ECBOT 5 Year T-Note Future September 2022


Trading Metrics calculated at close of trading on 13-Jun-2022
Day Change Summary
Previous Current
10-Jun-2022 13-Jun-2022 Change Change % Previous Week
Open 111-240 110-250 -0-310 -0.9% 112-088
High 111-262 110-255 -1-008 -0.9% 112-115
Low 110-250 109-100 -1-150 -1.3% 110-250
Close 110-272 109-258 -1-015 -0.9% 110-272
Range 1-012 1-155 0-142 42.9% 1-185
ATR 0-178 0-200 0-022 12.6% 0-000
Volume 1,645,123 1,978,130 333,007 20.2% 4,807,181
Daily Pivots for day following 13-Jun-2022
Classic Woodie Camarilla DeMark
R4 114-136 113-192 110-199
R3 112-301 112-037 110-068
R2 111-146 111-146 110-025
R1 110-202 110-202 109-301 110-096
PP 109-311 109-311 109-311 109-258
S1 109-047 109-047 109-214 108-261
S2 108-156 108-156 109-170
S3 107-001 107-212 109-127
S4 105-166 106-057 108-316
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
5 112-070 109-100 2-290 2.6% 0-237 0.7% 17% False True 1,211,723
10 113-130 109-100 4-030 3.7% 0-198 0.6% 12% False True 1,139,664
20 113-210 109-100 4-110 4.0% 0-183 0.5% 11% False True 1,014,171
40 113-210 109-100 4-110 4.0% 0-191 0.5% 11% False True 509,237
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 0-019
Widest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 117-034
2.618 114-219
1.618 113-064
1.000 112-090
0.618 111-229
HIGH 110-255
0.618 110-074
0.500 110-018
0.382 109-281
LOW 109-100
0.618 108-126
1.000 107-265
1.618 106-291
2.618 105-136
4.250 103-001
Fisher Pivots for day following 13-Jun-2022
Pivot 1 day 3 day
R1 110-018 110-210
PP 109-311 110-119
S1 109-284 110-028

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

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