ECBOT 5 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 30-Jun-2022

Day Change Summary
	Previous	Current
	29-Jun-2022	30-Jun-2022	Change	Change %	Previous Week
Open	111-038	111-188	0-150	0.4%	110-112
High	111-195	112-088	0-212	0.6%	112-018
Low	111-022	111-165	0-142	0.4%	110-042
Close	111-175	112-080	0-225	0.6%	111-135
Range	0-172	0-242	0-070	40.6%	1-295
ATR	0-223	0-225	0-001	0.6%	0-000
Volume	714,934	1,201,310	486,376	68.0%	4,332,757

Daily Pivots for day following 30-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	114-092	114-008	112-213
R3	113-169	113-086	112-147
R2	112-247	112-247	112-124
R1	112-163	112-163	112-102	112-205
PP	112-004	112-004	112-004	112-025
S1	111-241	111-241	112-058	111-282
S2	111-082	111-082	112-036
S3	110-159	110-318	112-013
S4	109-237	110-076	111-267

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	112-088	110-258	1-150	1.3%	0-180	0.5%	98%	True	False	898,573
10	112-088	109-108	2-300	2.6%	0-233	0.6%	99%	True	False	1,031,872
20	112-162	109-058	3-105	3.0%	0-232	0.6%	92%	False	False	1,091,626
40	113-210	109-058	4-152	4.0%	0-213	0.6%	69%	False	False	842,199

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-044
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	115-158
2.618	114-082
1.618	113-160
1.000	113-010
0.618	112-237
HIGH	112-088
0.618	111-315
0.500	111-286
0.382	111-258
LOW	111-165
0.618	111-015
1.000	110-242
1.618	110-093
2.618	109-170
4.250	108-094

Fisher Pivots for day following 30-Jun-2022
Pivot	1 day	3 day
R1	112-042	112-004
PP	112-004	111-248
S1	111-286	111-172

Download as Excel Spreadsheet

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

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