ECBOT 5 Year T-Note Future September 2022
Trading Metrics calculated at close of trading on 30-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2022 |
30-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
111-038 |
111-188 |
0-150 |
0.4% |
110-112 |
High |
111-195 |
112-088 |
0-212 |
0.6% |
112-018 |
Low |
111-022 |
111-165 |
0-142 |
0.4% |
110-042 |
Close |
111-175 |
112-080 |
0-225 |
0.6% |
111-135 |
Range |
0-172 |
0-242 |
0-070 |
40.6% |
1-295 |
ATR |
0-223 |
0-225 |
0-001 |
0.6% |
0-000 |
Volume |
714,934 |
1,201,310 |
486,376 |
68.0% |
4,332,757 |
|
Daily Pivots for day following 30-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-092 |
114-008 |
112-213 |
|
R3 |
113-169 |
113-086 |
112-147 |
|
R2 |
112-247 |
112-247 |
112-124 |
|
R1 |
112-163 |
112-163 |
112-102 |
112-205 |
PP |
112-004 |
112-004 |
112-004 |
112-025 |
S1 |
111-241 |
111-241 |
112-058 |
111-282 |
S2 |
111-082 |
111-082 |
112-036 |
|
S3 |
110-159 |
110-318 |
112-013 |
|
S4 |
109-237 |
110-076 |
111-267 |
|
|
Weekly Pivots for week ending 24-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-310 |
116-038 |
112-153 |
|
R3 |
115-015 |
114-062 |
111-304 |
|
R2 |
113-040 |
113-040 |
111-248 |
|
R1 |
112-088 |
112-088 |
111-191 |
112-224 |
PP |
111-065 |
111-065 |
111-065 |
111-133 |
S1 |
110-112 |
110-112 |
111-079 |
110-249 |
S2 |
109-090 |
109-090 |
111-022 |
|
S3 |
107-115 |
108-138 |
110-286 |
|
S4 |
105-140 |
106-162 |
110-117 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
115-158 |
2.618 |
114-082 |
1.618 |
113-160 |
1.000 |
113-010 |
0.618 |
112-237 |
HIGH |
112-088 |
0.618 |
111-315 |
0.500 |
111-286 |
0.382 |
111-258 |
LOW |
111-165 |
0.618 |
111-015 |
1.000 |
110-242 |
1.618 |
110-093 |
2.618 |
109-170 |
4.250 |
108-094 |
|
|
Fisher Pivots for day following 30-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
112-042 |
112-004 |
PP |
112-004 |
111-248 |
S1 |
111-286 |
111-172 |
|