ECBOT 5 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 22-Jun-2022

Day Change Summary
	Previous	Current
	21-Jun-2022	22-Jun-2022	Change	Change %	Previous Week
Open	110-112	110-112	0-000	0.0%	110-250
High	110-168	111-072	0-225	0.6%	110-260
Low	110-042	110-112	0-070	0.2%	109-058
Close	110-115	111-035	0-240	0.7%	110-152
Range	0-125	0-280	0-155	124.0%	1-202
ATR	0-233	0-236	0-003	1.5%	0-000
Volume	818,252	1,038,878	220,626	27.0%	7,448,815

Daily Pivots for day following 22-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	113-167	113-061	111-189
R3	112-207	112-101	111-112
R2	111-247	111-247	111-086
R1	111-141	111-141	111-061	111-194
PP	110-287	110-287	110-287	110-313
S1	110-181	110-181	111-009	110-234
S2	110-007	110-007	110-304
S3	109-047	109-221	110-278
S4	108-087	108-261	110-201

Weekly Pivots for week ending 17-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	115-018	114-128	111-120
R3	113-135	112-245	110-296
R2	111-252	111-252	110-248
R1	111-042	111-042	110-200	110-206
PP	110-050	110-050	110-050	109-292
S1	109-160	109-160	110-105	109-004
S2	108-168	108-168	110-057
S3	106-285	107-278	110-009
S4	105-082	106-075	109-185

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	111-072	109-085	1-308	1.8%	0-292	0.8%	94%	True	False	1,155,253
10	112-040	109-058	2-302	2.7%	0-288	0.8%	66%	False	False	1,259,624
20	113-210	109-058	4-152	4.0%	0-221	0.6%	43%	False	False	1,309,368
40	113-210	109-058	4-152	4.0%	0-211	0.6%	43%	False	False	692,422

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	0-049
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	114-302
2.618	113-166
1.618	112-206
1.000	112-032
0.618	111-246
HIGH	111-072
0.618	110-286
0.500	110-252
0.382	110-219
LOW	110-112
0.618	109-259
1.000	109-152
1.618	108-299
2.618	108-019
4.250	106-202

Fisher Pivots for day following 22-Jun-2022
Pivot	1 day	3 day
R1	111-001	110-307
PP	110-287	110-258
S1	110-252	110-210

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