ECBOT 5 Year T-Note Future September 2022


Trading Metrics calculated at close of trading on 12-May-2022
Day Change Summary
Previous Current
11-May-2022 12-May-2022 Change Change % Previous Week
Open 112-128 112-145 0-018 0.0% 112-025
High 112-230 113-005 0-095 0.3% 112-165
Low 111-278 112-138 0-180 0.5% 111-170
Close 112-168 113-000 0-152 0.4% 111-232
Range 0-272 0-188 -0-085 -31.2% 0-315
ATR 0-214 0-212 -0-002 -0.9% 0-000
Volume 11,824 16,770 4,946 41.8% 23,867
Daily Pivots for day following 12-May-2022
Classic Woodie Camarilla DeMark
R4 114-183 114-119 113-103
R3 113-316 113-252 113-052
R2 113-128 113-128 113-034
R1 113-064 113-064 113-017 113-096
PP 112-261 112-261 112-261 112-277
S1 112-197 112-197 112-303 112-229
S2 112-073 112-073 112-286
S3 111-206 112-009 112-268
S4 111-018 111-142 112-217
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
5 113-005 111-138 1-188 1.4% 0-216 0.6% 99% True False 11,927
10 113-005 111-138 1-188 1.4% 0-216 0.6% 99% True False 7,711
20 113-232 111-138 2-095 2.0% 0-208 0.6% 68% False False 3,992
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 0-052
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115-162
2.618 114-176
1.618 113-308
1.000 113-192
0.618 113-121
HIGH 113-005
0.618 112-253
0.500 112-231
0.382 112-209
LOW 112-138
0.618 112-022
1.000 111-270
1.618 111-154
2.618 110-287
4.250 109-301
Fisher Pivots for day following 12-May-2022
Pivot 1 day 3 day
R1 112-290 112-260
PP 112-261 112-201
S1 112-231 112-141

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

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