ECBOT 5 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 01-Jul-2022

Day Change Summary
	Previous	Current
	30-Jun-2022	01-Jul-2022	Change	Change %	Previous Week
Open	111-188	112-028	0-160	0.4%	111-108
High	112-088	113-122	1-035	1.0%	113-122
Low	111-165	112-012	0-168	0.5%	110-258
Close	112-080	112-268	0-188	0.5%	112-268
Range	0-242	1-110	0-188	77.3%	2-185
ATR	0-225	0-239	0-015	6.5%	0-000
Volume	1,201,310	1,348,713	147,403	12.3%	4,874,013

Daily Pivots for day following 01-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	116-251	116-049	113-184
R3	115-141	114-259	113-066
R2	114-031	114-031	113-026
R1	113-149	113-149	112-307	113-250
PP	112-241	112-241	112-241	112-291
S1	112-039	112-039	112-228	112-140
S2	111-131	111-131	112-189
S3	110-021	110-249	112-149
S4	108-231	109-139	112-031

Weekly Pivots for week ending 01-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	120-024	119-011	114-081
R3	117-159	116-146	113-174
R2	114-294	114-294	113-099
R1	113-281	113-281	113-023	114-128
PP	112-109	112-109	112-109	112-192
S1	111-096	111-096	112-192	111-262
S2	109-244	109-244	112-116
S3	107-059	108-231	112-041
S4	104-194	106-046	111-134

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-122	110-258	2-185	2.3%	0-230	0.6%	79%	True	False	974,802
10	113-122	110-028	3-095	2.9%	0-229	0.6%	83%	True	False	1,011,868
20	113-122	109-058	4-065	3.7%	0-249	0.7%	87%	True	False	1,114,165
40	113-210	109-058	4-152	4.0%	0-217	0.6%	82%	False	False	875,783

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-031
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	119-030
2.618	116-288
1.618	115-178
1.000	114-232
0.618	114-068
HIGH	113-122
0.618	112-278
0.500	112-228
0.382	112-177
LOW	112-012
0.618	111-067
1.000	110-222
1.618	109-277
2.618	108-167
4.250	106-105

Fisher Pivots for day following 01-Jul-2022
Pivot	1 day	3 day
R1	112-254	112-202
PP	112-241	112-138
S1	112-228	112-072

Download as Excel Spreadsheet

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

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