ECBOT 5 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 06-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2022 |
06-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
112-285 |
112-252 |
-0-032 |
-0.1% |
113-242 |
| High |
112-300 |
112-268 |
-0-032 |
-0.1% |
113-255 |
| Low |
112-198 |
112-110 |
-0-088 |
-0.2% |
112-198 |
| Close |
112-238 |
112-115 |
-0-122 |
-0.3% |
112-238 |
| Range |
0-102 |
0-158 |
0-055 |
53.7% |
1-058 |
| ATR |
0-175 |
0-174 |
-0-001 |
-0.7% |
0-000 |
| Volume |
6,045 |
22,392 |
16,347 |
270.4% |
162,627 |
|
| Daily Pivots for day following 06-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-317 |
113-213 |
112-202 |
|
| R3 |
113-159 |
113-056 |
112-158 |
|
| R2 |
113-002 |
113-002 |
112-144 |
|
| R1 |
112-218 |
112-218 |
112-129 |
112-191 |
| PP |
112-164 |
112-164 |
112-164 |
112-151 |
| S1 |
112-061 |
112-061 |
112-101 |
112-034 |
| S2 |
112-007 |
112-007 |
112-086 |
|
| S3 |
111-169 |
111-223 |
112-072 |
|
| S4 |
111-012 |
111-066 |
112-028 |
|
|
| Weekly Pivots for week ending 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-189 |
115-271 |
113-125 |
|
| R3 |
115-132 |
114-213 |
113-021 |
|
| R2 |
114-074 |
114-074 |
112-307 |
|
| R1 |
113-156 |
113-156 |
112-272 |
113-086 |
| PP |
113-017 |
113-017 |
113-017 |
112-302 |
| S1 |
112-098 |
112-098 |
112-203 |
112-029 |
| S2 |
111-279 |
111-279 |
112-168 |
|
| S3 |
110-222 |
111-041 |
112-134 |
|
| S4 |
109-164 |
109-303 |
112-030 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-255 |
112-110 |
1-145 |
1.3% |
0-148 |
0.4% |
1% |
False |
True |
37,003 |
| 10 |
114-018 |
112-110 |
1-228 |
1.5% |
0-143 |
0.4% |
1% |
False |
True |
997,034 |
| 20 |
114-018 |
111-295 |
2-042 |
1.9% |
0-172 |
0.5% |
21% |
False |
False |
1,065,383 |
| 40 |
114-080 |
111-295 |
2-105 |
2.1% |
0-197 |
0.5% |
19% |
False |
False |
1,099,662 |
| 60 |
117-142 |
111-295 |
5-168 |
4.9% |
0-198 |
0.6% |
8% |
False |
False |
1,115,541 |
| 80 |
119-108 |
111-295 |
7-132 |
6.6% |
0-201 |
0.6% |
6% |
False |
False |
1,111,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-297 |
|
2.618 |
114-040 |
|
1.618 |
113-202 |
|
1.000 |
113-105 |
|
0.618 |
113-045 |
|
HIGH |
112-268 |
|
0.618 |
112-207 |
|
0.500 |
112-189 |
|
0.382 |
112-170 |
|
LOW |
112-110 |
|
0.618 |
112-013 |
|
1.000 |
111-272 |
|
1.618 |
111-175 |
|
2.618 |
111-018 |
|
4.250 |
110-081 |
|
|
| Fisher Pivots for day following 06-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
112-189 |
112-208 |
| PP |
112-164 |
112-177 |
| S1 |
112-140 |
112-146 |
|