ECBOT 5 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 18-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2022 |
18-May-2022 |
Change |
Change % |
Previous Week |
| Open |
113-088 |
112-188 |
-0-220 |
-0.6% |
112-010 |
| High |
113-112 |
113-000 |
-0-112 |
-0.3% |
113-142 |
| Low |
112-175 |
112-142 |
-0-032 |
-0.1% |
111-295 |
| Close |
112-215 |
112-292 |
0-078 |
0.2% |
112-308 |
| Range |
0-258 |
0-178 |
-0-080 |
-31.1% |
1-168 |
| ATR |
0-217 |
0-214 |
-0-003 |
-1.3% |
0-000 |
| Volume |
1,088,162 |
1,202,472 |
114,310 |
10.5% |
5,780,778 |
|
| Daily Pivots for day following 18-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-144 |
114-076 |
113-070 |
|
| R3 |
113-287 |
113-218 |
113-021 |
|
| R2 |
113-109 |
113-109 |
113-005 |
|
| R1 |
113-041 |
113-041 |
112-309 |
113-075 |
| PP |
112-252 |
112-252 |
112-252 |
112-269 |
| S1 |
112-183 |
112-183 |
112-276 |
112-218 |
| S2 |
112-074 |
112-074 |
112-260 |
|
| S3 |
111-217 |
112-006 |
112-244 |
|
| S4 |
111-039 |
111-148 |
112-195 |
|
|
| Weekly Pivots for week ending 13-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-111 |
116-217 |
113-256 |
|
| R3 |
115-263 |
115-049 |
113-122 |
|
| R2 |
114-096 |
114-096 |
113-077 |
|
| R1 |
113-202 |
113-202 |
113-032 |
113-309 |
| PP |
112-248 |
112-248 |
112-248 |
112-302 |
| S1 |
112-034 |
112-034 |
112-263 |
112-141 |
| S2 |
111-081 |
111-081 |
112-218 |
|
| S3 |
109-233 |
110-187 |
112-173 |
|
| S4 |
108-066 |
109-019 |
112-039 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-142 |
112-142 |
1-000 |
0.9% |
0-184 |
0.5% |
47% |
False |
True |
1,033,259 |
| 10 |
113-142 |
111-295 |
1-168 |
1.3% |
0-208 |
0.6% |
65% |
False |
False |
1,121,075 |
| 20 |
113-190 |
111-295 |
1-215 |
1.5% |
0-215 |
0.6% |
59% |
False |
False |
1,149,532 |
| 40 |
115-088 |
111-295 |
3-112 |
3.0% |
0-214 |
0.6% |
30% |
False |
False |
1,153,919 |
| 60 |
119-108 |
111-295 |
7-132 |
6.6% |
0-214 |
0.6% |
13% |
False |
False |
1,225,947 |
| 80 |
119-108 |
111-295 |
7-132 |
6.6% |
0-195 |
0.5% |
13% |
False |
False |
956,903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-114 |
|
2.618 |
114-145 |
|
1.618 |
113-287 |
|
1.000 |
113-178 |
|
0.618 |
113-110 |
|
HIGH |
113-000 |
|
0.618 |
112-252 |
|
0.500 |
112-231 |
|
0.382 |
112-210 |
|
LOW |
112-142 |
|
0.618 |
112-033 |
|
1.000 |
111-285 |
|
1.618 |
111-175 |
|
2.618 |
110-318 |
|
4.250 |
110-028 |
|
|
| Fisher Pivots for day following 18-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
112-272 |
112-292 |
| PP |
112-252 |
112-292 |
| S1 |
112-231 |
112-292 |
|