ECBOT 5 Year T-Note Future June 2022


Trading Metrics calculated at close of trading on 24-Mar-2022
Day Change Summary
Previous Current
23-Mar-2022 24-Mar-2022 Change Change % Previous Week
Open 114-268 115-072 0-125 0.3% 117-045
High 115-088 115-078 -0-010 0.0% 117-052
Low 114-220 114-238 0-018 0.0% 115-218
Close 115-042 114-312 -0-050 -0.1% 116-035
Range 0-188 0-160 -0-028 -14.7% 1-155
ATR 0-197 0-194 -0-003 -1.3% 0-000
Volume 1,123,194 940,948 -182,246 -16.2% 5,212,084
Daily Pivots for day following 24-Mar-2022
Classic Woodie Camarilla DeMark
R4 116-156 116-074 115-080
R3 115-316 115-234 115-036
R2 115-156 115-156 115-022
R1 115-074 115-074 115-007 115-035
PP 114-316 114-316 114-316 114-296
S1 114-234 114-234 114-298 114-195
S2 114-156 114-156 114-283
S3 113-316 114-074 114-268
S4 113-156 113-234 114-224
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
5 116-100 114-220 1-200 1.4% 0-180 0.5% 18% False False 1,040,296
10 117-142 114-220 2-242 2.4% 0-186 0.5% 10% False False 1,041,247
20 119-108 114-220 4-208 4.0% 0-214 0.6% 6% False False 1,191,344
40 119-108 114-220 4-208 4.0% 0-180 0.5% 6% False False 811,490
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-118
2.618 116-176
1.618 116-016
1.000 115-238
0.618 115-176
HIGH 115-078
0.618 115-016
0.500 114-318
0.382 114-299
LOW 114-238
0.618 114-139
1.000 114-078
1.618 113-299
2.618 113-139
4.250 112-198
Fisher Pivots for day following 24-Mar-2022
Pivot 1 day 3 day
R1 114-318 114-314
PP 114-316 114-313
S1 114-314 114-313

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

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