ECBOT 5 Year T-Note Future June 2022


Trading Metrics calculated at close of trading on 01-Mar-2022
Day Change Summary
Previous Current
28-Feb-2022 01-Mar-2022 Change Change % Previous Week
Open 117-278 118-085 0-128 0.3% 117-265
High 118-118 119-108 0-310 0.8% 118-048
Low 117-262 118-030 0-088 0.2% 117-080
Close 118-090 119-060 0-290 0.8% 117-140
Range 0-175 1-078 0-222 127.1% 0-288
ATR 0-165 0-181 0-017 10.1% 0-000
Volume 1,670,776 2,005,605 334,829 20.0% 9,000,734
Daily Pivots for day following 01-Mar-2022
Classic Woodie Camarilla DeMark
R4 122-192 122-043 119-279
R3 121-114 120-286 119-169
R2 120-037 120-037 119-133
R1 119-208 119-208 119-096 119-282
PP 118-279 118-279 118-279 118-316
S1 118-131 118-131 119-024 118-205
S2 117-202 117-202 118-307
S3 116-124 117-053 118-271
S4 115-047 115-296 118-161
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
5 119-108 117-080 2-028 1.8% 0-212 0.6% 93% True False 2,113,996
10 119-108 117-008 2-100 1.9% 0-172 0.5% 94% True False 1,332,659
20 119-108 116-292 2-135 2.0% 0-169 0.4% 94% True False 678,142
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 30 trading days
Fibonacci Retracements and Extensions
4.250 124-197
2.618 122-188
1.618 121-111
1.000 120-185
0.618 120-033
HIGH 119-108
0.618 118-276
0.500 118-229
0.382 118-182
LOW 118-030
0.618 117-104
1.000 116-272
1.618 116-027
2.618 114-269
4.250 112-261
Fisher Pivots for day following 01-Mar-2022
Pivot 1 day 3 day
R1 119-010 118-285
PP 118-279 118-189
S1 118-229 118-094

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

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