ECBOT 5 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 27-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2022 |
27-May-2022 |
Change |
Change % |
Previous Week |
| Open |
113-255 |
113-262 |
0-008 |
0.0% |
113-092 |
| High |
114-018 |
113-295 |
-0-042 |
-0.1% |
114-018 |
| Low |
113-212 |
113-222 |
0-010 |
0.0% |
112-298 |
| Close |
113-265 |
113-228 |
-0-038 |
-0.1% |
113-228 |
| Range |
0-125 |
0-072 |
-0-052 |
-42.0% |
1-040 |
| ATR |
0-195 |
0-186 |
-0-009 |
-4.5% |
0-000 |
| Volume |
1,414,667 |
427,684 |
-986,983 |
-69.8% |
9,785,326 |
|
| Daily Pivots for day following 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-146 |
114-099 |
113-267 |
|
| R3 |
114-073 |
114-027 |
113-247 |
|
| R2 |
114-001 |
114-001 |
113-241 |
|
| R1 |
113-274 |
113-274 |
113-234 |
113-261 |
| PP |
113-248 |
113-248 |
113-248 |
113-242 |
| S1 |
113-202 |
113-202 |
113-221 |
113-189 |
| S2 |
113-176 |
113-176 |
113-214 |
|
| S3 |
113-103 |
113-129 |
113-208 |
|
| S4 |
113-031 |
113-057 |
113-188 |
|
|
| Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-301 |
116-144 |
114-106 |
|
| R3 |
115-261 |
115-104 |
114-006 |
|
| R2 |
114-221 |
114-221 |
113-294 |
|
| R1 |
114-064 |
114-064 |
113-260 |
114-142 |
| PP |
113-181 |
113-181 |
113-181 |
113-220 |
| S1 |
113-024 |
113-024 |
113-194 |
113-102 |
| S2 |
112-141 |
112-141 |
113-162 |
|
| S3 |
111-101 |
111-304 |
113-128 |
|
| S4 |
110-061 |
110-264 |
113-030 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-018 |
112-298 |
1-040 |
1.0% |
0-139 |
0.4% |
69% |
False |
False |
1,957,065 |
| 10 |
114-018 |
112-142 |
1-195 |
1.4% |
0-165 |
0.5% |
79% |
False |
False |
1,534,186 |
| 20 |
114-018 |
111-295 |
2-042 |
1.9% |
0-186 |
0.5% |
84% |
False |
False |
1,336,836 |
| 40 |
114-162 |
111-295 |
2-188 |
2.3% |
0-203 |
0.6% |
69% |
False |
False |
1,242,493 |
| 60 |
119-058 |
111-295 |
7-082 |
6.4% |
0-205 |
0.6% |
25% |
False |
False |
1,208,683 |
| 80 |
119-108 |
111-295 |
7-132 |
6.5% |
0-200 |
0.5% |
24% |
False |
False |
1,109,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-283 |
|
2.618 |
114-165 |
|
1.618 |
114-092 |
|
1.000 |
114-048 |
|
0.618 |
114-020 |
|
HIGH |
113-295 |
|
0.618 |
113-267 |
|
0.500 |
113-259 |
|
0.382 |
113-250 |
|
LOW |
113-222 |
|
0.618 |
113-178 |
|
1.000 |
113-150 |
|
1.618 |
113-105 |
|
2.618 |
113-033 |
|
4.250 |
112-234 |
|
|
| Fisher Pivots for day following 27-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
113-259 |
113-254 |
| PP |
113-248 |
113-245 |
| S1 |
113-238 |
113-236 |
|