ECBOT 5 Year T-Note Future September 2022


Trading Metrics calculated at close of trading on 11-May-2022
Day Change Summary
Previous Current
10-May-2022 11-May-2022 Change Change % Previous Week
Open 112-090 112-128 0-038 0.1% 112-025
High 112-202 112-230 0-028 0.1% 112-165
Low 112-025 111-278 -0-068 -0.2% 111-170
Close 112-112 112-168 0-055 0.2% 111-232
Range 0-178 0-272 0-095 53.5% 0-315
ATR 0-210 0-214 0-004 2.1% 0-000
Volume 10,651 11,824 1,173 11.0% 23,867
Daily Pivots for day following 11-May-2022
Classic Woodie Camarilla DeMark
R4 114-296 114-184 112-317
R3 114-023 113-232 112-242
R2 113-071 113-071 112-217
R1 112-279 112-279 112-192 113-015
PP 112-118 112-118 112-118 112-146
S1 112-007 112-007 112-143 112-062
S2 111-166 111-166 112-118
S3 110-213 111-054 112-093
S4 109-261 110-102 112-018
Weekly Pivots for week ending 06-May-2022
Classic Woodie Camarilla DeMark
R4 114-281 114-092 112-086
R3 113-286 113-097 111-319
R2 112-291 112-291 111-290
R1 112-102 112-102 111-261 112-039
PP 111-296 111-296 111-296 111-264
S1 111-107 111-107 111-204 111-044
S2 110-301 110-301 111-175
S3 109-306 110-112 111-146
S4 108-311 109-117 111-059
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-230 111-138 1-092 1.1% 0-234 0.6% 85% True False 9,478
10 112-288 111-138 1-150 1.3% 0-215 0.6% 74% False False 6,049
20 113-240 111-138 2-102 2.1% 0-212 0.6% 47% False False 3,178
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-059
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116-108
2.618 114-303
1.618 114-031
1.000 113-182
0.618 113-078
HIGH 112-230
0.618 112-126
0.500 112-094
0.382 112-062
LOW 111-278
0.618 111-109
1.000 111-005
1.618 110-157
2.618 109-204
4.250 108-079
Fisher Pivots for day following 11-May-2022
Pivot 1 day 3 day
R1 112-143 112-120
PP 112-118 112-072
S1 112-094 112-024

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

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