ECBOT 5 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 12-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2022 |
12-May-2022 |
Change |
Change % |
Previous Week |
| Open |
112-255 |
112-282 |
0-028 |
0.1% |
112-150 |
| High |
113-050 |
113-142 |
0-092 |
0.3% |
112-305 |
| Low |
112-098 |
112-272 |
0-175 |
0.5% |
111-315 |
| Close |
112-305 |
113-138 |
0-152 |
0.4% |
112-072 |
| Range |
0-272 |
0-190 |
-0-082 |
-30.3% |
0-310 |
| ATR |
0-222 |
0-220 |
-0-002 |
-1.0% |
0-000 |
| Volume |
1,418,825 |
1,254,526 |
-164,299 |
-11.6% |
5,614,083 |
|
| Daily Pivots for day following 12-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-008 |
114-262 |
113-242 |
|
| R3 |
114-138 |
114-072 |
113-190 |
|
| R2 |
113-268 |
113-268 |
113-172 |
|
| R1 |
113-202 |
113-202 |
113-155 |
113-235 |
| PP |
113-078 |
113-078 |
113-078 |
113-094 |
| S1 |
113-012 |
113-012 |
113-120 |
113-045 |
| S2 |
112-208 |
112-208 |
113-103 |
|
| S3 |
112-018 |
112-142 |
113-085 |
|
| S4 |
111-148 |
111-272 |
113-033 |
|
|
| 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 |
113-142 |
111-295 |
1-168 |
1.3% |
0-216 |
0.6% |
99% |
True |
False |
1,212,914 |
| 10 |
113-142 |
111-295 |
1-168 |
1.3% |
0-216 |
0.6% |
99% |
True |
False |
1,196,434 |
| 20 |
114-065 |
111-295 |
2-090 |
2.0% |
0-223 |
0.6% |
66% |
False |
False |
1,135,497 |
| 40 |
116-100 |
111-295 |
4-125 |
3.9% |
0-213 |
0.6% |
34% |
False |
False |
1,161,345 |
| 60 |
119-108 |
111-295 |
7-132 |
6.5% |
0-211 |
0.6% |
20% |
False |
False |
1,205,839 |
| 80 |
119-130 |
111-295 |
7-155 |
6.6% |
0-194 |
0.5% |
20% |
False |
False |
908,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-310 |
|
2.618 |
115-000 |
|
1.618 |
114-130 |
|
1.000 |
114-012 |
|
0.618 |
113-260 |
|
HIGH |
113-142 |
|
0.618 |
113-070 |
|
0.500 |
113-048 |
|
0.382 |
113-025 |
|
LOW |
112-272 |
|
0.618 |
112-155 |
|
1.000 |
112-082 |
|
1.618 |
111-285 |
|
2.618 |
111-095 |
|
4.250 |
110-105 |
|
|
| Fisher Pivots for day following 12-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
113-108 |
113-078 |
| PP |
113-078 |
113-019 |
| S1 |
113-048 |
112-280 |
|