ECBOT 5 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 11-May-2022

Day Change Summary
	Previous	Current
	10-May-2022	11-May-2022	Change	Change %	Previous Week
Open	112-090	112-128	0-038	0.1%	112-025
High	112-202	112-230	0-028	0.1%	112-165
Low	112-025	111-278	-0-068	-0.2%	111-170
Close	112-112	112-168	0-055	0.2%	111-232
Range	0-178	0-272	0-095	53.5%	0-315
ATR	0-210	0-214	0-004	2.1%	0-000
Volume	10,651	11,824	1,173	11.0%	23,867

Daily Pivots for day following 11-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	114-296	114-184	112-317
R3	114-023	113-232	112-242
R2	113-071	113-071	112-217
R1	112-279	112-279	112-192	113-015
PP	112-118	112-118	112-118	112-146
S1	112-007	112-007	112-143	112-062
S2	111-166	111-166	112-118
S3	110-213	111-054	112-093
S4	109-261	110-102	112-018

Weekly Pivots for week ending 06-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	114-281	114-092	112-086
R3	113-286	113-097	111-319
R2	112-291	112-291	111-290
R1	112-102	112-102	111-261	112-039
PP	111-296	111-296	111-296	111-264
S1	111-107	111-107	111-204	111-044
S2	110-301	110-301	111-175
S3	109-306	110-112	111-146
S4	108-311	109-117	111-059

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112-230	111-138	1-092	1.1%	0-234	0.6%	85%	True	False	9,478
10	112-288	111-138	1-150	1.3%	0-215	0.6%	74%	False	False	6,049
20	113-240	111-138	2-102	2.1%	0-212	0.6%	47%	False	False	3,178

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-059
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	116-108
2.618	114-303
1.618	114-031
1.000	113-182
0.618	113-078
HIGH	112-230
0.618	112-126
0.500	112-094
0.382	112-062
LOW	111-278
0.618	111-109
1.000	111-005
1.618	110-157
2.618	109-204
4.250	108-079

Fisher Pivots for day following 11-May-2022
Pivot	1 day	3 day
R1	112-143	112-120
PP	112-118	112-072
S1	112-094	112-024

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