ECBOT 5 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 24-Jun-2022

Day Change Summary
	Previous	Current
	23-Jun-2022	24-Jun-2022	Change	Change %	Previous Week
Open	111-022	111-148	0-125	0.4%	110-112
High	112-018	111-275	-0-062	-0.2%	112-018
Low	111-005	111-098	0-092	0.3%	110-042
Close	111-175	111-135	-0-040	-0.1%	111-135
Range	1-012	0-178	-0-155	-46.6%	1-295
ATR	0-243	0-238	-0-005	-1.9%	0-000
Volume	1,508,060	967,567	-540,493	-35.8%	4,332,757

Daily Pivots for day following 24-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	113-062	112-276	111-233
R3	112-204	112-098	111-184
R2	112-027	112-027	111-168
R1	111-241	111-241	111-151	111-205
PP	111-169	111-169	111-169	111-151
S1	111-063	111-063	111-119	111-028
S2	110-312	110-312	111-102
S3	110-134	110-206	111-086
S4	109-277	110-028	111-037

Weekly Pivots for week ending 24-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	116-310	116-038	112-153
R3	115-015	114-062	111-304
R2	113-040	113-040	111-248
R1	112-088	112-088	111-191	112-224
PP	111-065	111-065	111-065	111-133
S1	110-112	110-112	111-079	110-249
S2	109-090	109-090	111-022
S3	107-115	108-138	110-286
S4	105-140	106-162	110-117

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112-018	110-028	1-310	1.8%	0-228	0.6%	68%	False	False	1,048,935
10	112-018	109-058	2-280	2.6%	0-318	0.9%	78%	False	False	1,342,669
20	113-210	109-058	4-152	4.0%	0-228	0.6%	50%	False	False	1,174,882
40	113-210	109-058	4-152	4.0%	0-212	0.6%	50%	False	False	754,261

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	0-052
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	114-069
2.618	113-100
1.618	112-242
1.000	112-132
0.618	112-065
HIGH	111-275
0.618	111-207
0.500	111-186
0.382	111-165
LOW	111-098
0.618	110-308
1.000	110-240
1.618	110-130
2.618	109-273
4.250	108-303

Fisher Pivots for day following 24-Jun-2022
Pivot	1 day	3 day
R1	111-186	111-112
PP	111-169	111-088
S1	111-152	111-065

Download as Excel Spreadsheet

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

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