ECBOT 5 Year T-Note Future June 2022


Trading Metrics calculated at close of trading on 30-Mar-2022
Day Change Summary
Previous Current
29-Mar-2022 30-Mar-2022 Change Change % Previous Week
Open 114-005 114-100 0-095 0.3% 116-018
High 114-132 114-215 0-082 0.2% 116-028
Low 113-188 114-062 0-195 0.5% 113-300
Close 114-122 114-175 0-052 0.1% 113-312
Range 0-265 0-152 -0-112 -42.5% 2-048
ATR 0-212 0-208 -0-004 -2.0% 0-000
Volume 1,315,138 1,242,352 -72,786 -5.5% 5,674,008
Daily Pivots for day following 30-Mar-2022
Classic Woodie Camarilla DeMark
R4 115-288 115-224 114-259
R3 115-136 115-072 114-217
R2 114-303 114-303 114-203
R1 114-239 114-239 114-189 114-271
PP 114-151 114-151 114-151 114-167
S1 114-087 114-087 114-161 114-119
S2 113-318 113-318 114-147
S3 113-166 113-254 114-133
S4 113-013 113-102 114-091
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
5 115-078 113-158 1-240 1.5% 0-232 0.6% 60% False False 1,245,852
10 116-100 113-158 2-262 2.5% 0-205 0.6% 37% False False 1,156,126
20 119-058 113-158 5-220 5.0% 0-207 0.6% 19% False False 1,127,638
40 119-108 113-158 5-270 5.1% 0-195 0.5% 18% False False 943,628
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-042
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 116-223
2.618 115-294
1.618 115-142
1.000 115-048
0.618 114-309
HIGH 114-215
0.618 114-157
0.500 114-139
0.382 114-121
LOW 114-062
0.618 113-288
1.000 113-230
1.618 113-136
2.618 112-303
4.250 112-054
Fisher Pivots for day following 30-Mar-2022
Pivot 1 day 3 day
R1 114-163 114-125
PP 114-151 114-076
S1 114-139 114-026

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

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