ECBOT 5 Year T-Note Future September 2022


Trading Metrics calculated at close of trading on 10-Jun-2022
Day Change Summary
Previous Current
09-Jun-2022 10-Jun-2022 Change Change % Previous Week
Open 111-290 111-240 -0-050 -0.1% 112-088
High 112-000 111-262 -0-058 -0.2% 112-115
Low 111-202 110-250 -0-272 -0.8% 110-250
Close 111-242 110-272 -0-290 -0.8% 110-272
Range 0-118 1-012 0-215 183.0% 1-185
ATR 0-166 0-178 0-012 7.2% 0-000
Volume 915,990 1,645,123 729,133 79.6% 4,807,181
Daily Pivots for day following 10-Jun-2022
Classic Woodie Camarilla DeMark
R4 114-086 113-192 111-135
R3 113-073 112-179 111-044
R2 112-061 112-061 111-013
R1 111-167 111-167 110-303 111-108
PP 111-048 111-048 111-048 111-019
S1 110-154 110-154 110-242 110-095
S2 110-036 110-036 110-212
S3 109-023 109-142 110-181
S4 108-011 108-129 110-090
Weekly Pivots for week ending 10-Jun-2022
Classic Woodie Camarilla DeMark
R4 116-021 115-012 111-230
R3 114-156 113-147 111-091
R2 112-291 112-291 111-045
R1 111-282 111-282 110-319 111-194
PP 111-106 111-106 111-106 111-062
S1 110-097 110-097 110-226 110-009
S2 109-241 109-241 110-180
S3 108-056 108-232 110-134
S4 106-191 107-047 109-315
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-115 110-250 1-185 1.4% 0-175 0.5% 4% False True 961,436
10 113-168 110-250 2-238 2.5% 0-158 0.4% 3% False True 1,024,684
20 113-210 110-250 2-280 2.6% 0-166 0.5% 2% False True 915,580
40 113-232 110-250 2-302 2.7% 0-187 0.5% 2% False True 459,786
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-021
Widest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 116-076
2.618 114-173
1.618 113-160
1.000 112-275
0.618 112-148
HIGH 111-262
0.618 111-135
0.500 111-096
0.382 111-057
LOW 110-250
0.618 110-045
1.000 109-238
1.618 109-032
2.618 108-020
4.250 106-117
Fisher Pivots for day following 10-Jun-2022
Pivot 1 day 3 day
R1 111-096 111-145
PP 111-048 111-081
S1 111-000 111-017

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

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