ECBOT 5 Year T-Note Future September 2022


Trading Metrics calculated at close of trading on 04-May-2022
Day Change Summary
Previous Current
03-May-2022 04-May-2022 Change Change % Previous Week
Open 111-262 111-238 -0-025 -0.1% 112-112
High 112-045 112-150 0-105 0.3% 113-052
Low 111-210 111-182 -0-028 -0.1% 112-010
Close 111-272 112-140 0-188 0.5% 112-092
Range 0-155 0-288 0-132 85.5% 1-042
ATR 0-199 0-205 0-006 3.2% 0-000
Volume 1,933 5,342 3,409 176.4% 2,810
Daily Pivots for day following 04-May-2022
Classic Woodie Camarilla DeMark
R4 114-273 114-174 112-298
R3 113-306 113-207 112-219
R2 113-018 113-018 112-193
R1 112-239 112-239 112-166 112-289
PP 112-051 112-051 112-051 112-076
S1 111-272 111-272 112-114 112-001
S2 111-083 111-083 112-087
S3 110-116 110-304 112-061
S4 109-148 110-017 111-302
Weekly Pivots for week ending 29-Apr-2022
Classic Woodie Camarilla DeMark
R4 115-286 115-072 112-292
R3 114-243 114-029 112-192
R2 113-201 113-201 112-159
R1 112-307 112-307 112-126 112-232
PP 112-158 112-158 112-158 112-121
S1 111-264 111-264 112-059 111-190
S2 111-116 111-116 112-026
S3 110-073 110-222 111-313
S4 109-031 109-179 111-213
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-288 111-182 1-105 1.2% 0-196 0.5% 65% False True 2,621
10 113-052 111-160 1-212 1.5% 0-195 0.5% 56% False False 1,545
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-043
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 116-092
2.618 114-263
1.618 113-295
1.000 113-118
0.618 113-008
HIGH 112-150
0.618 112-040
0.500 112-006
0.382 111-292
LOW 111-182
0.618 111-005
1.000 110-215
1.618 110-037
2.618 109-070
4.250 107-241
Fisher Pivots for day following 04-May-2022
Pivot 1 day 3 day
R1 112-095 112-095
PP 112-051 112-051
S1 112-006 112-006

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

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