ECBOT 5 Year T-Note Future June 2022

Trading Metrics calculated at close of trading on 24-Mar-2022

Day Change Summary
	Previous	Current
	23-Mar-2022	24-Mar-2022	Change	Change %	Previous Week
Open	114-268	115-072	0-125	0.3%	117-045
High	115-088	115-078	-0-010	0.0%	117-052
Low	114-220	114-238	0-018	0.0%	115-218
Close	115-042	114-312	-0-050	-0.1%	116-035
Range	0-188	0-160	-0-028	-14.7%	1-155
ATR	0-197	0-194	-0-003	-1.3%	0-000
Volume	1,123,194	940,948	-182,246	-16.2%	5,212,084

Daily Pivots for day following 24-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	116-156	116-074	115-080
R3	115-316	115-234	115-036
R2	115-156	115-156	115-022
R1	115-074	115-074	115-007	115-035
PP	114-316	114-316	114-316	114-296
S1	114-234	114-234	114-298	114-195
S2	114-156	114-156	114-283
S3	113-316	114-074	114-268
S4	113-156	113-234	114-224

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	116-100	114-220	1-200	1.4%	0-180	0.5%	18%	False	False	1,040,296
10	117-142	114-220	2-242	2.4%	0-186	0.5%	10%	False	False	1,041,247
20	119-108	114-220	4-208	4.0%	0-214	0.6%	6%	False	False	1,191,344
40	119-108	114-220	4-208	4.0%	0-180	0.5%	6%	False	False	811,490

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-033
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117-118
2.618	116-176
1.618	116-016
1.000	115-238
0.618	115-176
HIGH	115-078
0.618	115-016
0.500	114-318
0.382	114-299
LOW	114-238
0.618	114-139
1.000	114-078
1.618	113-299
2.618	113-139
4.250	112-198

Fisher Pivots for day following 24-Mar-2022
Pivot	1 day	3 day
R1	114-318	114-314
PP	114-316	114-313
S1	114-314	114-313

Download as Excel Spreadsheet

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

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