ECBOT 5 Year T-Note Future September 2022
Trading Metrics calculated at close of trading on 23-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2022 |
23-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
110-112 |
111-022 |
0-230 |
0.7% |
110-250 |
High |
111-072 |
112-018 |
0-265 |
0.7% |
110-260 |
Low |
110-112 |
111-005 |
0-212 |
0.6% |
109-058 |
Close |
111-035 |
111-175 |
0-140 |
0.4% |
110-152 |
Range |
0-280 |
1-012 |
0-052 |
18.8% |
1-202 |
ATR |
0-236 |
0-243 |
0-007 |
2.9% |
0-000 |
Volume |
1,038,878 |
1,508,060 |
469,182 |
45.2% |
7,448,815 |
|
Daily Pivots for day following 23-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-210 |
114-045 |
112-038 |
|
R3 |
113-198 |
113-032 |
111-266 |
|
R2 |
112-185 |
112-185 |
111-236 |
|
R1 |
112-020 |
112-020 |
111-205 |
112-102 |
PP |
111-172 |
111-172 |
111-172 |
111-214 |
S1 |
111-008 |
111-008 |
111-145 |
111-090 |
S2 |
110-160 |
110-160 |
111-114 |
|
S3 |
109-148 |
109-315 |
111-084 |
|
S4 |
108-135 |
108-302 |
110-312 |
|
|
Weekly Pivots for week ending 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-018 |
114-128 |
111-120 |
|
R3 |
113-135 |
112-245 |
110-296 |
|
R2 |
111-252 |
111-252 |
110-248 |
|
R1 |
111-042 |
111-042 |
110-200 |
110-206 |
PP |
110-050 |
110-050 |
110-050 |
109-292 |
S1 |
109-160 |
109-160 |
110-105 |
109-004 |
S2 |
108-168 |
108-168 |
110-057 |
|
S3 |
106-285 |
107-278 |
110-009 |
|
S4 |
105-082 |
106-075 |
109-185 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
116-151 |
2.618 |
114-248 |
1.618 |
113-235 |
1.000 |
113-030 |
0.618 |
112-223 |
HIGH |
112-018 |
0.618 |
111-210 |
0.500 |
111-171 |
0.382 |
111-132 |
LOW |
111-005 |
0.618 |
110-120 |
1.000 |
109-312 |
1.618 |
109-107 |
2.618 |
108-095 |
4.250 |
106-192 |
|
|
Fisher Pivots for day following 23-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
111-174 |
111-127 |
PP |
111-172 |
111-078 |
S1 |
111-171 |
111-030 |
|