ECBOT 5 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 27-May-2022

Day Change Summary
	Previous	Current
	26-May-2022	27-May-2022	Change	Change %	Previous Week
Open	113-120	113-140	0-020	0.1%	112-280
High	113-210	113-168	-0-042	-0.1%	113-210
Low	113-078	113-092	0-015	0.0%	112-170
Close	113-135	113-102	-0-032	-0.1%	113-102
Range	0-132	0-075	-0-058	-43.4%	1-040
ATR	0-193	0-185	-0-008	-4.4%	0-000
Volume	1,469,235	828,331	-640,904	-43.6%	8,250,383

Daily Pivots for day following 27-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	114-026	113-299	113-144
R3	113-271	113-224	113-123
R2	113-196	113-196	113-116
R1	113-149	113-149	113-109	113-135
PP	113-121	113-121	113-121	113-114
S1	113-074	113-074	113-096	113-060
S2	113-046	113-046	113-089
S3	112-291	112-319	113-082
S4	112-216	112-244	113-061

Weekly Pivots for week ending 27-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	116-174	116-018	113-300
R3	115-134	114-298	113-202
R2	114-094	114-094	113-168
R1	113-258	113-258	113-136	114-016
PP	113-054	113-054	113-054	113-093
S1	112-218	112-218	113-070	112-296
S2	112-014	112-014	113-036
S3	110-294	111-178	113-004
S4	109-254	110-138	112-224

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%	0-142	0.4%	70%	False	False	1,650,076
10	113-210	112-002	1-208	1.5%	0-168	0.5%	80%	False	False	888,678
20	113-210	111-138	2-072	2.0%	0-188	0.5%	85%	False	False	448,484

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-036
Narrowest range in 37 trading days

Fibonacci Retracements and Extensions
4.250	114-166
2.618	114-044
1.618	113-289
1.000	113-242
0.618	113-214
HIGH	113-168
0.618	113-139
0.500	113-130
0.382	113-121
LOW	113-092
0.618	113-046
1.000	113-018
1.618	112-291
2.618	112-216
4.250	112-094

Fisher Pivots for day following 27-May-2022
Pivot	1 day	3 day
R1	113-130	113-128
PP	113-121	113-119
S1	113-112	113-111

Download as Excel Spreadsheet

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

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