ECBOT 5 Year T-Note Future September 2022


Trading Metrics calculated at close of trading on 18-Jul-2022
Day Change Summary
Previous Current
15-Jul-2022 18-Jul-2022 Change Change % Previous Week
Open 111-295 112-002 0-028 0.1% 111-218
High 112-122 112-065 -0-058 -0.2% 112-168
Low 111-275 111-212 -0-062 -0.2% 111-172
Close 112-005 111-308 -0-018 0.0% 112-005
Range 0-168 0-172 0-005 3.0% 0-315
ATR 0-237 0-232 -0-005 -1.9% 0-000
Volume 843,410 634,465 -208,945 -24.8% 5,141,749
Daily Pivots for day following 18-Jul-2022
Classic Woodie Camarilla DeMark
R4 113-179 113-096 112-082
R3 113-007 112-243 112-035
R2 112-154 112-154 112-019
R1 112-071 112-071 112-003 112-026
PP 111-302 111-302 111-302 111-279
S1 111-218 111-218 111-292 111-174
S2 111-129 111-129 111-276
S3 110-277 111-046 111-260
S4 110-104 110-193 111-213
Weekly Pivots for week ending 15-Jul-2022
Classic Woodie Camarilla DeMark
R4 114-313 114-154 112-178
R3 113-318 113-159 112-092
R2 113-003 113-003 112-063
R1 112-164 112-164 112-034 112-244
PP 112-008 112-008 112-008 112-048
S1 111-169 111-169 111-296 111-249
S2 111-013 111-013 111-267
S3 110-018 110-174 111-238
S4 109-023 109-179 111-152
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-168 111-172 0-315 0.9% 0-202 0.6% 43% False False 1,013,647
10 113-192 111-172 2-020 1.8% 0-234 0.7% 20% False False 988,321
20 113-192 110-028 3-165 3.1% 0-232 0.6% 53% False False 1,000,095
40 113-210 109-058 4-152 4.0% 0-223 0.6% 62% False False 1,118,310
60 113-210 109-058 4-152 4.0% 0-216 0.6% 62% False False 748,833
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 0-063
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-158
2.618 113-197
1.618 113-024
1.000 112-238
0.618 112-172
HIGH 112-065
0.618 111-319
0.500 111-299
0.382 111-278
LOW 111-212
0.618 111-106
1.000 111-040
1.618 110-253
2.618 110-081
4.250 109-119
Fisher Pivots for day following 18-Jul-2022
Pivot 1 day 3 day
R1 111-305 111-308
PP 111-302 111-308
S1 111-299 111-308

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

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