ECBOT 5 Year T-Note Future June 2022

Trading Metrics calculated at close of trading on 30-Mar-2022

Day Change Summary
	Previous	Current
	29-Mar-2022	30-Mar-2022	Change	Change %	Previous Week
Open	114-005	114-100	0-095	0.3%	116-018
High	114-132	114-215	0-082	0.2%	116-028
Low	113-188	114-062	0-195	0.5%	113-300
Close	114-122	114-175	0-052	0.1%	113-312
Range	0-265	0-152	-0-112	-42.5%	2-048
ATR	0-212	0-208	-0-004	-2.0%	0-000
Volume	1,315,138	1,242,352	-72,786	-5.5%	5,674,008

Daily Pivots for day following 30-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	115-288	115-224	114-259
R3	115-136	115-072	114-217
R2	114-303	114-303	114-203
R1	114-239	114-239	114-189	114-271
PP	114-151	114-151	114-151	114-167
S1	114-087	114-087	114-161	114-119
S2	113-318	113-318	114-147
S3	113-166	113-254	114-133
S4	113-013	113-102	114-091

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	115-078	113-158	1-240	1.5%	0-232	0.6%	60%	False	False	1,245,852
10	116-100	113-158	2-262	2.5%	0-205	0.6%	37%	False	False	1,156,126
20	119-058	113-158	5-220	5.0%	0-207	0.6%	19%	False	False	1,127,638
40	119-108	113-158	5-270	5.1%	0-195	0.5%	18%	False	False	943,628

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-042
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	116-223
2.618	115-294
1.618	115-142
1.000	115-048
0.618	114-309
HIGH	114-215
0.618	114-157
0.500	114-139
0.382	114-121
LOW	114-062
0.618	113-288
1.000	113-230
1.618	113-136
2.618	112-303
4.250	112-054

Fisher Pivots for day following 30-Mar-2022
Pivot	1 day	3 day
R1	114-163	114-125
PP	114-151	114-076
S1	114-139	114-026

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