ECBOT 5 Year T-Note Future June 2022


Trading Metrics calculated at close of trading on 03-Mar-2022
Day Change Summary
Previous Current
02-Mar-2022 03-Mar-2022 Change Change % Previous Week
Open 118-305 118-050 -0-255 -0.7% 117-265
High 119-098 118-128 -0-290 -0.8% 118-048
Low 118-002 117-312 -0-010 0.0% 117-080
Close 118-045 118-068 0-022 0.1% 117-140
Range 1-095 0-135 -0-280 -67.5% 0-288
ATR 0-198 0-193 -0-004 -2.3% 0-000
Volume 1,629,759 1,078,461 -551,298 -33.8% 9,000,734
Daily Pivots for day following 03-Mar-2022
Classic Woodie Camarilla DeMark
R4 119-148 119-082 118-142
R3 119-012 118-268 118-105
R2 118-198 118-198 118-092
R1 118-132 118-132 118-080 118-165
PP 118-062 118-062 118-062 118-079
S1 117-318 117-318 118-055 118-030
S2 117-248 117-248 118-043
S3 117-112 117-182 118-030
S4 116-298 117-048 117-313
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
5 119-108 117-080 2-028 1.8% 0-252 0.7% 46% False False 1,528,176
10 119-108 117-070 2-038 1.8% 0-206 0.5% 47% False False 1,586,344
20 119-108 116-292 2-135 2.0% 0-185 0.5% 54% False False 813,423
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0-046
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 120-061
2.618 119-161
1.618 119-026
1.000 118-262
0.618 118-211
HIGH 118-128
0.618 118-076
0.500 118-060
0.382 118-044
LOW 117-312
0.618 117-229
1.000 117-178
1.618 117-094
2.618 116-279
4.250 116-059
Fisher Pivots for day following 03-Mar-2022
Pivot 1 day 3 day
R1 118-065 118-210
PP 118-062 118-162
S1 118-060 118-115

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

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