ECBOT 5 Year T-Note Future June 2022

Trading Metrics calculated at close of trading on 13-May-2022

Day Change Summary
	Previous	Current
	12-May-2022	13-May-2022	Change	Change %	Previous Week
Open	112-282	113-078	0-115	0.3%	112-010
High	113-142	113-080	-0-062	-0.2%	113-142
Low	112-272	112-268	-0-005	0.0%	111-295
Close	113-138	112-308	-0-150	-0.4%	112-308
Range	0-190	0-132	-0-058	-30.3%	1-168
ATR	0-220	0-218	-0-002	-1.0%	0-000
Volume	1,254,526	812,244	-442,282	-35.3%	5,780,778

Daily Pivots for day following 13-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	114-082	114-008	113-060
R3	113-270	113-195	113-024
R2	113-138	113-138	113-012
R1	113-062	113-062	113-000	113-034
PP	113-005	113-005	113-005	112-311
S1	112-250	112-250	112-295	112-221
S2	112-192	112-192	112-283
S3	112-060	112-118	112-271
S4	111-248	111-305	112-235

Weekly Pivots for week ending 13-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	117-111	116-217	113-256
R3	115-263	115-049	113-122
R2	114-096	114-096	113-077
R1	113-202	113-202	113-032	113-309
PP	112-248	112-248	112-248	112-302
S1	112-034	112-034	112-263	112-141
S2	111-081	111-081	112-218
S3	109-233	110-187	112-173
S4	108-066	109-019	112-039

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-142	111-295	1-168	1.3%	0-211	0.6%	68%	False	False	1,156,155
10	113-142	111-295	1-168	1.3%	0-208	0.6%	68%	False	False	1,139,486
20	113-190	111-295	1-215	1.5%	0-213	0.6%	62%	False	False	1,121,253
40	116-100	111-295	4-125	3.9%	0-213	0.6%	24%	False	False	1,154,864
60	119-108	111-295	7-132	6.6%	0-212	0.6%	14%	False	False	1,217,376
80	119-130	111-295	7-155	6.6%	0-193	0.5%	14%	False	False	918,163

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-050
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	115-003
2.618	114-107
1.618	113-294
1.000	113-212
0.618	113-162
HIGH	113-080
0.618	113-029
0.500	113-014
0.382	112-318
LOW	112-268
0.618	112-186
1.000	112-135
1.618	112-053
2.618	111-241
4.250	111-024

Fisher Pivots for day following 13-May-2022
Pivot	1 day	3 day
R1	113-014	112-298
PP	113-005	112-289
S1	112-316	112-280

Download as Excel Spreadsheet

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

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