ECBOT 5 Year T-Note Future September 2022


Trading Metrics calculated at close of trading on 25-May-2022
Day Change Summary
Previous Current
24-May-2022 25-May-2022 Change Change % Previous Week
Open 112-212 113-078 0-185 0.5% 112-178
High 113-118 113-165 0-048 0.1% 113-015
Low 112-182 113-045 0-182 0.5% 112-002
Close 113-062 113-128 0-065 0.2% 112-300
Range 0-255 0-120 -0-135 -52.9% 1-012
ATR 0-204 0-198 -0-006 -2.9% 0-000
Volume 2,149,302 3,016,052 866,750 40.3% 636,398
Daily Pivots for day following 25-May-2022
Classic Woodie Camarilla DeMark
R4 114-152 114-100 113-194
R3 114-032 113-300 113-160
R2 113-232 113-232 113-150
R1 113-180 113-180 113-138 113-206
PP 113-112 113-112 113-112 113-126
S1 113-060 113-060 113-116 113-086
S2 112-312 112-312 113-106
S3 112-192 112-260 113-094
S4 112-072 112-140 113-062
Weekly Pivots for week ending 20-May-2022
Classic Woodie Camarilla DeMark
R4 115-250 115-128 113-163
R3 114-238 114-115 113-071
R2 113-225 113-225 113-041
R1 113-102 113-102 113-010 113-164
PP 112-212 112-212 112-212 112-243
S1 112-090 112-090 112-270 112-151
S2 111-200 111-200 112-239
S3 110-188 111-078 112-209
S4 109-175 110-065 112-117
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-165 112-108 1-058 1.0% 0-175 0.5% 90% True False 1,295,507
10 113-165 112-002 1-162 1.3% 0-179 0.5% 92% True False 661,229
20 113-165 111-138 2-028 1.8% 0-197 0.5% 94% True False 333,639
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 0-032
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 115-035
2.618 114-159
1.618 114-039
1.000 113-285
0.618 113-239
HIGH 113-165
0.618 113-119
0.500 113-105
0.382 113-091
LOW 113-045
0.618 112-291
1.000 112-245
1.618 112-171
2.618 112-051
4.250 111-175
Fisher Pivots for day following 25-May-2022
Pivot 1 day 3 day
R1 113-120 113-088
PP 113-112 113-048
S1 113-105 113-008

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

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