ECBOT 5 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 03-Jun-2022

Day Change Summary
	Previous	Current
	02-Jun-2022	03-Jun-2022	Change	Change %	Previous Week
Open	112-140	112-140	0-000	0.0%	113-125
High	112-162	112-155	-0-008	0.0%	113-130
Low	112-078	112-042	-0-035	-0.1%	112-042
Close	112-145	112-085	-0-060	-0.2%	112-085
Range	0-085	0-112	0-028	32.4%	1-088
ATR	0-182	0-177	-0-005	-2.7%	0-000
Volume	897,932	820,551	-77,381	-8.6%	4,611,330

Daily Pivots for day following 03-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	113-112	113-051	112-147
R3	112-319	112-258	112-116
R2	112-207	112-207	112-106
R1	112-146	112-146	112-095	112-120
PP	112-094	112-094	112-094	112-081
S1	112-033	112-033	112-075	112-008
S2	111-302	111-302	112-064
S3	111-189	111-241	112-054
S4	111-077	111-128	112-023

Weekly Pivots for week ending 03-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	116-135	115-198	112-309
R3	115-048	114-110	112-197
R2	113-280	113-280	112-160
R1	113-022	113-022	112-122	112-268
PP	112-192	112-192	112-192	112-155
S1	111-255	111-255	112-048	111-180
S2	111-105	111-105	112-010
S3	110-018	110-168	111-293
S4	108-250	109-080	111-181

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-168	112-042	1-125	1.2%	0-140	0.4%	10%	False	True	1,087,932
10	113-210	112-042	1-168	1.4%	0-148	0.4%	9%	False	True	1,316,779
20	113-210	111-138	2-072	2.0%	0-176	0.5%	38%	False	False	678,203
40	113-240	111-138	2-102	2.1%	0-186	0.5%	36%	False	False	339,633

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	0-026
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	113-313
2.618	113-130
1.618	113-017
1.000	112-268
0.618	112-225
HIGH	112-155
0.618	112-112
0.500	112-099
0.382	112-085
LOW	112-042
0.618	111-293
1.000	111-250
1.618	111-180
2.618	111-068
4.250	110-204

Fisher Pivots for day following 03-Jun-2022
Pivot	1 day	3 day
R1	112-099	112-171
PP	112-094	112-142
S1	112-090	112-114

Download as Excel Spreadsheet

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

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