ECBOT 5 Year T-Note Future September 2022


Trading Metrics calculated at close of trading on 11-Jul-2022
Day Change Summary
Previous Current
08-Jul-2022 11-Jul-2022 Change Change % Previous Week
Open 112-058 111-218 -0-160 -0.4% 112-310
High 112-108 112-080 -0-028 -0.1% 113-192
Low 111-185 111-192 0-008 0.0% 111-185
Close 111-212 112-022 0-130 0.4% 111-212
Range 0-242 0-208 -0-035 -14.4% 2-008
ATR 0-249 0-246 -0-003 -1.2% 0-000
Volume 927,084 707,977 -219,107 -23.6% 4,107,003
Daily Pivots for day following 11-Jul-2022
Classic Woodie Camarilla DeMark
R4 113-294 113-206 112-137
R3 113-087 112-318 112-080
R2 112-199 112-199 112-061
R1 112-111 112-111 112-042 112-155
PP 111-312 111-312 111-312 112-014
S1 111-223 111-223 112-003 111-268
S2 111-104 111-104 111-304
S3 110-217 111-016 111-285
S4 110-009 110-128 111-228
Weekly Pivots for week ending 08-Jul-2022
Classic Woodie Camarilla DeMark
R4 118-112 117-010 112-249
R3 116-105 115-002 112-071
R2 114-098 114-098 112-011
R1 112-315 112-315 111-272 112-202
PP 112-090 112-090 112-090 112-034
S1 110-308 110-308 111-153 110-195
S2 110-082 110-082 111-094
S3 108-075 108-300 111-034
S4 106-068 106-292 110-176
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-192 111-185 2-008 1.8% 0-266 0.7% 24% False False 962,996
10 113-192 110-258 2-255 2.5% 0-248 0.7% 45% False False 968,899
20 113-192 109-058 4-135 3.9% 0-283 0.8% 65% False False 1,155,784
40 113-210 109-058 4-152 4.0% 0-221 0.6% 65% False False 994,973
60 113-240 109-058 4-182 4.1% 0-218 0.6% 63% False False 664,375
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-057
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115-002
2.618 113-303
1.618 113-096
1.000 112-288
0.618 112-208
HIGH 112-080
0.618 112-001
0.500 111-296
0.382 111-272
LOW 111-192
0.618 111-064
1.000 110-305
1.618 110-177
2.618 109-289
4.250 108-271
Fisher Pivots for day following 11-Jul-2022
Pivot 1 day 3 day
R1 112-007 112-031
PP 111-312 112-028
S1 111-296 112-025

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

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