ECBOT 5 Year T-Note Future June 2022

Trading Metrics calculated at close of trading on 15-Mar-2022

Day Change Summary
	Previous	Current
	14-Mar-2022	15-Mar-2022	Change	Change %	Previous Week
Open	117-045	116-142	-0-222	-0.6%	118-268
High	117-052	116-245	-0-128	-0.3%	119-058
Low	116-118	116-070	-0-048	-0.1%	117-002
Close	116-140	116-102	-0-038	-0.1%	117-020
Range	0-255	0-175	-0-080	-31.4%	2-055
ATR	0-203	0-201	-0-002	-1.0%	0-000
Volume	926,394	1,016,829	90,435	9.8%	5,341,694

Daily Pivots for day following 15-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	118-024	117-238	116-199
R3	117-169	117-063	116-151
R2	116-314	116-314	116-135
R1	116-208	116-208	116-119	116-174
PP	116-139	116-139	116-139	116-122
S1	116-033	116-033	116-086	115-319
S2	115-284	115-284	116-070
S3	115-109	115-178	116-054
S4	114-254	115-003	116-006

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	118-030	116-070	1-280	1.6%	0-191	0.5%	5%	False	True	967,521
10	119-098	116-070	3-028	2.7%	0-227	0.6%	3%	False	True	1,122,103
20	119-108	116-070	3-038	2.7%	0-200	0.5%	3%	False	True	1,227,381

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	0-059
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-029
2.618	118-063
1.618	117-208
1.000	117-100
0.618	117-033
HIGH	116-245
0.618	116-178
0.500	116-158
0.382	116-137
LOW	116-070
0.618	115-282
1.000	115-215
1.618	115-107
2.618	114-252
4.250	113-286

Fisher Pivots for day following 15-Mar-2022
Pivot	1 day	3 day
R1	116-158	116-266
PP	116-139	116-212
S1	116-121	116-157

Download as Excel Spreadsheet

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

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