ECBOT 5 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 25-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2022 |
25-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
112-095 |
112-160 |
0-065 |
0.2% |
113-090 |
| High |
112-185 |
113-102 |
0-238 |
0.7% |
113-115 |
| Low |
111-315 |
112-125 |
0-130 |
0.4% |
111-315 |
| Close |
112-142 |
112-280 |
0-138 |
0.4% |
112-142 |
| Range |
0-190 |
0-298 |
0-108 |
56.6% |
1-120 |
| ATR |
0-214 |
0-220 |
0-006 |
2.8% |
0-000 |
| Volume |
1,228,247 |
1,197,372 |
-30,875 |
-2.5% |
4,986,199 |
|
| Daily Pivots for day following 25-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-208 |
115-062 |
113-124 |
|
| R3 |
114-231 |
114-084 |
113-042 |
|
| R2 |
113-253 |
113-253 |
113-015 |
|
| R1 |
113-107 |
113-107 |
112-307 |
113-180 |
| PP |
112-276 |
112-276 |
112-276 |
112-312 |
| S1 |
112-129 |
112-129 |
112-253 |
112-202 |
| S2 |
111-298 |
111-298 |
112-225 |
|
| S3 |
111-001 |
111-152 |
112-198 |
|
| S4 |
110-023 |
110-174 |
112-116 |
|
|
| Weekly Pivots for week ending 22-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-231 |
115-307 |
113-064 |
|
| R3 |
115-111 |
114-187 |
112-264 |
|
| R2 |
113-311 |
113-311 |
112-223 |
|
| R1 |
113-067 |
113-067 |
112-183 |
112-289 |
| PP |
112-191 |
112-191 |
112-191 |
112-142 |
| S1 |
111-267 |
111-267 |
112-102 |
111-169 |
| S2 |
111-071 |
111-071 |
112-062 |
|
| S3 |
109-271 |
110-147 |
112-022 |
|
| S4 |
108-151 |
109-027 |
111-220 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-108 |
111-315 |
1-112 |
1.2% |
0-230 |
0.6% |
66% |
False |
False |
1,125,316 |
| 10 |
114-080 |
111-315 |
2-085 |
2.0% |
0-234 |
0.6% |
39% |
False |
False |
1,132,000 |
| 20 |
114-278 |
111-315 |
2-282 |
2.6% |
0-216 |
0.6% |
31% |
False |
False |
1,174,096 |
| 40 |
119-108 |
111-315 |
7-112 |
6.5% |
0-220 |
0.6% |
12% |
False |
False |
1,183,055 |
| 60 |
119-108 |
111-315 |
7-112 |
6.5% |
0-196 |
0.5% |
12% |
False |
False |
953,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-087 |
|
2.618 |
115-241 |
|
1.618 |
114-264 |
|
1.000 |
114-080 |
|
0.618 |
113-286 |
|
HIGH |
113-102 |
|
0.618 |
112-309 |
|
0.500 |
112-274 |
|
0.382 |
112-239 |
|
LOW |
112-125 |
|
0.618 |
111-261 |
|
1.000 |
111-148 |
|
1.618 |
110-284 |
|
2.618 |
109-306 |
|
4.250 |
108-141 |
|
|
| Fisher Pivots for day following 25-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
112-278 |
112-256 |
| PP |
112-276 |
112-232 |
| S1 |
112-274 |
112-209 |
|