ECBOT 5 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 28-Jun-2022

Day Change Summary
	Previous	Current
	27-Jun-2022	28-Jun-2022	Change	Change %	Previous Week
Open	111-108	111-020	-0-088	-0.2%	110-112
High	111-148	111-068	-0-080	-0.2%	112-018
Low	110-290	110-258	-0-032	-0.1%	110-042
Close	111-020	111-012	-0-008	0.0%	111-135
Range	0-178	0-130	-0-048	-26.8%	1-295
ATR	0-234	0-227	-0-007	-3.2%	0-000
Volume	899,746	709,310	-190,436	-21.2%	4,332,757

Daily Pivots for day following 28-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	112-076	112-014	111-084
R3	111-266	111-204	111-048
R2	111-136	111-136	111-036
R1	111-074	111-074	111-024	111-040
PP	111-006	111-006	111-006	110-309
S1	110-264	110-264	111-001	110-230
S2	110-196	110-196	110-309
S3	110-066	110-134	110-297
S4	109-256	110-004	110-261

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	110-112	1-225	1.5%	0-220	0.6%	40%	False	False	1,024,712
10	112-018	109-058	2-280	2.6%	0-268	0.8%	65%	False	False	1,141,249
20	113-130	109-058	4-072	3.8%	0-232	0.7%	44%	False	False	1,140,456
40	113-210	109-058	4-152	4.0%	0-210	0.6%	42%	False	False	794,470

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-058
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	112-300
2.618	112-088
1.618	111-278
1.000	111-198
0.618	111-148
HIGH	111-068
0.618	111-018
0.500	111-002
0.382	110-307
LOW	110-258
0.618	110-177
1.000	110-128
1.618	110-047
2.618	109-237
4.250	109-025

Fisher Pivots for day following 28-Jun-2022
Pivot	1 day	3 day
R1	111-009	111-106
PP	111-006	111-075
S1	111-002	111-044

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

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