200 |
0.6% |
91% |
True |
False |
1,257,136 |
| 40 |
114-278 |
111-295 |
2-302 |
2.6% |
0-209 |
0.6% |
56% |
False |
False |
1,207,917 |
| 60 |
119-108 |
111-295 |
7-132 |
6.5% |
0-215 |
0.6% |
22% |
False |
False |
1,199,122 |
| 80 |
119-108 |
111-295 |
7-132 |
6.5% |
0-199 |
0.5% |
22% |
False |
False |
1,043,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-020 |
|
2.618 |
115-252 |
|
1.618 |
115-002 |
|
1.000 |
114-168 |
|
0.618 |
114-072 |
|
HIGH |
113-238 |
|
0.618 |
113-142 |
|
0.500 |
113-112 |
|
0.382 |
113-083 |
|
LOW |
112-308 |
|
0.618 |
112-153 |
|
1.000 |
112-058 |
|
1.618 |
111-223 |
|
2.618 |
110-293 |
|
4.250 |
109-205 |
|
|
| Fisher Pivots for day following 24-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
113-161 |
113-159 |
| PP |
113-137 |
113-133 |
| S1 |
113-112 |
113-108 |
|