ECBOT 5 Year T-Note Future June 2022


Trading Metrics calculated at close of trading on 11-Mar-2022
Day Change Summary
Previous Current
10-Mar-2022 11-Mar-2022 Change Change % Previous Week
Open 117-150 117-080 -0-070 -0.2% 118-268
High 117-222 117-142 -0-080 -0.2% 119-058
Low 117-038 117-002 -0-035 -0.1% 117-002
Close 117-058 117-020 -0-038 -0.1% 117-020
Range 0-185 0-140 -0-045 -24.3% 2-055
ATR 0-204 0-199 -0-005 -2.2% 0-000
Volume 1,067,403 796,069 -271,334 -25.4% 5,341,694
Daily Pivots for day following 11-Mar-2022
Classic Woodie Camarilla DeMark
R4 118-155 118-068 117-097
R3 118-015 117-248 117-058
R2 117-195 117-195 117-046
R1 117-108 117-108 117-033 117-081
PP 117-055 117-055 117-055 117-042
S1 116-288 116-288 117-007 116-261
S2 116-235 116-235 116-314
S3 116-095 116-148 116-302
S4 115-275 116-008 116-263
Weekly Pivots for week ending 11-Mar-2022
Classic Woodie Camarilla DeMark
R4 124-085 122-268 118-082
R3 122-030 120-212 117-211
R2 119-295 119-295 117-147
R1 118-158 118-158 117-084 118-039
PP 117-240 117-240 117-240 117-181
S1 116-102 116-102 116-276 115-304
S2 115-185 115-185 116-213
S3 113-130 114-048 116-149
S4 111-075 111-312 115-278
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-058 117-002 2-055 1.9% 0-200 0.5% 3% False True 1,068,338
10 119-108 117-002 2-105 2.0% 0-241 0.6% 2% False True 1,295,419
20 119-108 116-300 2-128 2.0% 0-203 0.5% 5% False False 1,135,108
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 0-058
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 119-098
2.618 118-189
1.618 118-049
1.000 117-282
0.618 117-229
HIGH 117-142
0.618 117-089
0.500 117-072
0.382 117-056
LOW 117-002
0.618 116-236
1.000 116-182
1.618 116-096
2.618 115-276
4.250 115-048
Fisher Pivots for day following 11-Mar-2022
Pivot 1 day 3 day
R1 117-072 117-176
PP 117-055 117-124
S1 117-038 117-072

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

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