ECBOT 5 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 13-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2022 |
13-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
112-082 |
111-055 |
-1-028 |
-1.0% |
112-252 |
| High |
112-100 |
111-072 |
-1-028 |
-1.0% |
112-268 |
| Low |
111-098 |
109-272 |
-1-145 |
-1.3% |
111-098 |
| Close |
111-115 |
110-110 |
-1-005 |
-0.9% |
111-115 |
| Range |
1-002 |
1-120 |
0-118 |
36.4% |
1-170 |
| ATR |
0-173 |
0-195 |
0-022 |
12.8% |
0-000 |
| Volume |
3,497 |
4,451 |
954 |
27.3% |
39,230 |
|
| Daily Pivots for day following 13-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-192 |
113-271 |
111-032 |
|
| R3 |
113-072 |
112-151 |
110-231 |
|
| R2 |
111-272 |
111-272 |
110-191 |
|
| R1 |
111-031 |
111-031 |
110-150 |
110-251 |
| PP |
110-152 |
110-152 |
110-152 |
110-102 |
| S1 |
109-231 |
109-231 |
110-070 |
109-131 |
| S2 |
109-032 |
109-032 |
110-029 |
|
| S3 |
107-232 |
108-111 |
109-309 |
|
| S4 |
106-112 |
106-311 |
109-188 |
|
|
| 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 |
112-225 |
109-272 |
2-272 |
2.6% |
0-218 |
0.6% |
17% |
False |
True |
4,257 |
| 10 |
113-255 |
109-272 |
3-302 |
3.6% |
0-182 |
0.5% |
12% |
False |
True |
20,630 |
| 20 |
114-018 |
109-272 |
4-065 |
3.8% |
0-174 |
0.5% |
12% |
False |
True |
777,408 |
| 40 |
114-018 |
109-272 |
4-065 |
3.8% |
0-193 |
0.5% |
12% |
False |
True |
949,331 |
| 60 |
116-100 |
109-272 |
6-148 |
5.9% |
0-200 |
0.6% |
8% |
False |
True |
1,029,046 |
| 80 |
119-108 |
109-272 |
9-155 |
8.6% |
0-202 |
0.6% |
5% |
False |
True |
1,107,384 |
| 100 |
119-130 |
109-272 |
9-178 |
8.7% |
0-189 |
0.5% |
5% |
False |
True |
890,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-022 |
|
2.618 |
114-264 |
|
1.618 |
113-144 |
|
1.000 |
112-192 |
|
0.618 |
112-024 |
|
HIGH |
111-072 |
|
0.618 |
110-224 |
|
0.500 |
110-172 |
|
0.382 |
110-121 |
|
LOW |
109-272 |
|
0.618 |
109-001 |
|
1.000 |
108-152 |
|
1.618 |
107-201 |
|
2.618 |
106-081 |
|
4.250 |
104-002 |
|
|
| Fisher Pivots for day following 13-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
110-172 |
111-054 |
| PP |
110-152 |
110-286 |
| S1 |
110-131 |
110-198 |
|