ECBOT 5 Year T-Note Future June 2022


Trading Metrics calculated at close of trading on 28-Feb-2022
Day Change Summary
Previous Current
25-Feb-2022 28-Feb-2022 Change Change % Previous Week
Open 117-172 117-278 0-105 0.3% 117-265
High 117-220 118-118 0-218 0.6% 118-048
Low 117-080 117-262 0-182 0.5% 117-080
Close 117-140 118-090 0-270 0.7% 117-140
Range 0-140 0-175 0-035 25.0% 0-288
ATR 0-154 0-165 0-010 6.6% 0-000
Volume 1,256,279 1,670,776 414,497 33.0% 9,000,734
Daily Pivots for day following 28-Feb-2022
Classic Woodie Camarilla DeMark
R4 119-255 119-188 118-186
R3 119-080 119-012 118-138
R2 118-225 118-225 118-122
R1 118-158 118-158 118-106 118-191
PP 118-050 118-050 118-050 118-067
S1 117-302 117-302 118-074 118-016
S2 117-195 117-195 118-058
S3 117-020 117-128 118-042
S4 116-165 116-272 117-314
Weekly Pivots for week ending 25-Feb-2022
Classic Woodie Camarilla DeMark
R4 120-098 119-247 117-298
R3 119-131 118-279 117-219
R2 118-163 118-163 117-193
R1 117-312 117-312 117-166 117-254
PP 117-196 117-196 117-196 117-167
S1 117-024 117-024 117-114 116-286
S2 116-228 116-228 117-087
S3 115-261 116-057 117-061
S4 114-293 115-089 116-302
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-118 117-080 1-038 0.9% 0-172 0.5% 92% True False 2,134,302
10 118-118 117-008 1-110 1.1% 0-156 0.4% 94% True False 1,136,265
20 119-000 116-292 2-028 1.8% 0-152 0.4% 66% False False 577,869
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 0-034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-221
2.618 119-256
1.618 119-081
1.000 118-292
0.618 118-226
HIGH 118-118
0.618 118-051
0.500 118-030
0.382 118-009
LOW 117-262
0.618 117-154
1.000 117-088
1.618 116-299
2.618 116-124
4.250 115-159
Fisher Pivots for day following 28-Feb-2022
Pivot 1 day 3 day
R1 118-070 118-040
PP 118-050 117-309
S1 118-030 117-259

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

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