ECBOT 5 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 09-Jun-2022

Day Change Summary
	Previous	Current
	08-Jun-2022	09-Jun-2022	Change	Change %	Previous Week
Open	112-032	111-290	-0-062	-0.2%	113-125
High	112-040	112-000	-0-040	-0.1%	113-130
Low	111-260	111-202	-0-058	-0.2%	112-042
Close	111-292	111-242	-0-050	-0.1%	112-085
Range	0-100	0-118	0-018	17.5%	1-088
ATR	0-170	0-166	-0-004	-2.2%	0-000
Volume	729,189	915,990	186,801	25.6%	4,611,330

Daily Pivots for day following 09-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	112-288	112-222	111-307
R3	112-170	112-105	111-275
R2	112-052	112-052	111-264
R1	111-308	111-308	111-253	111-281
PP	111-255	111-255	111-255	111-242
S1	111-190	111-190	111-232	111-164
S2	111-138	111-138	111-221
S3	111-020	111-072	111-210
S4	110-222	110-275	111-178

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	112-155	111-202	0-272	0.8%	0-131	0.4%	15%	False	True	796,521
10	113-210	111-202	2-008	1.8%	0-138	0.4%	6%	False	True	1,007,095
20	113-210	111-202	2-008	1.8%	0-158	0.4%	6%	False	True	834,162
40	113-240	111-138	2-102	2.1%	0-185	0.5%	14%	False	False	418,670

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-023
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	113-179
2.618	112-308
1.618	112-190
1.000	112-118
0.618	112-073
HIGH	112-000
0.618	111-275
0.500	111-261
0.382	111-247
LOW	111-202
0.618	111-130
1.000	111-085
1.618	111-012
2.618	110-215
4.250	110-023

Fisher Pivots for day following 09-Jun-2022
Pivot	1 day	3 day
R1	111-261	111-296
PP	111-255	111-278
S1	111-249	111-260

Download as Excel Spreadsheet

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

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