ECBOT 5 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 15-Jun-2022

Day Change Summary
	Previous	Current
	14-Jun-2022	15-Jun-2022	Change	Change %	Previous Week
Open	109-230	109-090	-0-140	-0.4%	112-088
High	110-135	110-125	-0-010	0.0%	112-115
Low	109-058	109-085	0-028	0.1%	110-250
Close	109-100	109-292	0-192	0.6%	110-272
Range	1-078	1-040	-0-038	-9.4%	1-185
ATR	0-214	0-225	0-010	4.9%	0-000
Volume	1,551,549	1,458,472	-93,077	-6.0%	4,807,181

Daily Pivots for day following 15-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	113-074	112-223	110-170
R3	112-034	111-183	110-072
R2	110-314	110-314	110-038
R1	110-143	110-143	110-006	110-229
PP	109-274	109-274	109-274	109-317
S1	109-103	109-103	109-260	109-189
S2	108-234	108-234	109-226
S3	107-194	108-063	109-194
S4	106-154	107-023	109-094

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	112-000	109-058	2-262	2.6%	1-016	1.0%	26%	False	False	1,509,852
10	112-162	109-058	3-105	3.0%	0-230	0.7%	22%	False	False	1,151,381
20	113-210	109-058	4-152	4.1%	0-200	0.6%	16%	False	False	1,160,819
40	113-210	109-058	4-152	4.1%	0-200	0.6%	16%	False	False	584,485

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-036
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	115-055
2.618	113-107
1.618	112-067
1.000	111-165
0.618	111-027
HIGH	110-125
0.618	109-307
0.500	109-265
0.382	109-223
LOW	109-085
0.618	108-183
1.000	108-045
1.618	107-143
2.618	106-103
4.250	104-155

Fisher Pivots for day following 15-Jun-2022
Pivot	1 day	3 day
R1	109-283	109-316
PP	109-274	109-308
S1	109-265	109-300

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols