ECBOT 5 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 10-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2022 |
10-May-2022 |
Change |
Change % |
Previous Week |
| Open |
112-010 |
112-218 |
0-208 |
0.6% |
112-150 |
| High |
112-258 |
113-032 |
0-095 |
0.3% |
112-305 |
| Low |
111-295 |
112-175 |
0-200 |
0.6% |
111-315 |
| Close |
112-175 |
112-258 |
0-082 |
0.2% |
112-072 |
| Range |
0-282 |
0-178 |
-0-105 |
-37.2% |
0-310 |
| ATR |
0-221 |
0-218 |
-0-003 |
-1.4% |
0-000 |
| Volume |
1,107,482 |
1,187,701 |
80,219 |
7.2% |
5,614,083 |
|
| Daily Pivots for day following 10-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-154 |
114-063 |
113-035 |
|
| R3 |
113-297 |
113-206 |
112-306 |
|
| R2 |
113-119 |
113-119 |
112-290 |
|
| R1 |
113-028 |
113-028 |
112-274 |
113-074 |
| PP |
112-262 |
112-262 |
112-262 |
112-284 |
| S1 |
112-171 |
112-171 |
112-241 |
112-216 |
| S2 |
112-084 |
112-084 |
112-225 |
|
| S3 |
111-227 |
111-313 |
112-209 |
|
| S4 |
111-049 |
111-136 |
112-160 |
|
|
| 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 |
113-032 |
111-295 |
1-058 |
1.0% |
0-236 |
0.7% |
75% |
True |
False |
1,219,932 |
| 10 |
113-190 |
111-295 |
1-215 |
1.5% |
0-208 |
0.6% |
53% |
False |
False |
1,160,272 |
| 20 |
114-080 |
111-295 |
2-105 |
2.1% |
0-230 |
0.6% |
38% |
False |
False |
1,157,113 |
| 40 |
116-245 |
111-295 |
4-270 |
4.3% |
0-212 |
0.6% |
18% |
False |
False |
1,154,938 |
| 60 |
119-108 |
111-295 |
7-132 |
6.6% |
0-209 |
0.6% |
12% |
False |
False |
1,162,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-147 |
|
2.618 |
114-177 |
|
1.618 |
114-000 |
|
1.000 |
113-210 |
|
0.618 |
113-142 |
|
HIGH |
113-032 |
|
0.618 |
112-285 |
|
0.500 |
112-264 |
|
0.382 |
112-243 |
|
LOW |
112-175 |
|
0.618 |
112-065 |
|
1.000 |
111-318 |
|
1.618 |
111-208 |
|
2.618 |
111-030 |
|
4.250 |
110-061 |
|
|
| Fisher Pivots for day following 10-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
112-264 |
112-226 |
| PP |
112-262 |
112-195 |
| S1 |
112-260 |
112-164 |
|