ECBOT 5 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 14-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2022 |
14-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
111-055 |
110-050 |
-1-005 |
-0.9% |
112-252 |
| High |
111-072 |
110-280 |
-0-112 |
-0.3% |
112-268 |
| Low |
109-272 |
109-230 |
-0-042 |
-0.1% |
111-098 |
| Close |
110-110 |
109-262 |
-0-168 |
-0.5% |
111-115 |
| Range |
1-120 |
1-050 |
-0-070 |
-15.9% |
1-170 |
| ATR |
0-195 |
0-208 |
0-012 |
6.4% |
0-000 |
| Volume |
4,451 |
5,519 |
1,068 |
24.0% |
39,230 |
|
| Daily Pivots for day following 14-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-194 |
112-278 |
110-146 |
|
| R3 |
112-144 |
111-228 |
110-044 |
|
| R2 |
111-094 |
111-094 |
110-010 |
|
| R1 |
110-178 |
110-178 |
109-296 |
110-111 |
| PP |
110-044 |
110-044 |
110-044 |
110-011 |
| S1 |
109-128 |
109-128 |
109-229 |
109-061 |
| S2 |
108-314 |
108-314 |
109-195 |
|
| S3 |
107-264 |
108-078 |
109-161 |
|
| S4 |
106-214 |
107-028 |
109-059 |
|
|
| 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 |
112-178 |
109-230 |
2-268 |
2.6% |
0-262 |
0.7% |
4% |
False |
True |
4,687 |
| 10 |
113-122 |
109-230 |
3-212 |
3.3% |
0-201 |
0.6% |
3% |
False |
True |
11,369 |
| 20 |
114-018 |
109-230 |
4-108 |
3.9% |
0-184 |
0.5% |
2% |
False |
True |
737,240 |
| 40 |
114-018 |
109-230 |
4-108 |
3.9% |
0-199 |
0.6% |
2% |
False |
True |
935,544 |
| 60 |
116-028 |
109-230 |
6-118 |
5.8% |
0-204 |
0.6% |
2% |
False |
True |
1,015,852 |
| 80 |
119-108 |
109-230 |
9-198 |
8.8% |
0-205 |
0.6% |
1% |
False |
True |
1,105,725 |
| 100 |
119-130 |
109-230 |
9-220 |
8.8% |
0-192 |
0.5% |
1% |
False |
True |
890,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-252 |
|
2.618 |
113-289 |
|
1.618 |
112-239 |
|
1.000 |
112-010 |
|
0.618 |
111-189 |
|
HIGH |
110-280 |
|
0.618 |
110-139 |
|
0.500 |
110-095 |
|
0.382 |
110-051 |
|
LOW |
109-230 |
|
0.618 |
109-001 |
|
1.000 |
108-180 |
|
1.618 |
107-271 |
|
2.618 |
106-221 |
|
4.250 |
104-258 |
|
|
| Fisher Pivots for day following 14-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
110-095 |
111-005 |
| PP |
110-044 |
110-198 |
| S1 |
109-313 |
110-070 |
|