ECBOT 5 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 19-May-2022

Day Change Summary
	Previous	Current
	18-May-2022	19-May-2022	Change	Change %	Previous Week
Open	112-045	112-145	0-100	0.3%	111-202
High	112-185	113-015	0-150	0.4%	113-005
Low	112-002	112-108	0-105	0.3%	111-138
Close	112-158	112-238	0-080	0.2%	112-162
Range	0-182	0-228	0-045	24.7%	1-188
ATR	0-209	0-210	0-001	0.6%	0-000
Volume	34,625	218,638	184,013	531.4%	59,048

Daily Pivots for day following 19-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	114-269	114-161	113-043
R3	114-042	113-253	112-300
R2	113-134	113-134	112-279
R1	113-026	113-026	112-258	113-080
PP	112-227	112-227	112-227	112-254
S1	112-118	112-118	112-217	112-172
S2	111-319	111-319	112-196
S3	111-092	111-211	112-175
S4	110-184	110-303	112-112

Weekly Pivots for week ending 13-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	117-024	116-121	113-122
R3	115-157	114-253	112-302
R2	113-289	113-289	112-256
R1	113-066	113-066	112-209	113-178
PP	112-102	112-102	112-102	112-158
S1	111-198	111-198	112-116	111-310
S2	110-234	110-234	112-069
S3	109-047	110-011	112-023
S4	107-179	108-143	111-203

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-015	112-002	1-012	0.9%	0-192	0.5%	71%	True	False	67,325
10	113-015	111-138	1-198	1.4%	0-204	0.6%	81%	True	False	39,626
20	113-052	111-138	1-235	1.5%	0-206	0.6%	76%	False	False	20,811

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-049
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	116-022
2.618	114-291
1.618	114-063
1.000	113-242
0.618	113-156
HIGH	113-015
0.618	112-248
0.500	112-221
0.382	112-194
LOW	112-108
0.618	111-287
1.000	111-200
1.618	111-059
2.618	110-152
4.250	109-101

Fisher Pivots for day following 19-May-2022
Pivot	1 day	3 day
R1	112-232	112-215
PP	112-227	112-192
S1	112-221	112-169

Download as Excel Spreadsheet

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

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