ECBOT 5 Year T-Note Future June 2022


Trading Metrics calculated at close of trading on 28-Mar-2022
Day Change Summary
Previous Current
25-Mar-2022 28-Mar-2022 Change Change % Previous Week
Open 114-272 114-028 -0-245 -0.7% 116-018
High 114-308 114-092 -0-215 -0.6% 116-028
Low 113-300 113-158 -0-142 -0.4% 113-300
Close 113-312 114-008 0-015 0.0% 113-312
Range 1-008 0-255 -0-072 -22.1% 2-048
ATR 0-204 0-208 0-004 1.8% 0-000
Volume 1,269,683 1,461,139 191,456 15.1% 5,674,008
Daily Pivots for day following 28-Mar-2022
Classic Woodie Camarilla DeMark
R4 116-104 115-311 114-148
R3 115-169 115-056 114-078
R2 114-234 114-234 114-054
R1 114-121 114-121 114-031 114-050
PP 113-299 113-299 113-299 113-264
S1 113-186 113-186 113-304 113-115
S2 113-044 113-044 113-281
S3 112-109 112-251 113-257
S4 111-174 111-316 113-187
Weekly Pivots for week ending 25-Mar-2022
Classic Woodie Camarilla DeMark
R4 121-036 119-222 115-051
R3 118-308 117-174 114-182
R2 116-261 116-261 114-119
R1 115-127 115-127 114-056 115-010
PP 114-213 114-213 114-213 114-155
S1 113-079 113-079 113-249 112-282
S2 112-166 112-166 113-186
S3 110-118 111-032 113-123
S4 108-071 108-304 112-254
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-088 113-158 1-250 1.6% 0-213 0.6% 30% False True 1,186,067
10 116-245 113-158 3-088 2.9% 0-205 0.6% 16% False True 1,142,083
20 119-108 113-158 5-270 5.1% 0-227 0.6% 9% False True 1,181,532
40 119-108 113-158 5-270 5.1% 0-189 0.5% 9% False True 879,700
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-036
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-216
2.618 116-120
1.618 115-185
1.000 115-028
0.618 114-250
HIGH 114-092
0.618 113-315
0.500 113-285
0.382 113-255
LOW 113-158
0.618 113-000
1.000 112-222
1.618 112-065
2.618 111-130
4.250 110-034
Fisher Pivots for day following 28-Mar-2022
Pivot 1 day 3 day
R1 113-313 114-118
PP 113-299 114-081
S1 113-285 114-044

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

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