ECBOT 5 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 06-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2022 |
06-May-2022 |
Change |
Change % |
Previous Week |
| Open |
112-245 |
112-095 |
-0-150 |
-0.4% |
112-150 |
| High |
112-305 |
112-162 |
-0-142 |
-0.4% |
112-305 |
| Low |
112-038 |
112-005 |
-0-032 |
-0.1% |
111-315 |
| Close |
112-085 |
112-072 |
-0-012 |
0.0% |
112-072 |
| Range |
0-268 |
0-158 |
-0-110 |
-41.1% |
0-310 |
| ATR |
0-221 |
0-217 |
-0-005 |
-2.1% |
0-000 |
| Volume |
1,234,411 |
1,096,037 |
-138,374 |
-11.2% |
5,614,083 |
|
| Daily Pivots for day following 06-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-232 |
113-150 |
112-159 |
|
| R3 |
113-075 |
112-312 |
112-116 |
|
| R2 |
112-238 |
112-238 |
112-101 |
|
| R1 |
112-155 |
112-155 |
112-087 |
112-118 |
| PP |
112-080 |
112-080 |
112-080 |
112-061 |
| S1 |
111-318 |
111-318 |
112-058 |
111-280 |
| S2 |
111-242 |
111-242 |
112-044 |
|
| S3 |
111-085 |
111-160 |
112-029 |
|
| S4 |
110-248 |
111-002 |
111-306 |
|
|
| Weekly Pivots for week ending 06-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-094 |
114-233 |
112-243 |
|
| R3 |
114-104 |
113-243 |
112-158 |
|
| R2 |
113-114 |
113-114 |
112-129 |
|
| R1 |
112-253 |
112-253 |
112-101 |
112-189 |
| PP |
112-124 |
112-124 |
112-124 |
112-092 |
| S1 |
111-263 |
111-263 |
112-044 |
111-199 |
| S2 |
111-134 |
111-134 |
112-016 |
|
| S3 |
110-144 |
110-273 |
111-307 |
|
| S4 |
109-154 |
109-283 |
111-222 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-305 |
111-315 |
0-310 |
0.9% |
0-204 |
0.6% |
25% |
False |
False |
1,122,816 |
| 10 |
113-190 |
111-315 |
1-195 |
1.4% |
0-221 |
0.6% |
15% |
False |
False |
1,165,809 |
| 20 |
114-080 |
111-315 |
2-085 |
2.0% |
0-221 |
0.6% |
11% |
False |
False |
1,133,941 |
| 40 |
117-142 |
111-315 |
5-148 |
4.9% |
0-211 |
0.6% |
4% |
False |
False |
1,140,620 |
| 60 |
119-108 |
111-315 |
7-112 |
6.6% |
0-211 |
0.6% |
3% |
False |
False |
1,126,844 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-192 |
|
2.618 |
113-255 |
|
1.618 |
113-097 |
|
1.000 |
113-000 |
|
0.618 |
112-260 |
|
HIGH |
112-162 |
|
0.618 |
112-102 |
|
0.500 |
112-084 |
|
0.382 |
112-065 |
|
LOW |
112-005 |
|
0.618 |
111-228 |
|
1.000 |
111-168 |
|
1.618 |
111-070 |
|
2.618 |
110-233 |
|
4.250 |
109-296 |
|
|
| Fisher Pivots for day following 06-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
112-084 |
112-150 |
| PP |
112-080 |
112-124 |
| S1 |
112-076 |
112-098 |
|