ECBOT 5 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 20-May-2022

Day Change Summary
	Previous	Current
	19-May-2022	20-May-2022	Change	Change %	Previous Week
Open	112-145	112-250	0-105	0.3%	112-178
High	113-015	113-015	0-000	0.0%	113-015
Low	112-108	112-188	0-080	0.2%	112-002
Close	112-238	112-300	0-062	0.2%	112-300
Range	0-228	0-148	-0-080	-35.2%	1-012
ATR	0-210	0-206	-0-004	-2.1%	0-000
Volume	218,638	306,082	87,444	40.0%	636,398

Daily Pivots for day following 20-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	114-077	114-016	113-061
R3	113-249	113-188	113-021
R2	113-102	113-102	113-007
R1	113-041	113-041	112-314	113-071
PP	112-274	112-274	112-274	112-289
S1	112-213	112-213	112-286	112-244
S2	112-127	112-127	112-273
S3	111-299	112-066	112-259
S4	111-152	111-238	112-219

Weekly Pivots for week ending 20-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	115-250	115-128	113-163
R3	114-238	114-115	113-071
R2	113-225	113-225	113-041
R1	113-102	113-102	113-010	113-164
PP	112-212	112-212	112-212	112-243
S1	112-090	112-090	112-270	112-151
S2	111-200	111-200	112-239
S3	110-188	111-078	112-209
S4	109-175	110-065	112-117

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%	0-195	0.5%	89%	True	False	127,279
10	113-015	111-138	1-198	1.4%	0-202	0.6%	93%	True	False	69,544
20	113-052	111-138	1-235	1.5%	0-204	0.6%	87%	False	False	36,106

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-048
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	115-002
2.618	114-081
1.618	113-254
1.000	113-162
0.618	113-106
HIGH	113-015
0.618	112-279
0.500	112-261
0.382	112-244
LOW	112-188
0.618	112-096
1.000	112-040
1.618	111-269
2.618	111-121
4.250	110-201

Fisher Pivots for day following 20-May-2022
Pivot	1 day	3 day
R1	112-287	112-256
PP	112-274	112-212
S1	112-261	112-169

Download as Excel Spreadsheet

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

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