ECBOT 5 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 29-Jun-2022

Day Change Summary
	Previous	Current
	28-Jun-2022	29-Jun-2022	Change	Change %	Previous Week
Open	111-020	111-038	0-018	0.0%	110-112
High	111-068	111-195	0-128	0.4%	112-018
Low	110-258	111-022	0-085	0.2%	110-042
Close	111-012	111-175	0-162	0.5%	111-135
Range	0-130	0-172	0-042	32.7%	1-295
ATR	0-227	0-223	-0-003	-1.4%	0-000
Volume	709,310	714,934	5,624	0.8%	4,332,757

Daily Pivots for day following 29-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	113-008	112-264	111-270
R3	112-156	112-092	111-222
R2	111-303	111-303	111-207
R1	111-239	111-239	111-191	111-271
PP	111-131	111-131	111-131	111-147
S1	111-067	111-067	111-159	111-099
S2	110-278	110-278	111-143
S3	110-106	110-214	111-128
S4	109-253	110-042	111-080

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	110-258	1-080	1.1%	0-198	0.6%	59%	False	False	959,923
10	112-018	109-085	2-252	2.5%	0-245	0.7%	82%	False	False	1,057,588
20	112-300	109-058	3-242	3.4%	0-231	0.6%	63%	False	False	1,092,831
40	113-210	109-058	4-152	4.0%	0-211	0.6%	53%	False	False	812,215

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	0-042
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	113-288
2.618	113-007
1.618	112-154
1.000	112-048
0.618	111-302
HIGH	111-195
0.618	111-129
0.500	111-109
0.382	111-088
LOW	111-022
0.618	110-236
1.000	110-170
1.618	110-063
2.618	109-211
4.250	108-249

Fisher Pivots for day following 29-Jun-2022
Pivot	1 day	3 day
R1	111-153	111-139
PP	111-131	111-102
S1	111-109	111-066

Download as Excel Spreadsheet

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

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