ECBOT 5 Year T-Note Future June 2022

Trading Metrics calculated at close of trading on 28-Mar-2022

Day Change Summary
	Previous	Current
	25-Mar-2022	28-Mar-2022	Change	Change %	Previous Week
Open	114-272	114-028	-0-245	-0.7%	116-018
High	114-308	114-092	-0-215	-0.6%	116-028
Low	113-300	113-158	-0-142	-0.4%	113-300
Close	113-312	114-008	0-015	0.0%	113-312
Range	1-008	0-255	-0-072	-22.1%	2-048
ATR	0-204	0-208	0-004	1.8%	0-000
Volume	1,269,683	1,461,139	191,456	15.1%	5,674,008

Daily Pivots for day following 28-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	116-104	115-311	114-148
R3	115-169	115-056	114-078
R2	114-234	114-234	114-054
R1	114-121	114-121	114-031	114-050
PP	113-299	113-299	113-299	113-264
S1	113-186	113-186	113-304	113-115
S2	113-044	113-044	113-281
S3	112-109	112-251	113-257
S4	111-174	111-316	113-187

Weekly Pivots for week ending 25-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	121-036	119-222	115-051
R3	118-308	117-174	114-182
R2	116-261	116-261	114-119
R1	115-127	115-127	114-056	115-010
PP	114-213	114-213	114-213	114-155
S1	113-079	113-079	113-249	112-282
S2	112-166	112-166	113-186
S3	110-118	111-032	113-123
S4	108-071	108-304	112-254

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-088	113-158	1-250	1.6%	0-213	0.6%	30%	False	True	1,186,067
10	116-245	113-158	3-088	2.9%	0-205	0.6%	16%	False	True	1,142,083
20	119-108	113-158	5-270	5.1%	0-227	0.6%	9%	False	True	1,181,532
40	119-108	113-158	5-270	5.1%	0-189	0.5%	9%	False	True	879,700

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	0-036
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117-216
2.618	116-120
1.618	115-185
1.000	115-028
0.618	114-250
HIGH	114-092
0.618	113-315
0.500	113-285
0.382	113-255
LOW	113-158
0.618	113-000
1.000	112-222
1.618	112-065
2.618	111-130
4.250	110-034

Fisher Pivots for day following 28-Mar-2022
Pivot	1 day	3 day
R1	113-313	114-118
PP	113-299	114-081
S1	113-285	114-044

Download as Excel Spreadsheet

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

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