ECBOT 5 Year T-Note Future June 2022

Trading Metrics calculated at close of trading on 13-Jun-2022

Day Change Summary
	Previous	Current
	10-Jun-2022	13-Jun-2022	Change	Change %	Previous Week
Open	112-082	111-055	-1-028	-1.0%	112-252
High	112-100	111-072	-1-028	-1.0%	112-268
Low	111-098	109-272	-1-145	-1.3%	111-098
Close	111-115	110-110	-1-005	-0.9%	111-115
Range	1-002	1-120	0-118	36.4%	1-170
ATR	0-173	0-195	0-022	12.8%	0-000
Volume	3,497	4,451	954	27.3%	39,230

Daily Pivots for day following 13-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	114-192	113-271	111-032
R3	113-072	112-151	110-231
R2	111-272	111-272	110-191
R1	111-031	111-031	110-150	110-251
PP	110-152	110-152	110-152	110-102
S1	109-231	109-231	110-070	109-131
S2	109-032	109-032	110-029
S3	107-232	108-111	109-309
S4	106-112	106-311	109-188

Weekly Pivots for week ending 10-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	116-137	115-136	112-064
R3	114-287	113-286	111-250
R2	113-117	113-117	111-205
R1	112-116	112-116	111-160	112-031
PP	111-267	111-267	111-267	111-224
S1	110-266	110-266	111-070	110-181
S2	110-097	110-097	111-025
S3	108-247	109-096	110-300
S4	107-077	107-246	110-166

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112-225	109-272	2-272	2.6%	0-218	0.6%	17%	False	True	4,257
10	113-255	109-272	3-302	3.6%	0-182	0.5%	12%	False	True	20,630
20	114-018	109-272	4-065	3.8%	0-174	0.5%	12%	False	True	777,408
40	114-018	109-272	4-065	3.8%	0-193	0.5%	12%	False	True	949,331
60	116-100	109-272	6-148	5.9%	0-200	0.6%	8%	False	True	1,029,046
80	119-108	109-272	9-155	8.6%	0-202	0.6%	5%	False	True	1,107,384
100	119-130	109-272	9-178	8.7%	0-189	0.5%	5%	False	True	890,012

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-016
Widest range in 102 trading days

Fibonacci Retracements and Extensions
4.250	117-022
2.618	114-264
1.618	113-144
1.000	112-192
0.618	112-024
HIGH	111-072
0.618	110-224
0.500	110-172
0.382	110-121
LOW	109-272
0.618	109-001
1.000	108-152
1.618	107-201
2.618	106-081
4.250	104-002

Fisher Pivots for day following 13-Jun-2022
Pivot	1 day	3 day
R1	110-172	111-054
PP	110-152	110-286
S1	110-131	110-198

Download as Excel Spreadsheet

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

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