ECBOT 5 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 02-Jun-2022

Day Change Summary
	Previous	Current
	01-Jun-2022	02-Jun-2022	Change	Change %	Previous Week
Open	112-298	112-140	-0-158	-0.4%	112-280
High	112-300	112-162	-0-138	-0.4%	113-210
Low	112-078	112-078	0-000	0.0%	112-170
Close	112-100	112-145	0-045	0.1%	113-102
Range	0-222	0-085	-0-138	-61.8%	1-040
ATR	0-189	0-182	-0-007	-3.9%	0-000
Volume	1,225,402	897,932	-327,470	-26.7%	8,250,383

Daily Pivots for day following 02-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	113-063	113-029	112-192
R3	112-298	112-264	112-168
R2	112-213	112-213	112-161
R1	112-179	112-179	112-153	112-196
PP	112-128	112-128	112-128	112-137
S1	112-094	112-094	112-137	112-111
S2	112-043	112-043	112-129
S3	111-278	112-009	112-122
S4	111-193	111-244	112-098

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%	0-144	0.4%	15%	False	True	1,217,669
10	113-210	112-078	1-132	1.3%	0-160	0.4%	15%	False	True	1,256,588
20	113-210	111-138	2-072	2.0%	0-184	0.5%	46%	False	False	637,401

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0-028
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	113-204
2.618	113-065
1.618	112-300
1.000	112-248
0.618	112-215
HIGH	112-162
0.618	112-130
0.500	112-120
0.382	112-110
LOW	112-078
0.618	112-025
1.000	111-312
1.618	111-260
2.618	111-175
4.250	111-036

Fisher Pivots for day following 02-Jun-2022
Pivot	1 day	3 day
R1	112-137	112-264
PP	112-128	112-224
S1	112-120	112-185

Download as Excel Spreadsheet

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

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