ECBOT 5 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 25-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2022 |
25-May-2022 |
Change |
Change % |
Previous Week |
| Open |
113-010 |
113-200 |
0-190 |
0.5% |
112-318 |
| High |
113-238 |
113-290 |
0-052 |
0.1% |
113-145 |
| Low |
112-308 |
113-170 |
0-182 |
0.5% |
112-142 |
| Close |
113-185 |
113-258 |
0-072 |
0.2% |
113-105 |
| Range |
0-250 |
0-120 |
-0-130 |
-52.0% |
1-002 |
| ATR |
0-207 |
0-200 |
-0-006 |
-3.0% |
0-000 |
| Volume |
2,969,274 |
3,445,111 |
475,837 |
16.0% |
5,556,543 |
|
| Daily Pivots for day following 25-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-279 |
114-228 |
114-004 |
|
| R3 |
114-159 |
114-108 |
113-290 |
|
| R2 |
114-039 |
114-039 |
113-280 |
|
| R1 |
113-308 |
113-308 |
113-268 |
114-014 |
| PP |
113-239 |
113-239 |
113-239 |
113-252 |
| S1 |
113-188 |
113-188 |
113-246 |
113-214 |
| S2 |
113-119 |
113-119 |
113-236 |
|
| S3 |
112-319 |
113-068 |
113-224 |
|
| S4 |
112-199 |
112-268 |
113-192 |
|
|
| Weekly Pivots for week ending 20-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-032 |
115-231 |
113-282 |
|
| R3 |
115-029 |
114-228 |
113-194 |
|
| R2 |
114-027 |
114-027 |
113-164 |
|
| R1 |
113-226 |
113-226 |
113-135 |
113-286 |
| PP |
113-024 |
113-024 |
113-024 |
113-054 |
| S1 |
112-223 |
112-223 |
113-075 |
112-284 |
| S2 |
112-022 |
112-022 |
113-046 |
|
| S3 |
111-019 |
111-221 |
113-016 |
|
| S4 |
110-017 |
110-218 |
112-248 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-290 |
112-245 |
1-045 |
1.0% |
0-172 |
0.5% |
91% |
True |
False |
2,079,998 |
| 10 |
113-290 |
112-142 |
1-148 |
1.3% |
0-178 |
0.5% |
93% |
True |
False |
1,556,628 |
| 20 |
113-290 |
111-295 |
1-315 |
1.7% |
0-197 |
0.5% |
95% |
True |
False |
1,374,561 |
| 40 |
114-278 |
111-295 |
2-302 |
2.6% |
0-206 |
0.6% |
64% |
False |
False |
1,261,166 |
| 60 |
119-098 |
111-295 |
7-122 |
6.5% |
0-211 |
0.6% |
26% |
False |
False |
1,223,114 |
| 80 |
119-108 |
111-295 |
7-132 |
6.5% |
0-200 |
0.5% |
25% |
False |
False |
1,086,871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-160 |
|
2.618 |
114-284 |
|
1.618 |
114-164 |
|
1.000 |
114-090 |
|
0.618 |
114-044 |
|
HIGH |
113-290 |
|
0.618 |
113-244 |
|
0.500 |
113-230 |
|
0.382 |
113-216 |
|
LOW |
113-170 |
|
0.618 |
113-096 |
|
1.000 |
113-050 |
|
1.618 |
112-296 |
|
2.618 |
112-176 |
|
4.250 |
111-300 |
|
|
| Fisher Pivots for day following 25-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
113-248 |
113-216 |
| PP |
113-239 |
113-175 |
| S1 |
113-230 |
113-134 |
|