ECBOT 5 Year T-Note Future September 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 |
109-090 |
110-118 |
1-028 |
1.0% |
112-088 |
| High |
110-125 |
110-260 |
0-135 |
0.4% |
112-115 |
| Low |
109-085 |
109-108 |
0-022 |
0.1% |
110-250 |
| Close |
109-292 |
110-112 |
0-140 |
0.4% |
110-272 |
| Range |
1-040 |
1-152 |
0-112 |
31.3% |
1-185 |
| ATR |
0-225 |
0-242 |
0-018 |
7.9% |
0-000 |
| Volume |
1,458,472 |
1,548,745 |
90,273 |
6.2% |
4,807,181 |
|
| Daily Pivots for day following 16-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-191 |
113-304 |
111-052 |
|
| R3 |
113-038 |
112-152 |
110-242 |
|
| R2 |
111-206 |
111-206 |
110-199 |
|
| R1 |
110-319 |
110-319 |
110-156 |
110-186 |
| PP |
110-053 |
110-053 |
110-053 |
109-307 |
| S1 |
109-167 |
109-167 |
110-069 |
109-034 |
| S2 |
108-221 |
108-221 |
110-026 |
|
| S3 |
107-068 |
108-014 |
109-303 |
|
| S4 |
105-236 |
106-182 |
109-173 |
|
|
| Weekly Pivots for week ending 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-021 |
115-012 |
111-230 |
|
| R3 |
114-156 |
113-147 |
111-091 |
|
| R2 |
112-291 |
112-291 |
111-045 |
|
| R1 |
111-282 |
111-282 |
110-319 |
111-194 |
| PP |
111-106 |
111-106 |
111-106 |
111-062 |
| S1 |
110-097 |
110-097 |
110-226 |
110-009 |
| S2 |
109-241 |
109-241 |
110-180 |
|
| S3 |
108-056 |
108-232 |
110-134 |
|
| S4 |
106-191 |
107-047 |
109-315 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-028 |
|
2.618 |
114-217 |
|
1.618 |
113-065 |
|
1.000 |
112-092 |
|
0.618 |
111-232 |
|
HIGH |
110-260 |
|
0.618 |
110-080 |
|
0.500 |
110-024 |
|
0.382 |
109-288 |
|
LOW |
109-108 |
|
0.618 |
108-135 |
|
1.000 |
107-275 |
|
1.618 |
106-303 |
|
2.618 |
105-150 |
|
4.250 |
103-019 |
|
|
| Fisher Pivots for day following 16-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
110-083 |
110-075 |
| PP |
110-053 |
110-037 |
| S1 |
110-024 |
109-319 |
|