ECBOT 5 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 01-Jun-2022

Day Change Summary
	Previous	Current
	31-May-2022	01-Jun-2022	Change	Change %	Previous Week
Open	113-125	112-298	-0-148	-0.4%	112-280
High	113-130	112-300	-0-150	-0.4%	113-210
Low	112-245	112-078	-0-168	-0.5%	112-170
Close	112-305	112-100	-0-205	-0.6%	113-102
Range	0-205	0-222	0-018	8.5%	1-040
ATR	0-186	0-189	0-003	1.6%	0-000
Volume	1,667,445	1,225,402	-442,043	-26.5%	8,250,383

Daily Pivots for day following 01-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	114-187	114-046	112-222
R3	113-284	113-143	112-161
R2	113-062	113-062	112-141
R1	112-241	112-241	112-120	112-200
PP	112-159	112-159	112-159	112-139
S1	112-018	112-018	112-080	111-298
S2	111-257	111-257	112-059
S3	111-034	111-116	112-039
S4	110-132	110-213	111-298

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	112-078	1-132	1.3%	0-151	0.4%	5%	False	True	1,641,293
10	113-210	112-002	1-208	1.5%	0-169	0.5%	18%	False	False	1,170,257
20	113-210	111-138	2-072	2.0%	0-194	0.5%	40%	False	False	592,772

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	115-286
2.618	114-243
1.618	114-020
1.000	113-202
0.618	113-118
HIGH	112-300
0.618	112-215
0.500	112-189
0.382	112-162
LOW	112-078
0.618	111-260
1.000	111-175
1.618	111-037
2.618	110-135
4.250	109-092

Fisher Pivots for day following 01-Jun-2022
Pivot	1 day	3 day
R1	112-189	112-282
PP	112-159	112-222
S1	112-130	112-161

Download as Excel Spreadsheet

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

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