ECBOT 5 Year T-Note Future June 2022


Trading Metrics calculated at close of trading on 07-Mar-2022
Day Change Summary
Previous Current
04-Mar-2022 07-Mar-2022 Change Change % Previous Week
Open 118-070 118-268 0-198 0.5% 117-278
High 119-005 119-058 0-052 0.1% 119-108
Low 118-035 118-102 0-068 0.2% 117-262
Close 118-248 118-142 -0-105 -0.3% 118-248
Range 0-290 0-275 -0-015 -5.2% 1-165
ATR 0-200 0-206 0-005 2.7% 0-000
Volume 1,227,898 1,206,812 -21,086 -1.7% 7,612,499
Daily Pivots for day following 07-Mar-2022
Classic Woodie Camarilla DeMark
R4 121-072 120-222 118-294
R3 120-118 119-268 118-218
R2 119-162 119-162 118-193
R1 118-312 118-312 118-168 118-260
PP 118-208 118-208 118-208 118-181
S1 118-038 118-038 118-117 117-305
S2 117-252 117-252 118-092
S3 116-298 117-082 118-067
S4 116-022 116-128 117-311
Weekly Pivots for week ending 04-Mar-2022
Classic Woodie Camarilla DeMark
R4 123-061 122-159 119-194
R3 121-216 120-314 119-061
R2 120-051 120-051 119-016
R1 119-149 119-149 118-292 119-260
PP 118-206 118-206 118-206 118-261
S1 117-304 117-304 118-203 118-095
S2 117-041 117-041 118-159
S3 115-196 116-139 118-114
S4 114-031 114-294 117-301
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-108 117-312 1-115 1.1% 0-302 0.8% 34% False False 1,429,707
10 119-108 117-080 2-028 1.8% 0-237 0.6% 57% False False 1,782,004
20 119-108 116-292 2-135 2.0% 0-196 0.5% 63% False False 934,452
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-054
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-266
2.618 121-137
1.618 120-182
1.000 120-012
0.618 119-227
HIGH 119-058
0.618 118-272
0.500 118-240
0.382 118-208
LOW 118-102
0.618 117-253
1.000 117-148
1.618 116-298
2.618 116-023
4.250 114-214
Fisher Pivots for day following 07-Mar-2022
Pivot 1 day 3 day
R1 118-240 118-185
PP 118-208 118-171
S1 118-175 118-157

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

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