ECBOT 5 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 16-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2022 |
16-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
110-052 |
110-212 |
0-160 |
0.5% |
112-252 |
| High |
110-268 |
111-075 |
0-128 |
0.4% |
112-268 |
| Low |
110-052 |
109-265 |
-0-108 |
-0.3% |
111-098 |
| Close |
110-138 |
110-270 |
0-132 |
0.4% |
111-115 |
| Range |
0-215 |
1-130 |
0-235 |
109.3% |
1-170 |
| ATR |
0-216 |
0-233 |
0-017 |
7.7% |
0-000 |
| Volume |
6,239 |
1,485 |
-4,754 |
-76.2% |
39,230 |
|
| Daily Pivots for day following 16-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-273 |
114-082 |
111-198 |
|
| R3 |
113-143 |
112-272 |
111-074 |
|
| R2 |
112-013 |
112-013 |
111-032 |
|
| R1 |
111-142 |
111-142 |
110-311 |
111-238 |
| PP |
110-203 |
110-203 |
110-203 |
110-251 |
| S1 |
110-012 |
110-012 |
110-229 |
110-108 |
| S2 |
109-073 |
109-073 |
110-188 |
|
| S3 |
107-263 |
108-202 |
110-146 |
|
| S4 |
106-133 |
107-072 |
110-022 |
|
|
| 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 |
112-100 |
109-230 |
2-190 |
2.3% |
1-040 |
1.0% |
43% |
False |
False |
4,238 |
| 10 |
112-300 |
109-230 |
3-070 |
2.9% |
0-238 |
0.7% |
35% |
False |
False |
6,296 |
| 20 |
114-018 |
109-230 |
4-108 |
3.9% |
0-196 |
0.6% |
26% |
False |
False |
623,094 |
| 40 |
114-018 |
109-230 |
4-108 |
3.9% |
0-205 |
0.6% |
26% |
False |
False |
886,313 |
| 60 |
115-088 |
109-230 |
5-178 |
5.0% |
0-208 |
0.6% |
20% |
False |
False |
976,977 |
| 80 |
119-108 |
109-230 |
9-198 |
8.7% |
0-209 |
0.6% |
12% |
False |
False |
1,075,234 |
| 100 |
119-108 |
109-230 |
9-198 |
8.7% |
0-196 |
0.6% |
12% |
False |
False |
890,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-068 |
|
2.618 |
114-293 |
|
1.618 |
113-163 |
|
1.000 |
112-205 |
|
0.618 |
112-033 |
|
HIGH |
111-075 |
|
0.618 |
110-223 |
|
0.500 |
110-170 |
|
0.382 |
110-117 |
|
LOW |
109-265 |
|
0.618 |
108-307 |
|
1.000 |
108-135 |
|
1.618 |
107-177 |
|
2.618 |
106-047 |
|
4.250 |
103-272 |
|
|
| Fisher Pivots for day following 16-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
110-237 |
110-231 |
| PP |
110-203 |
110-192 |
| S1 |
110-170 |
110-152 |
|