ECBOT 5 Year T-Note Future June 2022

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

Day Change Summary
	Previous	Current
	31-May-2022	01-Jun-2022	Change	Change %	Previous Week
Open	113-242	113-120	-0-122	-0.3%	113-092
High	113-255	113-122	-0-132	-0.4%	114-018
Low	113-068	112-230	-0-158	-0.4%	112-298
Close	113-128	112-250	-0-198	-0.5%	113-228
Range	0-188	0-212	0-025	13.3%	1-040
ATR	0-186	0-189	0-002	1.2%	0-000
Volume	98,136	41,984	-56,152	-57.2%	9,785,326

Daily Pivots for day following 01-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	114-305	114-170	113-047
R3	114-092	113-278	112-308
R2	113-200	113-200	112-289
R1	113-065	113-065	112-269	113-026
PP	112-308	112-308	112-308	112-288
S1	112-172	112-172	112-231	112-134
S2	112-095	112-095	112-211
S3	111-202	111-280	112-192
S4	110-310	111-068	112-133

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	112-230	1-108	1.2%	0-144	0.4%	5%	False	True	1,085,516
10	114-018	112-142	1-195	1.4%	0-163	0.5%	21%	False	False	1,358,493
20	114-018	111-295	2-042	1.9%	0-191	0.5%	40%	False	False	1,253,362
40	114-080	111-295	2-105	2.1%	0-205	0.6%	37%	False	False	1,189,644
60	118-138	111-295	6-162	5.8%	0-202	0.6%	13%	False	False	1,170,439
80	119-108	111-295	7-132	6.6%	0-200	0.6%	12%	False	False	1,111,443

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-031
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	116-066
2.618	115-039
1.618	114-146
1.000	114-015
0.618	113-254
HIGH	113-122
0.618	113-041
0.500	113-016
0.382	112-311
LOW	112-230
0.618	112-099
1.000	112-018
1.618	111-206
2.618	110-314
4.250	109-287

Fisher Pivots for day following 01-Jun-2022
Pivot	1 day	3 day
R1	113-016	113-102
PP	112-308	113-045
S1	112-279	112-308

Download as Excel Spreadsheet

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

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