ECBOT 5 Year T-Note Future September 2022


Trading Metrics calculated at close of trading on 27-May-2022
Day Change Summary
Previous Current
26-May-2022 27-May-2022 Change Change % Previous Week
Open 113-120 113-140 0-020 0.1% 112-280
High 113-210 113-168 -0-042 -0.1% 113-210
Low 113-078 113-092 0-015 0.0% 112-170
Close 113-135 113-102 -0-032 -0.1% 113-102
Range 0-132 0-075 -0-058 -43.4% 1-040
ATR 0-193 0-185 -0-008 -4.4% 0-000
Volume 1,469,235 828,331 -640,904 -43.6% 8,250,383
Daily Pivots for day following 27-May-2022
Classic Woodie Camarilla DeMark
R4 114-026 113-299 113-144
R3 113-271 113-224 113-123
R2 113-196 113-196 113-116
R1 113-149 113-149 113-109 113-135
PP 113-121 113-121 113-121 113-114
S1 113-074 113-074 113-096 113-060
S2 113-046 113-046 113-089
S3 112-291 112-319 113-082
S4 112-216 112-244 113-061
Weekly Pivots for week ending 27-May-2022
Classic Woodie Camarilla DeMark
R4 116-174 116-018 113-300
R3 115-134 114-298 113-202
R2 114-094 114-094 113-168
R1 113-258 113-258 113-136 114-016
PP 113-054 113-054 113-054 113-093
S1 112-218 112-218 113-070 112-296
S2 112-014 112-014 113-036
S3 110-294 111-178 113-004
S4 109-254 110-138 112-224
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-210 112-170 1-040 1.0% 0-142 0.4% 70% False False 1,650,076
10 113-210 112-002 1-208 1.5% 0-168 0.5% 80% False False 888,678
20 113-210 111-138 2-072 2.0% 0-188 0.5% 85% False False 448,484
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-036
Narrowest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 114-166
2.618 114-044
1.618 113-289
1.000 113-242
0.618 113-214
HIGH 113-168
0.618 113-139
0.500 113-130
0.382 113-121
LOW 113-092
0.618 113-046
1.000 113-018
1.618 112-291
2.618 112-216
4.250 112-094
Fisher Pivots for day following 27-May-2022
Pivot 1 day 3 day
R1 113-130 113-128
PP 113-121 113-119
S1 113-112 113-111

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

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