ECBOT 5 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 20-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2022 |
20-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
113-062 |
112-192 |
-0-190 |
-0.5% |
113-040 |
| High |
113-108 |
112-300 |
-0-128 |
-0.4% |
114-080 |
| Low |
112-172 |
112-132 |
-0-040 |
-0.1% |
112-262 |
| Close |
112-232 |
112-275 |
0-042 |
0.1% |
113-102 |
| Range |
0-255 |
0-168 |
-0-088 |
-34.3% |
1-138 |
| ATR |
0-217 |
0-213 |
-0-004 |
-1.6% |
0-000 |
| Volume |
1,010,833 |
966,120 |
-44,713 |
-4.4% |
5,136,434 |
|
| Daily Pivots for day following 20-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-098 |
114-034 |
113-047 |
|
| R3 |
113-251 |
113-187 |
113-001 |
|
| R2 |
113-083 |
113-083 |
112-306 |
|
| R1 |
113-019 |
113-019 |
112-290 |
113-051 |
| PP |
112-236 |
112-236 |
112-236 |
112-252 |
| S1 |
112-172 |
112-172 |
112-260 |
112-204 |
| S2 |
112-068 |
112-068 |
112-244 |
|
| S3 |
111-221 |
112-004 |
112-229 |
|
| S4 |
111-053 |
111-157 |
112-183 |
|
|
| Weekly Pivots for week ending 15-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-241 |
116-309 |
114-034 |
|
| R3 |
116-103 |
115-172 |
113-228 |
|
| R2 |
114-286 |
114-286 |
113-186 |
|
| R1 |
114-034 |
114-034 |
113-144 |
114-160 |
| PP |
113-148 |
113-148 |
113-148 |
113-211 |
| S1 |
112-217 |
112-217 |
113-061 |
113-022 |
| S2 |
112-011 |
112-011 |
113-019 |
|
| S3 |
110-193 |
111-079 |
112-297 |
|
| S4 |
109-056 |
109-262 |
112-171 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-080 |
112-132 |
1-268 |
1.6% |
0-233 |
0.6% |
24% |
False |
True |
1,042,560 |
| 10 |
114-080 |
112-132 |
1-268 |
1.6% |
0-215 |
0.6% |
24% |
False |
True |
1,119,133 |
| 20 |
115-088 |
112-132 |
2-275 |
2.5% |
0-213 |
0.6% |
16% |
False |
True |
1,158,306 |
| 40 |
119-108 |
112-132 |
6-295 |
6.1% |
0-213 |
0.6% |
6% |
False |
True |
1,264,154 |
| 60 |
119-108 |
112-132 |
6-295 |
6.1% |
0-189 |
0.5% |
6% |
False |
True |
892,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-052 |
|
2.618 |
114-099 |
|
1.618 |
113-251 |
|
1.000 |
113-148 |
|
0.618 |
113-084 |
|
HIGH |
112-300 |
|
0.618 |
112-236 |
|
0.500 |
112-216 |
|
0.382 |
112-196 |
|
LOW |
112-132 |
|
0.618 |
112-029 |
|
1.000 |
111-285 |
|
1.618 |
111-181 |
|
2.618 |
111-014 |
|
4.250 |
110-061 |
|
|
| Fisher Pivots for day following 20-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
112-255 |
112-284 |
| PP |
112-236 |
112-281 |
| S1 |
112-216 |
112-278 |
|