ECBOT 5 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	112-128	112-145	0-018	0.0%	112-025
High	112-230	113-005	0-095	0.3%	112-165
Low	111-278	112-138	0-180	0.5%	111-170
Close	112-168	113-000	0-152	0.4%	111-232
Range	0-272	0-188	-0-085	-31.2%	0-315
ATR	0-214	0-212	-0-002	-0.9%	0-000
Volume	11,824	16,770	4,946	41.8%	23,867

Daily Pivots for day following 12-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	114-183	114-119	113-103
R3	113-316	113-252	113-052
R2	113-128	113-128	113-034
R1	113-064	113-064	113-017	113-096
PP	112-261	112-261	112-261	112-277
S1	112-197	112-197	112-303	112-229
S2	112-073	112-073	112-286
S3	111-206	112-009	112-268
S4	111-018	111-142	112-217

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	113-005	111-138	1-188	1.4%	0-216	0.6%	99%	True	False	11,927
10	113-005	111-138	1-188	1.4%	0-216	0.6%	99%	True	False	7,711
20	113-232	111-138	2-095	2.0%	0-208	0.6%	68%	False	False	3,992

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	0-052
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115-162
2.618	114-176
1.618	113-308
1.000	113-192
0.618	113-121
HIGH	113-005
0.618	112-253
0.500	112-231
0.382	112-209
LOW	112-138
0.618	112-022
1.000	111-270
1.618	111-154
2.618	110-287
4.250	109-301

Fisher Pivots for day following 12-May-2022
Pivot	1 day	3 day
R1	112-290	112-260
PP	112-261	112-201
S1	112-231	112-141

Download as Excel Spreadsheet

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

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