ECBOT 5 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 23-Jun-2022

Day Change Summary
	Previous	Current
	22-Jun-2022	23-Jun-2022	Change	Change %	Previous Week
Open	110-112	111-022	0-230	0.7%	110-250
High	111-072	112-018	0-265	0.7%	110-260
Low	110-112	111-005	0-212	0.6%	109-058
Close	111-035	111-175	0-140	0.4%	110-152
Range	0-280	1-012	0-052	18.8%	1-202
ATR	0-236	0-243	0-007	2.9%	0-000
Volume	1,038,878	1,508,060	469,182	45.2%	7,448,815

Daily Pivots for day following 23-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	114-210	114-045	112-038
R3	113-198	113-032	111-266
R2	112-185	112-185	111-236
R1	112-020	112-020	111-205	112-102
PP	111-172	111-172	111-172	111-214
S1	111-008	111-008	111-145	111-090
S2	110-160	110-160	111-114
S3	109-148	109-315	111-084
S4	108-135	108-302	110-312

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	112-018	109-108	2-230	2.4%	0-286	0.8%	81%	True	False	1,165,170
10	112-018	109-058	2-280	2.6%	0-312	0.9%	82%	True	False	1,337,511
20	113-210	109-058	4-152	4.0%	0-225	0.6%	53%	False	False	1,277,306
40	113-210	109-058	4-152	4.0%	0-212	0.6%	53%	False	False	730,107

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-050
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	116-151
2.618	114-248
1.618	113-235
1.000	113-030
0.618	112-223
HIGH	112-018
0.618	111-210
0.500	111-171
0.382	111-132
LOW	111-005
0.618	110-120
1.000	109-312
1.618	109-107
2.618	108-095
4.250	106-192

Fisher Pivots for day following 23-Jun-2022
Pivot	1 day	3 day
R1	111-174	111-127
PP	111-172	111-078
S1	111-171	111-030

Download as Excel Spreadsheet

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

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