ECBOT 5 Year T-Note Future June 2022


Trading Metrics calculated at close of trading on 18-Mar-2022
Day Change Summary
Previous Current
17-Mar-2022 18-Mar-2022 Change Change % Previous Week
Open 115-302 116-035 0-052 0.1% 117-045
High 116-095 116-100 0-005 0.0% 117-052
Low 115-270 115-312 0-042 0.1% 115-218
Close 116-005 116-035 0-030 0.1% 116-035
Range 0-145 0-108 -0-038 -25.9% 1-155
ATR 0-200 0-193 -0-007 -3.3% 0-000
Volume 1,071,466 797,159 -274,307 -25.6% 5,212,084
Daily Pivots for day following 18-Mar-2022
Classic Woodie Camarilla DeMark
R4 117-045 116-308 116-094
R3 116-258 116-200 116-065
R2 116-150 116-150 116-055
R1 116-092 116-092 116-045 116-089
PP 116-042 116-042 116-042 116-041
S1 115-305 115-305 116-025 115-301
S2 115-255 115-255 116-015
S3 115-148 115-198 116-005
S4 115-040 115-090 115-296
Weekly Pivots for week ending 18-Mar-2022
Classic Woodie Camarilla DeMark
R4 120-247 119-296 116-296
R3 119-092 118-141 116-166
R2 117-257 117-257 116-122
R1 116-306 116-306 116-079 116-204
PP 116-102 116-102 116-102 116-051
S1 115-151 115-151 115-311 115-049
S2 114-267 114-267 115-268
S3 113-112 113-316 115-224
S4 111-277 112-161 115-094
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-052 115-218 1-155 1.3% 0-186 0.5% 29% False False 1,042,416
10 119-058 115-218 3-160 3.0% 0-193 0.5% 12% False False 1,055,377
20 119-108 115-218 3-210 3.1% 0-207 0.6% 12% False False 1,375,347
40 119-130 115-218 3-232 3.2% 0-173 0.5% 12% False False 701,390
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-050
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 117-237
2.618 117-061
1.618 116-274
1.000 116-208
0.618 116-166
HIGH 116-100
0.618 116-059
0.500 116-046
0.382 116-034
LOW 115-312
0.618 115-246
1.000 115-205
1.618 115-139
2.618 115-031
4.250 114-176
Fisher Pivots for day following 18-Mar-2022
Pivot 1 day 3 day
R1 116-046 116-030
PP 116-042 116-025
S1 116-039 116-020

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

View Archives - Comment on this page... - Back to Index of Symbols