ECBOT 5 Year T-Note Future June 2022


Trading Metrics calculated at close of trading on 31-Mar-2022
Day Change Summary
Previous Current
30-Mar-2022 31-Mar-2022 Change Change % Previous Week
Open 114-100 114-195 0-095 0.3% 116-018
High 114-215 114-278 0-062 0.2% 116-028
Low 114-062 114-142 0-080 0.2% 113-300
Close 114-175 114-220 0-045 0.1% 113-312
Range 0-152 0-135 -0-018 -11.5% 2-048
ATR 0-208 0-202 -0-005 -2.5% 0-000
Volume 1,242,352 1,346,940 104,588 8.4% 5,674,008
Daily Pivots for day following 31-Mar-2022
Classic Woodie Camarilla DeMark
R4 115-298 115-234 114-294
R3 115-163 115-099 114-257
R2 115-028 115-028 114-245
R1 114-284 114-284 114-232 114-316
PP 114-213 114-213 114-213 114-229
S1 114-149 114-149 114-208 114-181
S2 114-078 114-078 114-195
S3 113-263 114-014 114-183
S4 113-128 113-199 114-146
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
5 114-308 113-158 1-150 1.3% 0-227 0.6% 81% False False 1,327,050
10 116-100 113-158 2-262 2.5% 0-204 0.6% 42% False False 1,183,673
20 119-058 113-158 5-220 5.0% 0-207 0.6% 21% False False 1,141,062
40 119-108 113-158 5-270 5.1% 0-196 0.5% 20% False False 977,243
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-044
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 116-211
2.618 115-311
1.618 115-176
1.000 115-092
0.618 115-041
HIGH 114-278
0.618 114-226
0.500 114-210
0.382 114-194
LOW 114-142
0.618 114-059
1.000 114-008
1.618 113-244
2.618 113-109
4.250 112-209
Fisher Pivots for day following 31-Mar-2022
Pivot 1 day 3 day
R1 114-217 114-171
PP 114-213 114-122
S1 114-210 114-072

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

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