ECBOT 5 Year T-Note Future June 2022

Trading Metrics calculated at close of trading on 27-May-2022

Day Change Summary
	Previous	Current
	26-May-2022	27-May-2022	Change	Change %	Previous Week
Open	113-255	113-262	0-008	0.0%	113-092
High	114-018	113-295	-0-042	-0.1%	114-018
Low	113-212	113-222	0-010	0.0%	112-298
Close	113-265	113-228	-0-038	-0.1%	113-228
Range	0-125	0-072	-0-052	-42.0%	1-040
ATR	0-195	0-186	-0-009	-4.5%	0-000
Volume	1,414,667	427,684	-986,983	-69.8%	9,785,326

Daily Pivots for day following 27-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	114-146	114-099	113-267
R3	114-073	114-027	113-247
R2	114-001	114-001	113-241
R1	113-274	113-274	113-234	113-261
PP	113-248	113-248	113-248	113-242
S1	113-202	113-202	113-221	113-189
S2	113-176	113-176	113-214
S3	113-103	113-129	113-208
S4	113-031	113-057	113-188

Weekly Pivots for week ending 27-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	116-301	116-144	114-106
R3	115-261	115-104	114-006
R2	114-221	114-221	113-294
R1	114-064	114-064	113-260	114-142
PP	113-181	113-181	113-181	113-220
S1	113-024	113-024	113-194	113-102
S2	112-141	112-141	113-162
S3	111-101	111-304	113-128
S4	110-061	110-264	113-030

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-018	112-298	1-040	1.0%	0-139	0.4%	69%	False	False	1,957,065
10	114-018	112-142	1-195	1.4%	0-165	0.5%	79%	False	False	1,534,186
20	114-018	111-295	2-042	1.9%	0-186	0.5%	84%	False	False	1,336,836
40	114-162	111-295	2-188	2.3%	0-203	0.6%	69%	False	False	1,242,493
60	119-058	111-295	7-082	6.4%	0-205	0.6%	25%	False	False	1,208,683
80	119-108	111-295	7-132	6.5%	0-200	0.5%	24%	False	False	1,109,868

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-035
Narrowest range in 77 trading days

Fibonacci Retracements and Extensions
4.250	114-283
2.618	114-165
1.618	114-092
1.000	114-048
0.618	114-020
HIGH	113-295
0.618	113-267
0.500	113-259
0.382	113-250
LOW	113-222
0.618	113-178
1.000	113-150
1.618	113-105
2.618	113-033
4.250	112-234

Fisher Pivots for day following 27-May-2022
Pivot	1 day	3 day
R1	113-259	113-254
PP	113-248	113-245
S1	113-238	113-236

Download as Excel Spreadsheet

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

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