ECBOT 5 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 17-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2022 |
17-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
110-212 |
111-025 |
0-132 |
0.4% |
111-055 |
| High |
111-075 |
111-070 |
-0-005 |
0.0% |
111-075 |
| Low |
109-265 |
110-185 |
0-240 |
0.7% |
109-230 |
| Close |
110-270 |
110-308 |
0-038 |
0.1% |
110-308 |
| Range |
1-130 |
0-205 |
-0-245 |
-54.4% |
1-165 |
| ATR |
0-233 |
0-231 |
-0-002 |
-0.9% |
0-000 |
| Volume |
1,485 |
437 |
-1,048 |
-70.6% |
18,131 |
|
| Daily Pivots for day following 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-269 |
112-173 |
111-100 |
|
| R3 |
112-064 |
111-288 |
111-044 |
|
| R2 |
111-179 |
111-179 |
111-025 |
|
| R1 |
111-083 |
111-083 |
111-006 |
111-029 |
| PP |
110-294 |
110-294 |
110-294 |
110-267 |
| S1 |
110-198 |
110-198 |
110-289 |
110-144 |
| S2 |
110-089 |
110-089 |
110-270 |
|
| S3 |
109-204 |
109-313 |
110-251 |
|
| S4 |
108-319 |
109-108 |
110-195 |
|
|
| Weekly Pivots for week ending 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-059 |
114-188 |
111-254 |
|
| R3 |
113-214 |
113-023 |
111-121 |
|
| R2 |
112-049 |
112-049 |
111-076 |
|
| R1 |
111-178 |
111-178 |
111-032 |
111-031 |
| PP |
110-204 |
110-204 |
110-204 |
110-131 |
| S1 |
110-013 |
110-013 |
110-263 |
109-186 |
| S2 |
109-039 |
109-039 |
110-219 |
|
| S3 |
107-194 |
108-168 |
110-174 |
|
| S4 |
106-029 |
107-003 |
110-041 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-075 |
109-230 |
1-165 |
1.4% |
1-016 |
0.9% |
82% |
False |
False |
3,626 |
| 10 |
112-268 |
109-230 |
3-038 |
2.8% |
0-248 |
0.7% |
40% |
False |
False |
5,736 |
| 20 |
114-018 |
109-230 |
4-108 |
3.9% |
0-195 |
0.5% |
29% |
False |
False |
552,171 |
| 40 |
114-018 |
109-230 |
4-108 |
3.9% |
0-204 |
0.6% |
29% |
False |
False |
855,724 |
| 60 |
115-078 |
109-230 |
5-168 |
5.0% |
0-208 |
0.6% |
22% |
False |
False |
958,265 |
| 80 |
119-108 |
109-230 |
9-198 |
8.7% |
0-211 |
0.6% |
13% |
False |
False |
1,038,081 |
| 100 |
119-108 |
109-230 |
9-198 |
8.7% |
0-198 |
0.6% |
13% |
False |
False |
890,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-301 |
|
2.618 |
112-287 |
|
1.618 |
112-082 |
|
1.000 |
111-275 |
|
0.618 |
111-197 |
|
HIGH |
111-070 |
|
0.618 |
110-312 |
|
0.500 |
110-288 |
|
0.382 |
110-263 |
|
LOW |
110-185 |
|
0.618 |
110-058 |
|
1.000 |
109-300 |
|
1.618 |
109-173 |
|
2.618 |
108-288 |
|
4.250 |
107-274 |
|
|
| Fisher Pivots for day following 17-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
110-301 |
110-262 |
| PP |
110-294 |
110-216 |
| S1 |
110-288 |
110-170 |
|