ECBOT 5 Year T-Note Future June 2022

Trading Metrics calculated at close of trading on 14-Jun-2022

Day Change Summary
	Previous	Current
	13-Jun-2022	14-Jun-2022	Change	Change %	Previous Week
Open	111-055	110-050	-1-005	-0.9%	112-252
High	111-072	110-280	-0-112	-0.3%	112-268
Low	109-272	109-230	-0-042	-0.1%	111-098
Close	110-110	109-262	-0-168	-0.5%	111-115
Range	1-120	1-050	-0-070	-15.9%	1-170
ATR	0-195	0-208	0-012	6.4%	0-000
Volume	4,451	5,519	1,068	24.0%	39,230

Daily Pivots for day following 14-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	113-194	112-278	110-146
R3	112-144	111-228	110-044
R2	111-094	111-094	110-010
R1	110-178	110-178	109-296	110-111
PP	110-044	110-044	110-044	110-011
S1	109-128	109-128	109-229	109-061
S2	108-314	108-314	109-195
S3	107-264	108-078	109-161
S4	106-214	107-028	109-059

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	112-178	109-230	2-268	2.6%	0-262	0.7%	4%	False	True	4,687
10	113-122	109-230	3-212	3.3%	0-201	0.6%	3%	False	True	11,369
20	114-018	109-230	4-108	3.9%	0-184	0.5%	2%	False	True	737,240
40	114-018	109-230	4-108	3.9%	0-199	0.6%	2%	False	True	935,544
60	116-028	109-230	6-118	5.8%	0-204	0.6%	2%	False	True	1,015,852
80	119-108	109-230	9-198	8.8%	0-205	0.6%	1%	False	True	1,105,725
100	119-130	109-230	9-220	8.8%	0-192	0.5%	1%	False	True	890,067

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	0-029
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115-252
2.618	113-289
1.618	112-239
1.000	112-010
0.618	111-189
HIGH	110-280
0.618	110-139
0.500	110-095
0.382	110-051
LOW	109-230
0.618	109-001
1.000	108-180
1.618	107-271
2.618	106-221
4.250	104-258

Fisher Pivots for day following 14-Jun-2022
Pivot	1 day	3 day
R1	110-095	111-005
PP	110-044	110-198
S1	109-313	110-070

Download as Excel Spreadsheet

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

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