ECBOT 5 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 07-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2022 |
07-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
112-252 |
112-125 |
-0-128 |
-0.4% |
113-242 |
| High |
112-268 |
112-225 |
-0-042 |
-0.1% |
113-255 |
| Low |
112-110 |
112-080 |
-0-030 |
-0.1% |
112-198 |
| Close |
112-115 |
112-195 |
0-080 |
0.2% |
112-238 |
| Range |
0-158 |
0-145 |
-0-012 |
-7.9% |
1-058 |
| ATR |
0-174 |
0-172 |
-0-002 |
-1.2% |
0-000 |
| Volume |
22,392 |
3,371 |
-19,021 |
-84.9% |
162,627 |
|
| Daily Pivots for day following 07-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-282 |
113-223 |
112-275 |
|
| R3 |
113-137 |
113-078 |
112-235 |
|
| R2 |
112-312 |
112-312 |
112-222 |
|
| R1 |
112-253 |
112-253 |
112-208 |
112-282 |
| PP |
112-167 |
112-167 |
112-167 |
112-181 |
| S1 |
112-108 |
112-108 |
112-182 |
112-138 |
| S2 |
112-022 |
112-022 |
112-168 |
|
| S3 |
111-197 |
111-283 |
112-155 |
|
| S4 |
111-052 |
111-138 |
112-115 |
|
|
| 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 |
113-122 |
112-080 |
1-042 |
1.0% |
0-139 |
0.4% |
32% |
False |
True |
18,050 |
| 10 |
114-018 |
112-080 |
1-258 |
1.6% |
0-145 |
0.4% |
20% |
False |
True |
844,512 |
| 20 |
114-018 |
112-080 |
1-258 |
1.6% |
0-165 |
0.5% |
20% |
False |
True |
1,010,177 |
| 40 |
114-080 |
111-295 |
2-105 |
2.1% |
0-196 |
0.5% |
30% |
False |
False |
1,077,294 |
| 60 |
117-052 |
111-295 |
5-078 |
4.7% |
0-198 |
0.5% |
13% |
False |
False |
1,102,329 |
| 80 |
119-108 |
111-295 |
7-132 |
6.6% |
0-199 |
0.6% |
9% |
False |
False |
1,110,524 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-201 |
|
2.618 |
113-285 |
|
1.618 |
113-140 |
|
1.000 |
113-050 |
|
0.618 |
112-315 |
|
HIGH |
112-225 |
|
0.618 |
112-170 |
|
0.500 |
112-152 |
|
0.382 |
112-135 |
|
LOW |
112-080 |
|
0.618 |
111-310 |
|
1.000 |
111-255 |
|
1.618 |
111-165 |
|
2.618 |
111-020 |
|
4.250 |
110-104 |
|
|
| Fisher Pivots for day following 07-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
112-181 |
112-193 |
| PP |
112-167 |
112-192 |
| S1 |
112-152 |
112-190 |
|