ECBOT 5 Year T-Note Future June 2022

Trading Metrics calculated at close of trading on 18-Mar-2022

Day Change Summary
	Previous	Current
	17-Mar-2022	18-Mar-2022	Change	Change %	Previous Week
Open	115-302	116-035	0-052	0.1%	117-045
High	116-095	116-100	0-005	0.0%	117-052
Low	115-270	115-312	0-042	0.1%	115-218
Close	116-005	116-035	0-030	0.1%	116-035
Range	0-145	0-108	-0-038	-25.9%	1-155
ATR	0-200	0-193	-0-007	-3.3%	0-000
Volume	1,071,466	797,159	-274,307	-25.6%	5,212,084

Daily Pivots for day following 18-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	117-045	116-308	116-094
R3	116-258	116-200	116-065
R2	116-150	116-150	116-055
R1	116-092	116-092	116-045	116-089
PP	116-042	116-042	116-042	116-041
S1	115-305	115-305	116-025	115-301
S2	115-255	115-255	116-015
S3	115-148	115-198	116-005
S4	115-040	115-090	115-296

Weekly Pivots for week ending 18-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	120-247	119-296	116-296
R3	119-092	118-141	116-166
R2	117-257	117-257	116-122
R1	116-306	116-306	116-079	116-204
PP	116-102	116-102	116-102	116-051
S1	115-151	115-151	115-311	115-049
S2	114-267	114-267	115-268
S3	113-112	113-316	115-224
S4	111-277	112-161	115-094

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-052	115-218	1-155	1.3%	0-186	0.5%	29%	False	False	1,042,416
10	119-058	115-218	3-160	3.0%	0-193	0.5%	12%	False	False	1,055,377
20	119-108	115-218	3-210	3.1%	0-207	0.6%	12%	False	False	1,375,347
40	119-130	115-218	3-232	3.2%	0-173	0.5%	12%	False	False	701,390

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-050
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	117-237
2.618	117-061
1.618	116-274
1.000	116-208
0.618	116-166
HIGH	116-100
0.618	116-059
0.500	116-046
0.382	116-034
LOW	115-312
0.618	115-246
1.000	115-205
1.618	115-139
2.618	115-031
4.250	114-176

Fisher Pivots for day following 18-Mar-2022
Pivot	1 day	3 day
R1	116-046	116-030
PP	116-042	116-025
S1	116-039	116-020

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols