ECBOT 5 Year T-Note Future September 2022


Trading Metrics calculated at close of trading on 13-Jul-2022
Day Change Summary
Previous Current
12-Jul-2022 13-Jul-2022 Change Change % Previous Week
Open 112-000 112-055 0-055 0.2% 112-310
High 112-168 112-148 -0-020 -0.1% 113-192
Low 112-000 111-182 -0-138 -0.4% 111-185
Close 112-072 112-060 -0-012 0.0% 111-212
Range 0-168 0-285 0-118 70.1% 2-008
ATR 0-241 0-244 0-003 1.3% 0-000
Volume 898,224 1,505,164 606,940 67.6% 4,107,003
Daily Pivots for day following 13-Jul-2022
Classic Woodie Camarilla DeMark
R4 114-238 114-114 112-217
R3 113-273 113-149 112-138
R2 112-308 112-308 112-112
R1 112-184 112-184 112-086 112-246
PP 112-023 112-023 112-023 112-054
S1 111-219 111-219 112-034 111-281
S2 111-058 111-058 112-008
S3 110-093 110-254 111-302
S4 109-128 109-289 111-223
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
5 112-198 111-182 1-015 0.9% 0-220 0.6% 59% False True 984,559
10 113-192 111-022 2-170 2.3% 0-263 0.7% 44% False False 1,048,332
20 113-192 109-058 4-135 3.9% 0-265 0.7% 68% False False 1,094,791
40 113-210 109-058 4-152 4.0% 0-224 0.6% 67% False False 1,054,481
60 113-210 109-058 4-152 4.0% 0-215 0.6% 67% False False 704,422
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 0-057
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 116-079
2.618 114-254
1.618 113-289
1.000 113-112
0.618 113-004
HIGH 112-148
0.618 112-039
0.500 112-005
0.382 111-291
LOW 111-182
0.618 111-006
1.000 110-218
1.618 110-041
2.618 109-076
4.250 107-251
Fisher Pivots for day following 13-Jul-2022
Pivot 1 day 3 day
R1 112-042 112-045
PP 112-023 112-030
S1 112-005 112-015

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

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