ECBOT 5 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 26-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2022 |
26-May-2022 |
Change |
Change % |
Previous Week |
| Open |
113-200 |
113-255 |
0-055 |
0.2% |
112-318 |
| High |
113-290 |
114-018 |
0-048 |
0.1% |
113-145 |
| Low |
113-170 |
113-212 |
0-042 |
0.1% |
112-142 |
| Close |
113-258 |
113-265 |
0-008 |
0.0% |
113-105 |
| Range |
0-120 |
0-125 |
0-005 |
4.2% |
1-002 |
| ATR |
0-200 |
0-195 |
-0-005 |
-2.7% |
0-000 |
| Volume |
3,445,111 |
1,414,667 |
-2,030,444 |
-58.9% |
5,556,543 |
|
| Daily Pivots for day following 26-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-007 |
114-261 |
114-014 |
|
| R3 |
114-202 |
114-136 |
113-299 |
|
| R2 |
114-077 |
114-077 |
113-288 |
|
| R1 |
114-011 |
114-011 |
113-276 |
114-044 |
| PP |
113-272 |
113-272 |
113-272 |
113-288 |
| S1 |
113-206 |
113-206 |
113-254 |
113-239 |
| S2 |
113-147 |
113-147 |
113-242 |
|
| S3 |
113-022 |
113-081 |
113-231 |
|
| S4 |
112-217 |
112-276 |
113-196 |
|
|
| 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 |
114-018 |
112-298 |
1-040 |
1.0% |
0-152 |
0.4% |
80% |
True |
False |
2,079,149 |
| 10 |
114-018 |
112-142 |
1-195 |
1.4% |
0-171 |
0.5% |
86% |
True |
False |
1,572,642 |
| 20 |
114-018 |
111-295 |
2-042 |
1.9% |
0-194 |
0.5% |
89% |
True |
False |
1,384,538 |
| 40 |
114-278 |
111-295 |
2-302 |
2.6% |
0-205 |
0.6% |
65% |
False |
False |
1,265,474 |
| 60 |
119-058 |
111-295 |
7-082 |
6.4% |
0-206 |
0.6% |
26% |
False |
False |
1,219,529 |
| 80 |
119-108 |
111-295 |
7-132 |
6.5% |
0-200 |
0.5% |
26% |
False |
False |
1,104,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-229 |
|
2.618 |
115-025 |
|
1.618 |
114-220 |
|
1.000 |
114-142 |
|
0.618 |
114-095 |
|
HIGH |
114-018 |
|
0.618 |
113-290 |
|
0.500 |
113-275 |
|
0.382 |
113-260 |
|
LOW |
113-212 |
|
0.618 |
113-135 |
|
1.000 |
113-088 |
|
1.618 |
113-010 |
|
2.618 |
112-205 |
|
4.250 |
112-001 |
|
|
| Fisher Pivots for day following 26-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
113-275 |
113-231 |
| PP |
113-272 |
113-197 |
| S1 |
113-268 |
113-162 |
|