ECBOT 5 Year T-Note Future June 2022

Trading Metrics calculated at close of trading on 28-Feb-2022

Day Change Summary
	Previous	Current
	25-Feb-2022	28-Feb-2022	Change	Change %	Previous Week
Open	117-172	117-278	0-105	0.3%	117-265
High	117-220	118-118	0-218	0.6%	118-048
Low	117-080	117-262	0-182	0.5%	117-080
Close	117-140	118-090	0-270	0.7%	117-140
Range	0-140	0-175	0-035	25.0%	0-288
ATR	0-154	0-165	0-010	6.6%	0-000
Volume	1,256,279	1,670,776	414,497	33.0%	9,000,734

Daily Pivots for day following 28-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	119-255	119-188	118-186
R3	119-080	119-012	118-138
R2	118-225	118-225	118-122
R1	118-158	118-158	118-106	118-191
PP	118-050	118-050	118-050	118-067
S1	117-302	117-302	118-074	118-016
S2	117-195	117-195	118-058
S3	117-020	117-128	118-042
S4	116-165	116-272	117-314

Weekly Pivots for week ending 25-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	120-098	119-247	117-298
R3	119-131	118-279	117-219
R2	118-163	118-163	117-193
R1	117-312	117-312	117-166	117-254
PP	117-196	117-196	117-196	117-167
S1	117-024	117-024	117-114	116-286
S2	116-228	116-228	117-087
S3	115-261	116-057	117-061
S4	114-293	115-089	116-302

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-118	117-080	1-038	0.9%	0-172	0.5%	92%	True	False	2,134,302
10	118-118	117-008	1-110	1.1%	0-156	0.4%	94%	True	False	1,136,265
20	119-000	116-292	2-028	1.8%	0-152	0.4%	66%	False	False	577,869

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-221
2.618	119-256
1.618	119-081
1.000	118-292
0.618	118-226
HIGH	118-118
0.618	118-051
0.500	118-030
0.382	118-009
LOW	117-262
0.618	117-154
1.000	117-088
1.618	116-299
2.618	116-124
4.250	115-159

Fisher Pivots for day following 28-Feb-2022
Pivot	1 day	3 day
R1	118-070	118-040
PP	118-050	117-309
S1	118-030	117-259

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols