ECBOT 5 Year T-Note Future June 2022

Trading Metrics calculated at close of trading on 01-Apr-2022

Day Change Summary
	Previous	Current
	31-Mar-2022	01-Apr-2022	Change	Change %	Previous Week
Open	114-195	114-158	-0-038	-0.1%	114-028
High	114-278	114-162	-0-115	-0.3%	114-278
Low	114-142	113-270	-0-192	-0.5%	113-158
Close	114-220	114-008	-0-212	-0.6%	114-008
Range	0-135	0-212	0-078	57.4%	1-120
ATR	0-202	0-207	0-005	2.4%	0-000
Volume	1,346,940	1,314,357	-32,583	-2.4%	6,679,926

Daily Pivots for day following 01-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	116-038	115-235	114-124
R3	115-145	115-022	114-066
R2	114-252	114-252	114-046
R1	114-130	114-130	114-027	114-085
PP	114-040	114-040	114-040	114-018
S1	113-238	113-238	113-308	113-192
S2	113-148	113-148	113-289
S3	112-255	113-025	113-269
S4	112-042	112-132	113-211

Weekly Pivots for week ending 01-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	118-081	117-164	114-250
R3	116-281	116-044	114-128
R2	115-161	115-161	114-088
R1	114-244	114-244	114-048	114-142
PP	114-041	114-041	114-041	113-310
S1	113-124	113-124	113-287	113-022
S2	112-241	112-241	113-247
S3	111-121	112-004	113-206
S4	110-001	110-204	113-086

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-278	113-158	1-120	1.2%	0-204	0.6%	39%	False	False	1,335,985
10	116-028	113-158	2-190	2.3%	0-214	0.6%	20%	False	False	1,235,393
20	119-058	113-158	5-220	5.0%	0-204	0.6%	9%	False	False	1,145,385
40	119-108	113-158	5-270	5.1%	0-198	0.5%	9%	False	False	1,009,992

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-040
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	117-106
2.618	116-079
1.618	115-186
1.000	115-055
0.618	114-294
HIGH	114-162
0.618	114-081
0.500	114-056
0.382	114-031
LOW	113-270
0.618	113-139
1.000	113-058
1.618	112-246
2.618	112-034
4.250	111-007

Fisher Pivots for day following 01-Apr-2022
Pivot	1 day	3 day
R1	114-056	114-114
PP	114-040	114-078
S1	114-024	114-043

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