ECBOT 5 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 07-Jun-2022

Day Change Summary
	Previous	Current
	06-Jun-2022	07-Jun-2022	Change	Change %	Previous Week
Open	112-088	111-280	-0-128	-0.4%	113-125
High	112-115	112-070	-0-045	-0.1%	113-130
Low	111-270	111-230	-0-040	-0.1%	112-042
Close	111-278	112-038	0-080	0.2%	112-085
Range	0-165	0-160	-0-005	-3.0%	1-088
ATR	0-176	0-175	-0-001	-0.7%	0-000
Volume	726,693	790,186	63,493	8.7%	4,611,330

Daily Pivots for day following 07-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	113-166	113-102	112-126
R3	113-006	112-262	112-082
R2	112-166	112-166	112-067
R1	112-102	112-102	112-052	112-134
PP	112-006	112-006	112-006	112-022
S1	111-262	111-262	112-023	111-294
S2	111-166	111-166	112-008
S3	111-006	111-102	111-314
S4	110-166	110-262	111-270

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	112-300	111-230	1-070	1.1%	0-149	0.4%	33%	False	True	892,152
10	113-210	111-230	1-300	1.7%	0-153	0.4%	21%	False	True	1,359,112
20	113-210	111-230	1-300	1.7%	0-170	0.5%	21%	False	True	753,027
40	113-240	111-138	2-102	2.1%	0-190	0.5%	30%	False	False	377,541

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-026
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114-110
2.618	113-169
1.618	113-009
1.000	112-230
0.618	112-169
HIGH	112-070
0.618	112-009
0.500	111-310
0.382	111-291
LOW	111-230
0.618	111-131
1.000	111-070
1.618	110-291
2.618	110-131
4.250	109-190

Fisher Pivots for day following 07-Jun-2022
Pivot	1 day	3 day
R1	112-022	112-036
PP	112-006	112-034
S1	111-310	112-032

Download as Excel Spreadsheet

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

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