ECBOT 5 Year T-Note Future June 2022

Trading Metrics calculated at close of trading on 03-Jun-2022

Day Change Summary
	Previous	Current
	02-Jun-2022	03-Jun-2022	Change	Change %	Previous Week
Open	112-302	112-285	-0-018	0.0%	113-242
High	112-305	112-300	-0-005	0.0%	113-255
Low	112-228	112-198	-0-030	-0.1%	112-198
Close	112-290	112-238	-0-052	-0.1%	112-238
Range	0-078	0-102	0-025	32.3%	1-058
ATR	0-181	0-175	-0-006	-3.1%	0-000
Volume	16,462	6,045	-10,417	-63.3%	162,627

Daily Pivots for day following 03-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	113-232	113-178	112-294
R3	113-130	113-075	112-266
R2	113-028	113-028	112-256
R1	112-292	112-292	112-247	112-269
PP	112-245	112-245	112-245	112-233
S1	112-190	112-190	112-228	112-166
S2	112-142	112-142	112-219
S3	112-040	112-088	112-209
S4	111-258	111-305	112-181

Weekly Pivots for week ending 03-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	116-189	115-271	113-125
R3	115-132	114-213	113-021
R2	114-074	114-074	112-307
R1	113-156	113-156	112-272	113-086
PP	113-017	113-017	113-017	112-302
S1	112-098	112-098	112-203	112-029
S2	111-279	111-279	112-168
S3	110-222	111-041	112-134
S4	109-164	109-303	112-030

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-295	112-198	1-098	1.2%	0-130	0.4%	10%	False	True	118,062
10	114-018	112-198	1-140	1.3%	0-142	0.4%	9%	False	True	1,098,605
20	114-018	111-295	2-042	1.9%	0-172	0.5%	38%	False	False	1,119,065
40	114-080	111-295	2-105	2.1%	0-196	0.5%	35%	False	False	1,130,141
60	117-222	111-295	5-248	5.1%	0-198	0.5%	14%	False	False	1,132,958
80	119-108	111-295	7-132	6.6%	0-200	0.6%	11%	False	False	1,111,331

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-024
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114-096
2.618	113-248
1.618	113-146
1.000	113-082
0.618	113-043
HIGH	112-300
0.618	112-261
0.500	112-249
0.382	112-237
LOW	112-198
0.618	112-134
1.000	112-095
1.618	112-032
2.618	111-249
4.250	111-082

Fisher Pivots for day following 03-Jun-2022
Pivot	1 day	3 day
R1	112-249	113-000
PP	112-245	112-292
S1	112-241	112-265

Download as Excel Spreadsheet

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

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