ECBOT 5 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 08-Jun-2022

Day Change Summary
	Previous	Current
	07-Jun-2022	08-Jun-2022	Change	Change %	Previous Week
Open	111-280	112-032	0-072	0.2%	113-125
High	112-070	112-040	-0-030	-0.1%	113-130
Low	111-230	111-260	0-030	0.1%	112-042
Close	112-038	111-292	-0-065	-0.2%	112-085
Range	0-160	0-100	-0-060	-37.5%	1-088
ATR	0-175	0-170	-0-005	-3.1%	0-000
Volume	790,186	729,189	-60,997	-7.7%	4,611,330

Daily Pivots for day following 08-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	112-284	112-228	112-028
R3	112-184	112-128	112-000
R2	112-084	112-084	111-311
R1	112-028	112-028	111-302	112-006
PP	111-304	111-304	111-304	111-293
S1	111-248	111-248	111-283	111-226
S2	111-204	111-204	111-274
S3	111-104	111-148	111-265
S4	111-004	111-048	111-238

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	112-162	111-230	0-252	0.7%	0-124	0.3%	25%	False	False	792,910
10	113-210	111-230	1-300	1.7%	0-138	0.4%	10%	False	False	1,217,101
20	113-210	111-230	1-300	1.7%	0-166	0.5%	10%	False	False	788,954
40	113-240	111-138	2-102	2.1%	0-190	0.5%	21%	False	False	395,770

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-023
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	113-145
2.618	112-302
1.618	112-202
1.000	112-140
0.618	112-102
HIGH	112-040
0.618	112-002
0.500	111-310
0.382	111-298
LOW	111-260
0.618	111-198
1.000	111-160
1.618	111-098
2.618	110-318
4.250	110-155

Fisher Pivots for day following 08-Jun-2022
Pivot	1 day	3 day
R1	111-310	112-012
PP	111-304	111-319
S1	111-298	111-306

Download as Excel Spreadsheet

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

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