ECBOT 5 Year T-Note Future June 2022

Trading Metrics calculated at close of trading on 20-May-2022

Day Change Summary
	Previous	Current
	19-May-2022	20-May-2022	Change	Change %	Previous Week
Open	112-288	113-062	0-095	0.3%	112-318
High	113-145	113-138	-0-008	0.0%	113-145
Low	112-245	112-318	0-072	0.2%	112-142
Close	113-045	113-105	0-060	0.2%	113-105
Range	0-220	0-140	-0-080	-36.4%	1-002
ATR	0-214	0-209	-0-005	-2.5%	0-000
Volume	1,418,910	1,038,106	-380,804	-26.8%	5,556,543

Daily Pivots for day following 20-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	114-180	114-122	113-182
R3	114-040	113-302	113-144
R2	113-220	113-220	113-131
R1	113-162	113-162	113-118	113-191
PP	113-080	113-080	113-080	113-094
S1	113-022	113-022	113-092	113-051
S2	112-260	112-260	113-079
S3	112-120	112-202	113-066
S4	111-300	112-062	113-028

Weekly Pivots for week ending 20-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	116-032	115-231	113-282
R3	115-029	114-228	113-194
R2	114-027	114-027	113-164
R1	113-226	113-226	113-135	113-286
PP	113-024	113-024	113-024	113-054
S1	112-223	112-223	113-075	112-284
S2	112-022	112-022	113-046
S3	111-019	111-221	113-016
S4	110-017	110-218	112-248

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-145	112-142	1-002	0.9%	0-191	0.5%	88%	False	False	1,111,308
10	113-145	111-295	1-170	1.4%	0-201	0.6%	92%	False	False	1,133,732
20	113-190	111-295	1-215	1.5%	0-211	0.6%	84%	False	False	1,149,770
40	114-308	111-295	3-012	2.7%	0-214	0.6%	46%	False	False	1,163,741
60	119-108	111-295	7-132	6.5%	0-214	0.6%	19%	False	False	1,172,942
80	119-108	111-295	7-132	6.5%	0-197	0.5%	19%	False	False	987,616

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-042
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	115-092
2.618	114-184
1.618	114-044
1.000	113-278
0.618	113-224
HIGH	113-138
0.618	113-084
0.500	113-068
0.382	113-051
LOW	112-318
0.618	112-231
1.000	112-178
1.618	112-091
2.618	111-271
4.250	111-042

Fisher Pivots for day following 20-May-2022
Pivot	1 day	3 day
R1	113-092	113-065
PP	113-080	113-024
S1	113-068	112-304

Download as Excel Spreadsheet

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

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