ECBOT 5 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 01-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2022 |
01-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
113-242 |
113-120 |
-0-122 |
-0.3% |
113-092 |
| High |
113-255 |
113-122 |
-0-132 |
-0.4% |
114-018 |
| Low |
113-068 |
112-230 |
-0-158 |
-0.4% |
112-298 |
| Close |
113-128 |
112-250 |
-0-198 |
-0.5% |
113-228 |
| Range |
0-188 |
0-212 |
0-025 |
13.3% |
1-040 |
| ATR |
0-186 |
0-189 |
0-002 |
1.2% |
0-000 |
| Volume |
98,136 |
41,984 |
-56,152 |
-57.2% |
9,785,326 |
|
| Daily Pivots for day following 01-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-305 |
114-170 |
113-047 |
|
| R3 |
114-092 |
113-278 |
112-308 |
|
| R2 |
113-200 |
113-200 |
112-289 |
|
| R1 |
113-065 |
113-065 |
112-269 |
113-026 |
| PP |
112-308 |
112-308 |
112-308 |
112-288 |
| S1 |
112-172 |
112-172 |
112-231 |
112-134 |
| S2 |
112-095 |
112-095 |
112-211 |
|
| S3 |
111-202 |
111-280 |
112-192 |
|
| S4 |
110-310 |
111-068 |
112-133 |
|
|
| 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 |
112-230 |
1-108 |
1.2% |
0-144 |
0.4% |
5% |
False |
True |
1,085,516 |
| 10 |
114-018 |
112-142 |
1-195 |
1.4% |
0-163 |
0.5% |
21% |
False |
False |
1,358,493 |
| 20 |
114-018 |
111-295 |
2-042 |
1.9% |
0-191 |
0.5% |
40% |
False |
False |
1,253,362 |
| 40 |
114-080 |
111-295 |
2-105 |
2.1% |
0-205 |
0.6% |
37% |
False |
False |
1,189,644 |
| 60 |
118-138 |
111-295 |
6-162 |
5.8% |
0-202 |
0.6% |
13% |
False |
False |
1,170,439 |
| 80 |
119-108 |
111-295 |
7-132 |
6.6% |
0-200 |
0.6% |
12% |
False |
False |
1,111,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-066 |
|
2.618 |
115-039 |
|
1.618 |
114-146 |
|
1.000 |
114-015 |
|
0.618 |
113-254 |
|
HIGH |
113-122 |
|
0.618 |
113-041 |
|
0.500 |
113-016 |
|
0.382 |
112-311 |
|
LOW |
112-230 |
|
0.618 |
112-099 |
|
1.000 |
112-018 |
|
1.618 |
111-206 |
|
2.618 |
110-314 |
|
4.250 |
109-287 |
|
|
| Fisher Pivots for day following 01-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
113-016 |
113-102 |
| PP |
112-308 |
113-045 |
| S1 |
112-279 |
112-308 |
|