ECBOT 5 Year T-Note Future September 2022


Trading Metrics calculated at close of trading on 26-May-2022
Day Change Summary
Previous Current
25-May-2022 26-May-2022 Change Change % Previous Week
Open 113-078 113-120 0-042 0.1% 112-178
High 113-165 113-210 0-045 0.1% 113-015
Low 113-045 113-078 0-032 0.1% 112-002
Close 113-128 113-135 0-008 0.0% 112-300
Range 0-120 0-132 0-012 10.4% 1-012
ATR 0-198 0-193 -0-005 -2.4% 0-000
Volume 3,016,052 1,469,235 -1,546,817 -51.3% 636,398
Daily Pivots for day following 26-May-2022
Classic Woodie Camarilla DeMark
R4 114-218 114-149 113-208
R3 114-086 114-017 113-171
R2 113-273 113-273 113-159
R1 113-204 113-204 113-147 113-239
PP 113-141 113-141 113-141 113-158
S1 113-072 113-072 113-123 113-106
S2 113-008 113-008 113-111
S3 112-196 112-259 113-099
S4 112-063 112-127 113-062
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
5 113-210 112-170 1-040 1.0% 0-156 0.4% 79% True False 1,545,626
10 113-210 112-002 1-208 1.5% 0-174 0.5% 86% True False 806,476
20 113-210 111-138 2-072 2.0% 0-195 0.5% 89% True False 407,094
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-036
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115-133
2.618 114-237
1.618 114-104
1.000 114-022
0.618 113-292
HIGH 113-210
0.618 113-159
0.500 113-144
0.382 113-128
LOW 113-078
0.618 112-316
1.000 112-265
1.618 112-183
2.618 112-051
4.250 111-154
Fisher Pivots for day following 26-May-2022
Pivot 1 day 3 day
R1 113-144 113-102
PP 113-141 113-069
S1 113-138 113-036

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

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