ECBOT 5 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 16-Jun-2022

Day Change Summary
	Previous	Current
	15-Jun-2022	16-Jun-2022	Change	Change %	Previous Week
Open	109-090	110-118	1-028	1.0%	112-088
High	110-125	110-260	0-135	0.4%	112-115
Low	109-085	109-108	0-022	0.1%	110-250
Close	109-292	110-112	0-140	0.4%	110-272
Range	1-040	1-152	0-112	31.3%	1-185
ATR	0-225	0-242	0-018	7.9%	0-000
Volume	1,458,472	1,548,745	90,273	6.2%	4,807,181

Daily Pivots for day following 16-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	114-191	113-304	111-052
R3	113-038	112-152	110-242
R2	111-206	111-206	110-199
R1	110-319	110-319	110-156	110-186
PP	110-053	110-053	110-053	109-307
S1	109-167	109-167	110-069	109-034
S2	108-221	108-221	110-026
S3	107-068	108-014	109-303
S4	105-236	106-182	109-173

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	111-262	109-058	2-205	2.4%	1-088	1.2%	44%	False	False	1,636,403
10	112-155	109-058	3-098	3.0%	0-269	0.8%	35%	False	False	1,216,462
20	113-210	109-058	4-152	4.1%	0-214	0.6%	26%	False	False	1,236,525
40	113-210	109-058	4-152	4.1%	0-208	0.6%	26%	False	False	623,203

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-048
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	117-028
2.618	114-217
1.618	113-065
1.000	112-092
0.618	111-232
HIGH	110-260
0.618	110-080
0.500	110-024
0.382	109-288
LOW	109-108
0.618	108-135
1.000	107-275
1.618	106-303
2.618	105-150
4.250	103-019

Fisher Pivots for day following 16-Jun-2022
Pivot	1 day	3 day
R1	110-083	110-075
PP	110-053	110-037
S1	110-024	109-319

Download as Excel Spreadsheet

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

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