ECBOT 5 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 15-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2022 |
15-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
110-050 |
110-052 |
0-002 |
0.0% |
112-252 |
| High |
110-280 |
110-268 |
-0-012 |
0.0% |
112-268 |
| Low |
109-230 |
110-052 |
0-142 |
0.4% |
111-098 |
| Close |
109-262 |
110-138 |
0-195 |
0.6% |
111-115 |
| Range |
1-050 |
0-215 |
-0-155 |
-41.9% |
1-170 |
| ATR |
0-208 |
0-216 |
0-008 |
4.0% |
0-000 |
| Volume |
5,519 |
6,239 |
720 |
13.0% |
39,230 |
|
| Daily Pivots for day following 15-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-158 |
112-042 |
110-256 |
|
| R3 |
111-262 |
111-148 |
110-197 |
|
| R2 |
111-048 |
111-048 |
110-177 |
|
| R1 |
110-252 |
110-252 |
110-157 |
110-310 |
| PP |
110-152 |
110-152 |
110-152 |
110-181 |
| S1 |
110-038 |
110-038 |
110-118 |
110-095 |
| S2 |
109-258 |
109-258 |
110-098 |
|
| S3 |
109-042 |
109-142 |
110-078 |
|
| S4 |
108-148 |
108-248 |
110-019 |
|
|
| 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 |
112-155 |
109-230 |
2-245 |
2.5% |
0-291 |
0.8% |
26% |
False |
False |
4,859 |
| 10 |
112-305 |
109-230 |
3-075 |
2.9% |
0-201 |
0.6% |
22% |
False |
False |
7,794 |
| 20 |
114-018 |
109-230 |
4-108 |
3.9% |
0-182 |
0.5% |
16% |
False |
False |
683,144 |
| 40 |
114-018 |
109-230 |
4-108 |
3.9% |
0-198 |
0.6% |
16% |
False |
False |
910,429 |
| 60 |
115-088 |
109-230 |
5-178 |
5.0% |
0-203 |
0.6% |
13% |
False |
False |
995,876 |
| 80 |
119-108 |
109-230 |
9-198 |
8.7% |
0-206 |
0.6% |
7% |
False |
False |
1,101,554 |
| 100 |
119-130 |
109-230 |
9-220 |
8.8% |
0-193 |
0.5% |
7% |
False |
False |
890,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-221 |
|
2.618 |
112-190 |
|
1.618 |
111-295 |
|
1.000 |
111-162 |
|
0.618 |
111-080 |
|
HIGH |
110-268 |
|
0.618 |
110-185 |
|
0.500 |
110-160 |
|
0.382 |
110-135 |
|
LOW |
110-052 |
|
0.618 |
109-240 |
|
1.000 |
109-158 |
|
1.618 |
109-025 |
|
2.618 |
108-130 |
|
4.250 |
107-099 |
|
|
| Fisher Pivots for day following 15-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
110-160 |
110-151 |
| PP |
110-152 |
110-147 |
| S1 |
110-145 |
110-142 |
|