ECBOT 10 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 12-May-2022

Day Change Summary
	Previous	Current
	11-May-2022	12-May-2022	Change	Change %	Previous Week
Open	118-125	118-220	0-095	0.3%	118-160
High	118-285	119-175	0-210	0.6%	118-255
Low	117-180	118-210	1-030	0.9%	116-310
Close	118-245	119-175	0-250	0.7%	117-055
Range	1-105	0-285	-0-140	-32.9%	1-265
ATR	1-016	1-013	-0-004	-1.1%	0-000
Volume	30,058	34,150	4,092	13.6%	55,772

Daily Pivots for day following 12-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	121-295	121-200	120-012
R3	121-010	120-235	119-253
R2	120-045	120-045	119-227
R1	119-270	119-270	119-201	119-318
PP	119-080	119-080	119-080	119-104
S1	118-305	118-305	119-149	119-032
S2	118-115	118-115	119-123
S3	117-150	118-020	119-097
S4	116-185	117-055	119-018

Weekly Pivots for week ending 06-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	123-042	121-313	118-057
R3	121-097	120-048	117-216
R2	119-152	119-152	117-162
R1	118-103	118-103	117-109	117-315
PP	117-207	117-207	117-207	117-152
S1	116-158	116-158	117-001	116-050
S2	115-262	115-262	116-268
S3	113-317	114-213	116-214
S4	112-052	112-268	116-053

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-175	116-210	2-285	2.4%	1-017	0.9%	100%	True	False	22,974
10	119-175	116-210	2-285	2.4%	1-013	0.9%	100%	True	False	15,496
20	120-260	116-210	4-050	3.5%	1-016	0.9%	70%	False	False	8,860
40	124-200	116-210	7-310	6.7%	0-312	0.8%	36%	False	False	4,471

Crabel Price Patterns
NR	True
NR4	True
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	0-064
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	123-106
2.618	121-281
1.618	120-316
1.000	120-140
0.618	120-031
HIGH	119-175
0.618	119-066
0.500	119-032
0.382	118-319
LOW	118-210
0.618	118-034
1.000	117-245
1.618	117-069
2.618	116-104
4.250	114-279

Fisher Pivots for day following 12-May-2022
Pivot	1 day	3 day
R1	119-128	119-069
PP	119-080	118-283
S1	119-032	118-178

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols