ECBOT 5 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 31-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2022 |
31-May-2022 |
Change |
Change % |
Previous Week |
| Open |
113-262 |
113-242 |
-0-020 |
-0.1% |
113-092 |
| High |
113-295 |
113-255 |
-0-040 |
-0.1% |
114-018 |
| Low |
113-222 |
113-068 |
-0-155 |
-0.4% |
112-298 |
| Close |
113-228 |
113-128 |
-0-100 |
-0.3% |
113-228 |
| Range |
0-072 |
0-188 |
0-115 |
158.6% |
1-040 |
| ATR |
0-186 |
0-186 |
0-000 |
0.0% |
0-000 |
| Volume |
427,684 |
98,136 |
-329,548 |
-77.1% |
9,785,326 |
|
| Daily Pivots for day following 31-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-072 |
114-288 |
113-231 |
|
| R3 |
114-205 |
114-100 |
113-179 |
|
| R2 |
114-018 |
114-018 |
113-162 |
|
| R1 |
113-232 |
113-232 |
113-145 |
113-191 |
| PP |
113-150 |
113-150 |
113-150 |
113-129 |
| S1 |
113-045 |
113-045 |
113-110 |
113-004 |
| S2 |
112-282 |
112-282 |
113-093 |
|
| S3 |
112-095 |
112-178 |
113-076 |
|
| S4 |
111-228 |
111-310 |
113-024 |
|
|
| 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 |
112-308 |
1-030 |
1.0% |
0-151 |
0.4% |
40% |
False |
False |
1,670,974 |
| 10 |
114-018 |
112-142 |
1-195 |
1.4% |
0-168 |
0.5% |
59% |
False |
False |
1,463,111 |
| 20 |
114-018 |
111-295 |
2-042 |
1.9% |
0-188 |
0.5% |
69% |
False |
False |
1,301,550 |
| 40 |
114-080 |
111-295 |
2-105 |
2.1% |
0-203 |
0.6% |
63% |
False |
False |
1,212,087 |
| 60 |
119-058 |
111-295 |
7-082 |
6.4% |
0-203 |
0.6% |
20% |
False |
False |
1,189,853 |
| 80 |
119-108 |
111-295 |
7-132 |
6.5% |
0-200 |
0.6% |
20% |
False |
False |
1,111,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-092 |
|
2.618 |
115-106 |
|
1.618 |
114-238 |
|
1.000 |
114-122 |
|
0.618 |
114-051 |
|
HIGH |
113-255 |
|
0.618 |
113-183 |
|
0.500 |
113-161 |
|
0.382 |
113-139 |
|
LOW |
113-068 |
|
0.618 |
112-272 |
|
1.000 |
112-200 |
|
1.618 |
112-084 |
|
2.618 |
111-217 |
|
4.250 |
110-231 |
|
|
| Fisher Pivots for day following 31-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
113-161 |
113-202 |
| PP |
113-150 |
113-178 |
| S1 |
113-139 |
113-152 |
|