ECBOT 5 Year T-Note Future June 2022


Trading Metrics calculated at close of trading on 14-Mar-2022
Day Change Summary
Previous Current
11-Mar-2022 14-Mar-2022 Change Change % Previous Week
Open 117-080 117-045 -0-035 -0.1% 118-268
High 117-142 117-052 -0-090 -0.2% 119-058
Low 117-002 116-118 -0-205 -0.5% 117-002
Close 117-020 116-140 -0-200 -0.5% 117-020
Range 0-140 0-255 0-115 82.1% 2-055
ATR 0-199 0-203 0-004 2.0% 0-000
Volume 796,069 926,394 130,325 16.4% 5,341,694
Daily Pivots for day following 14-Mar-2022
Classic Woodie Camarilla DeMark
R4 119-015 118-172 116-280
R3 118-080 117-238 116-210
R2 117-145 117-145 116-187
R1 116-302 116-302 116-163 116-256
PP 116-210 116-210 116-210 116-187
S1 116-048 116-048 116-117 116-001
S2 115-275 115-275 116-093
S3 115-020 115-112 116-070
S4 114-085 114-178 116-000
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
5 118-138 116-118 2-020 1.8% 0-196 0.5% 3% False True 1,012,255
10 119-108 116-118 2-310 2.5% 0-249 0.7% 2% False True 1,220,981
20 119-108 116-118 2-310 2.5% 0-202 0.5% 2% False True 1,178,623
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-057
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 120-176
2.618 119-080
1.618 118-145
1.000 117-308
0.618 117-210
HIGH 117-052
0.618 116-275
0.500 116-245
0.382 116-215
LOW 116-118
0.618 115-280
1.000 115-182
1.618 115-025
2.618 114-090
4.250 112-314
Fisher Pivots for day following 14-Mar-2022
Pivot 1 day 3 day
R1 116-245 117-010
PP 116-210 116-267
S1 116-175 116-203

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

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