ECBOT 5 Year T-Note Future June 2022

Trading Metrics calculated at close of trading on 02-Jun-2022

Day Change Summary
	Previous	Current
	01-Jun-2022	02-Jun-2022	Change	Change %	Previous Week
Open	113-120	112-302	-0-138	-0.4%	113-092
High	113-122	112-305	-0-138	-0.4%	114-018
Low	112-230	112-228	-0-002	0.0%	112-298
Close	112-250	112-290	0-040	0.1%	113-228
Range	0-212	0-078	-0-135	-63.5%	1-040
ATR	0-189	0-181	-0-008	-4.2%	0-000
Volume	41,984	16,462	-25,522	-60.8%	9,785,326

Daily Pivots for day following 02-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	113-187	113-156	113-013
R3	113-109	113-078	112-311
R2	113-032	113-032	112-304
R1	113-001	113-001	112-297	112-298
PP	112-274	112-274	112-274	112-262
S1	112-243	112-243	112-283	112-220
S2	112-197	112-197	112-276
S3	112-119	112-166	112-269
S4	112-042	112-088	112-247

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	112-228	1-110	1.2%	0-135	0.4%	15%	False	True	399,786
10	114-018	112-228	1-110	1.2%	0-153	0.4%	15%	False	True	1,239,892
20	114-018	111-295	2-042	1.9%	0-180	0.5%	46%	False	False	1,180,483
40	114-080	111-295	2-105	2.1%	0-199	0.6%	42%	False	False	1,164,522
60	118-030	111-295	6-055	5.5%	0-200	0.6%	16%	False	False	1,150,039
80	119-108	111-295	7-132	6.6%	0-200	0.6%	13%	False	False	1,111,495

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-026
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	113-314
2.618	113-188
1.618	113-110
1.000	113-062
0.618	113-033
HIGH	112-305
0.618	112-275
0.500	112-266
0.382	112-257
LOW	112-228
0.618	112-180
1.000	112-150
1.618	112-102
2.618	112-025
4.250	111-218

Fisher Pivots for day following 02-Jun-2022
Pivot	1 day	3 day
R1	112-282	113-081
PP	112-274	113-044
S1	112-266	113-007

Download as Excel Spreadsheet

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

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