ECBOT 5 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 14-Jun-2022

Day Change Summary
	Previous	Current
	13-Jun-2022	14-Jun-2022	Change	Change %	Previous Week
Open	110-250	109-230	-1-020	-1.0%	112-088
High	110-255	110-135	-0-120	-0.3%	112-115
Low	109-100	109-058	-0-042	-0.1%	110-250
Close	109-258	109-100	-0-158	-0.4%	110-272
Range	1-155	1-078	-0-078	-16.3%	1-185
ATR	0-200	0-214	0-014	7.0%	0-000
Volume	1,978,130	1,551,549	-426,581	-21.6%	4,807,181

Daily Pivots for day following 14-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	113-117	112-186	109-319
R3	112-039	111-108	109-209
R2	110-282	110-282	109-173
R1	110-031	110-031	109-136	109-278
PP	109-204	109-204	109-204	109-168
S1	108-273	108-273	109-064	108-200
S2	108-127	108-127	109-027
S3	107-049	107-196	108-311
S4	105-292	106-118	108-201

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	112-040	109-058	2-302	2.7%	0-284	0.8%	5%	False	True	1,363,996
10	112-300	109-058	3-242	3.4%	0-217	0.6%	4%	False	True	1,128,074
20	113-210	109-058	4-152	4.1%	0-194	0.6%	3%	False	True	1,090,421
40	113-210	109-058	4-152	4.1%	0-197	0.6%	3%	False	True	548,024

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-036
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115-224
2.618	113-216
1.618	112-138
1.000	111-212
0.618	111-061
HIGH	110-135
0.618	109-303
0.500	109-256
0.382	109-209
LOW	109-058
0.618	108-132
1.000	107-300
1.618	107-054
2.618	105-297
4.250	103-288

Fisher Pivots for day following 14-Jun-2022
Pivot	1 day	3 day
R1	109-256	110-160
PP	109-204	110-033
S1	109-152	109-227

Download as Excel Spreadsheet

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

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