ECBOT 5 Year T-Note Future June 2022
Trading Metrics calculated at close of trading on 10-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2022 |
10-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
112-118 |
112-082 |
-0-035 |
-0.1% |
112-252 |
High |
112-155 |
112-100 |
-0-055 |
-0.2% |
112-268 |
Low |
112-048 |
111-098 |
-0-270 |
-0.8% |
111-098 |
Close |
112-085 |
111-115 |
-0-290 |
-0.8% |
111-115 |
Range |
0-108 |
1-002 |
0-215 |
200.0% |
1-170 |
ATR |
0-162 |
0-173 |
0-011 |
7.1% |
0-000 |
Volume |
4,593 |
3,497 |
-1,096 |
-23.9% |
39,230 |
|
Daily Pivots for day following 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-218 |
114-009 |
111-292 |
|
R3 |
113-216 |
113-007 |
111-204 |
|
R2 |
112-213 |
112-213 |
111-174 |
|
R1 |
112-004 |
112-004 |
111-145 |
111-268 |
PP |
111-211 |
111-211 |
111-211 |
111-182 |
S1 |
111-002 |
111-002 |
111-085 |
110-265 |
S2 |
110-208 |
110-208 |
111-056 |
|
S3 |
109-206 |
109-319 |
111-026 |
|
S4 |
108-203 |
108-317 |
110-258 |
|
|
Weekly Pivots for week ending 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-137 |
115-136 |
112-064 |
|
R3 |
114-287 |
113-286 |
111-250 |
|
R2 |
113-117 |
113-117 |
111-205 |
|
R1 |
112-116 |
112-116 |
111-160 |
112-031 |
PP |
111-267 |
111-267 |
111-267 |
111-224 |
S1 |
110-266 |
110-266 |
111-070 |
110-181 |
S2 |
110-097 |
110-097 |
111-025 |
|
S3 |
108-247 |
109-096 |
110-300 |
|
S4 |
107-077 |
107-246 |
110-166 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
112-268 |
111-098 |
1-170 |
1.4% |
0-161 |
0.5% |
4% |
False |
True |
7,846 |
10 |
113-295 |
111-098 |
2-198 |
2.4% |
0-146 |
0.4% |
2% |
False |
True |
62,954 |
20 |
114-018 |
111-098 |
2-240 |
2.5% |
0-158 |
0.4% |
2% |
False |
True |
817,798 |
40 |
114-065 |
111-098 |
2-288 |
2.6% |
0-190 |
0.5% |
2% |
False |
True |
976,648 |
60 |
116-100 |
111-098 |
5-002 |
4.5% |
0-195 |
0.5% |
1% |
False |
True |
1,046,829 |
80 |
119-108 |
111-098 |
8-010 |
7.2% |
0-198 |
0.6% |
1% |
False |
True |
1,108,829 |
100 |
119-130 |
111-098 |
8-032 |
7.3% |
0-187 |
0.5% |
1% |
False |
True |
889,968 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
116-191 |
2.618 |
114-304 |
1.618 |
113-302 |
1.000 |
113-102 |
0.618 |
112-299 |
HIGH |
112-100 |
0.618 |
111-297 |
0.500 |
111-259 |
0.382 |
111-221 |
LOW |
111-098 |
0.618 |
110-218 |
1.000 |
110-095 |
1.618 |
109-216 |
2.618 |
108-213 |
4.250 |
107-007 |
|
|
Fisher Pivots for day following 10-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
111-259 |
111-298 |
PP |
111-211 |
111-237 |
S1 |
111-163 |
111-176 |
|