ECBOT 5 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 06-Jun-2022

Day Change Summary
	Previous	Current
	03-Jun-2022	06-Jun-2022	Change	Change %	Previous Week
Open	112-140	112-088	-0-052	-0.1%	113-125
High	112-155	112-115	-0-040	-0.1%	113-130
Low	112-042	111-270	-0-092	-0.3%	112-042
Close	112-085	111-278	-0-128	-0.4%	112-085
Range	0-112	0-165	0-052	46.7%	1-088
ATR	0-177	0-176	-0-001	-0.5%	0-000
Volume	820,551	726,693	-93,858	-11.4%	4,611,330

Daily Pivots for day following 06-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	113-182	113-075	112-048
R3	113-018	112-230	112-003
R2	112-172	112-172	111-308
R1	112-065	112-065	111-293	112-036
PP	112-008	112-008	112-008	111-313
S1	111-220	111-220	111-262	111-191
S2	111-162	111-162	111-247
S3	110-318	111-055	111-232
S4	110-152	110-210	111-187

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	113-130	111-270	1-180	1.4%	0-158	0.4%	2%	False	True	1,067,604
10	113-210	111-270	1-260	1.6%	0-150	0.4%	1%	False	True	1,358,840
20	113-210	111-138	2-072	2.0%	0-176	0.5%	20%	False	False	714,192
40	113-240	111-138	2-102	2.1%	0-188	0.5%	19%	False	False	357,786

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-022
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	114-176
2.618	113-227
1.618	113-062
1.000	112-280
0.618	112-217
HIGH	112-115
0.618	112-052
0.500	112-032
0.382	112-013
LOW	111-270
0.618	111-168
1.000	111-105
1.618	111-003
2.618	110-158
4.250	109-209

Fisher Pivots for day following 06-Jun-2022
Pivot	1 day	3 day
R1	112-032	112-056
PP	112-008	112-023
S1	111-302	111-310

Download as Excel Spreadsheet

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

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