ECBOT 5 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 27-Jun-2022

Day Change Summary
	Previous	Current
	24-Jun-2022	27-Jun-2022	Change	Change %	Previous Week
Open	111-148	111-108	-0-040	-0.1%	110-112
High	111-275	111-148	-0-128	-0.4%	112-018
Low	111-098	110-290	-0-128	-0.4%	110-042
Close	111-135	111-020	-0-115	-0.3%	111-135
Range	0-178	0-178	0-000	0.0%	1-295
ATR	0-238	0-234	-0-004	-1.8%	0-000
Volume	967,567	899,746	-67,821	-7.0%	4,332,757

Daily Pivots for day following 27-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	112-258	112-157	111-118
R3	112-081	111-299	111-069
R2	111-223	111-223	111-053
R1	111-122	111-122	111-036	111-084
PP	111-046	111-046	111-046	111-027
S1	110-264	110-264	111-004	110-226
S2	110-188	110-188	110-307
S3	110-011	110-087	110-291
S4	109-153	109-229	110-242

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	110-042	1-295	1.7%	0-218	0.6%	48%	False	False	1,046,500
10	112-018	109-058	2-280	2.6%	0-302	0.8%	65%	False	False	1,268,131
20	113-168	109-058	4-110	3.9%	0-230	0.6%	43%	False	False	1,146,408
40	113-210	109-058	4-152	4.0%	0-212	0.6%	42%	False	False	776,751

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
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	0-054

Fibonacci Retracements and Extensions
4.250	113-262
2.618	112-292
1.618	112-115
1.000	112-005
0.618	111-257
HIGH	111-148
0.618	111-080
0.500	111-059
0.382	111-038
LOW	110-290
0.618	110-180
1.000	110-112
1.618	110-003
2.618	109-145
4.250	108-176

Fisher Pivots for day following 27-Jun-2022
Pivot	1 day	3 day
R1	111-059	111-154
PP	111-046	111-109
S1	111-033	111-065

Download as Excel Spreadsheet

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

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