ECBOT 5 Year T-Note Future June 2022
Trading Metrics calculated at close of trading on 09-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2022 |
09-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
112-178 |
112-118 |
-0-060 |
-0.2% |
113-242 |
High |
112-178 |
112-155 |
-0-022 |
-0.1% |
113-255 |
Low |
112-105 |
112-048 |
-0-058 |
-0.2% |
112-198 |
Close |
112-132 |
112-085 |
-0-048 |
-0.1% |
112-238 |
Range |
0-072 |
0-108 |
0-035 |
48.3% |
1-058 |
ATR |
0-166 |
0-162 |
-0-004 |
-2.5% |
0-000 |
Volume |
5,377 |
4,593 |
-784 |
-14.6% |
162,627 |
|
Daily Pivots for day following 09-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-098 |
113-039 |
112-144 |
|
R3 |
112-311 |
112-252 |
112-115 |
|
R2 |
112-203 |
112-203 |
112-105 |
|
R1 |
112-144 |
112-144 |
112-095 |
112-120 |
PP |
112-096 |
112-096 |
112-096 |
112-084 |
S1 |
112-037 |
112-037 |
112-075 |
112-012 |
S2 |
111-308 |
111-308 |
112-065 |
|
S3 |
111-201 |
111-249 |
112-055 |
|
S4 |
111-093 |
111-142 |
112-026 |
|
|
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 |
112-300 |
112-048 |
0-252 |
0.7% |
0-117 |
0.3% |
15% |
False |
True |
8,355 |
10 |
114-018 |
112-048 |
1-290 |
1.7% |
0-126 |
0.4% |
6% |
False |
True |
204,071 |
20 |
114-018 |
112-048 |
1-290 |
1.7% |
0-152 |
0.4% |
6% |
False |
True |
880,349 |
40 |
114-080 |
111-295 |
2-105 |
2.1% |
0-189 |
0.5% |
15% |
False |
False |
1,016,103 |
60 |
116-142 |
111-295 |
4-168 |
4.0% |
0-194 |
0.5% |
8% |
False |
False |
1,070,108 |
80 |
119-108 |
111-295 |
7-132 |
6.6% |
0-195 |
0.5% |
5% |
False |
False |
1,109,426 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-292 |
2.618 |
113-116 |
1.618 |
113-009 |
1.000 |
112-262 |
0.618 |
112-221 |
HIGH |
112-155 |
0.618 |
112-114 |
0.500 |
112-101 |
0.382 |
112-089 |
LOW |
112-048 |
0.618 |
111-301 |
1.000 |
111-260 |
1.618 |
111-194 |
2.618 |
111-086 |
4.250 |
110-231 |
|
|
Fisher Pivots for day following 09-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
112-101 |
112-136 |
PP |
112-096 |
112-119 |
S1 |
112-090 |
112-102 |
|