ECBOT 5 Year T-Note Future June 2022

Trading Metrics calculated at close of trading on 21-Mar-2022

Day Change Summary
	Previous	Current
	18-Mar-2022	21-Mar-2022	Change	Change %	Previous Week
Open	116-035	116-018	-0-018	0.0%	117-045
High	116-100	116-028	-0-072	-0.2%	117-052
Low	115-312	115-035	-0-278	-0.7%	115-218
Close	116-035	115-038	-0-318	-0.9%	116-035
Range	0-108	0-312	0-205	190.7%	1-155
ATR	0-193	0-203	0-009	4.7%	0-000
Volume	797,159	1,204,811	407,652	51.1%	5,212,084

Daily Pivots for day following 21-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	118-118	117-230	115-209
R3	117-125	116-238	115-123
R2	116-132	116-132	115-095
R1	115-245	115-245	115-066	115-192
PP	115-140	115-140	115-140	115-114
S1	114-252	114-252	115-009	114-200
S2	114-148	114-148	114-300
S3	113-155	113-260	114-272
S4	112-162	112-268	114-186

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	116-245	115-035	1-210	1.4%	0-197	0.5%	0%	False	True	1,098,100
10	118-138	115-035	3-102	2.9%	0-196	0.5%	0%	False	True	1,055,177
20	119-108	115-035	4-072	3.7%	0-217	0.6%	0%	False	True	1,418,591
40	119-130	115-035	4-095	3.7%	0-178	0.5%	0%	False	True	731,503

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-040
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	120-076
2.618	118-206
1.618	117-213
1.000	117-020
0.618	116-221
HIGH	116-028
0.618	115-228
0.500	115-191
0.382	115-154
LOW	115-035
0.618	114-162
1.000	114-042
1.618	113-169
2.618	112-177
4.250	110-307

Fisher Pivots for day following 21-Mar-2022
Pivot	1 day	3 day
R1	115-191	115-228
PP	115-140	115-164
S1	115-089	115-101

Download as Excel Spreadsheet

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

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