ECBOT 5 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 02-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2022 |
02-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
113-120 |
112-302 |
-0-138 |
-0.4% |
113-092 |
| High |
113-122 |
112-305 |
-0-138 |
-0.4% |
114-018 |
| Low |
112-230 |
112-228 |
-0-002 |
0.0% |
112-298 |
| Close |
112-250 |
112-290 |
0-040 |
0.1% |
113-228 |
| Range |
0-212 |
0-078 |
-0-135 |
-63.5% |
1-040 |
| ATR |
0-189 |
0-181 |
-0-008 |
-4.2% |
0-000 |
| Volume |
41,984 |
16,462 |
-25,522 |
-60.8% |
9,785,326 |
|
| Daily Pivots for day following 02-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-187 |
113-156 |
113-013 |
|
| R3 |
113-109 |
113-078 |
112-311 |
|
| R2 |
113-032 |
113-032 |
112-304 |
|
| R1 |
113-001 |
113-001 |
112-297 |
112-298 |
| PP |
112-274 |
112-274 |
112-274 |
112-262 |
| S1 |
112-243 |
112-243 |
112-283 |
112-220 |
| S2 |
112-197 |
112-197 |
112-276 |
|
| S3 |
112-119 |
112-166 |
112-269 |
|
| S4 |
112-042 |
112-088 |
112-247 |
|
|
| 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 |
112-228 |
1-110 |
1.2% |
0-135 |
0.4% |
15% |
False |
True |
399,786 |
| 10 |
114-018 |
112-228 |
1-110 |
1.2% |
0-153 |
0.4% |
15% |
False |
True |
1,239,892 |
| 20 |
114-018 |
111-295 |
2-042 |
1.9% |
0-180 |
0.5% |
46% |
False |
False |
1,180,483 |
| 40 |
114-080 |
111-295 |
2-105 |
2.1% |
0-199 |
0.6% |
42% |
False |
False |
1,164,522 |
| 60 |
118-030 |
111-295 |
6-055 |
5.5% |
0-200 |
0.6% |
16% |
False |
False |
1,150,039 |
| 80 |
119-108 |
111-295 |
7-132 |
6.6% |
0-200 |
0.6% |
13% |
False |
False |
1,111,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-314 |
|
2.618 |
113-188 |
|
1.618 |
113-110 |
|
1.000 |
113-062 |
|
0.618 |
113-033 |
|
HIGH |
112-305 |
|
0.618 |
112-275 |
|
0.500 |
112-266 |
|
0.382 |
112-257 |
|
LOW |
112-228 |
|
0.618 |
112-180 |
|
1.000 |
112-150 |
|
1.618 |
112-102 |
|
2.618 |
112-025 |
|
4.250 |
111-218 |
|
|
| Fisher Pivots for day following 02-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
112-282 |
113-081 |
| PP |
112-274 |
113-044 |
| S1 |
112-266 |
113-007 |
|