ECBOT 5 Year T-Note Future September 2022


Trading Metrics calculated at close of trading on 21-Jul-2022
Day Change Summary
Previous Current
20-Jul-2022 21-Jul-2022 Change Change % Previous Week
Open 111-175 111-162 -0-012 0.0% 111-218
High 111-312 112-145 0-152 0.4% 112-168
Low 111-142 111-110 -0-032 -0.1% 111-172
Close 111-152 112-095 0-262 0.7% 112-005
Range 0-170 1-035 0-185 108.8% 0-315
ATR 0-222 0-231 0-010 4.3% 0-000
Volume 706,649 1,198,013 491,364 69.5% 5,141,749
Daily Pivots for day following 21-Jul-2022
Classic Woodie Camarilla DeMark
R4 115-115 114-300 112-290
R3 114-080 113-265 112-193
R2 113-045 113-045 112-160
R1 112-230 112-230 112-128 112-298
PP 112-010 112-010 112-010 112-044
S1 111-195 111-195 112-062 111-262
S2 110-295 110-295 112-030
S3 109-260 110-160 111-317
S4 108-225 109-125 111-220
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
5 112-145 111-110 1-035 1.0% 0-202 0.6% 86% True True 801,049
10 112-168 111-110 1-058 1.1% 0-213 0.6% 81% False True 923,067
20 113-192 110-258 2-255 2.5% 0-234 0.7% 53% False False 988,011
40 113-210 109-058 4-152 4.0% 0-227 0.6% 70% False False 1,148,690
60 113-210 109-058 4-152 4.0% 0-219 0.6% 70% False False 790,952
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-043
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 117-054
2.618 115-114
1.618 114-079
1.000 113-180
0.618 113-044
HIGH 112-145
0.618 112-009
0.500 111-288
0.382 111-246
LOW 111-110
0.618 110-211
1.000 110-075
1.618 109-176
2.618 108-141
4.250 106-201
Fisher Pivots for day following 21-Jul-2022
Pivot 1 day 3 day
R1 112-052 112-052
PP 112-010 112-010
S1 111-288 111-288

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

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