ECBOT 5 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 08-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2022 |
08-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
112-125 |
112-178 |
0-052 |
0.1% |
113-242 |
| High |
112-225 |
112-178 |
-0-048 |
-0.1% |
113-255 |
| Low |
112-080 |
112-105 |
0-025 |
0.1% |
112-198 |
| Close |
112-195 |
112-132 |
-0-062 |
-0.2% |
112-238 |
| Range |
0-145 |
0-072 |
-0-072 |
-50.0% |
1-058 |
| ATR |
0-172 |
0-166 |
-0-006 |
-3.4% |
0-000 |
| Volume |
3,371 |
5,377 |
2,006 |
59.5% |
162,627 |
|
| Daily Pivots for day following 08-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-036 |
112-317 |
112-172 |
|
| R3 |
112-283 |
112-244 |
112-152 |
|
| R2 |
112-211 |
112-211 |
112-146 |
|
| R1 |
112-172 |
112-172 |
112-139 |
112-155 |
| PP |
112-138 |
112-138 |
112-138 |
112-130 |
| S1 |
112-099 |
112-099 |
112-126 |
112-082 |
| S2 |
112-066 |
112-066 |
112-119 |
|
| S3 |
111-313 |
112-027 |
112-113 |
|
| S4 |
111-241 |
111-274 |
112-093 |
|
|
| 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 |
112-305 |
112-080 |
0-225 |
0.6% |
0-111 |
0.3% |
23% |
False |
False |
10,729 |
| 10 |
114-018 |
112-080 |
1-258 |
1.6% |
0-127 |
0.4% |
9% |
False |
False |
548,122 |
| 20 |
114-018 |
112-080 |
1-258 |
1.6% |
0-160 |
0.4% |
9% |
False |
False |
951,061 |
| 40 |
114-080 |
111-295 |
2-105 |
2.1% |
0-195 |
0.5% |
21% |
False |
False |
1,054,087 |
| 60 |
116-245 |
111-295 |
4-270 |
4.3% |
0-195 |
0.5% |
10% |
False |
False |
1,086,979 |
| 80 |
119-108 |
111-295 |
7-132 |
6.6% |
0-197 |
0.5% |
7% |
False |
False |
1,109,890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-166 |
|
2.618 |
113-047 |
|
1.618 |
112-295 |
|
1.000 |
112-250 |
|
0.618 |
112-222 |
|
HIGH |
112-178 |
|
0.618 |
112-150 |
|
0.500 |
112-141 |
|
0.382 |
112-133 |
|
LOW |
112-105 |
|
0.618 |
112-060 |
|
1.000 |
112-032 |
|
1.618 |
111-308 |
|
2.618 |
111-235 |
|
4.250 |
111-117 |
|
|
| Fisher Pivots for day following 08-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
112-141 |
112-174 |
| PP |
112-138 |
112-160 |
| S1 |
112-135 |
112-146 |
|