ECBOT 5 Year T-Note Future September 2022


Trading Metrics calculated at close of trading on 01-Jun-2022
Day Change Summary
Previous Current
31-May-2022 01-Jun-2022 Change Change % Previous Week
Open 113-125 112-298 -0-148 -0.4% 112-280
High 113-130 112-300 -0-150 -0.4% 113-210
Low 112-245 112-078 -0-168 -0.5% 112-170
Close 112-305 112-100 -0-205 -0.6% 113-102
Range 0-205 0-222 0-018 8.5% 1-040
ATR 0-186 0-189 0-003 1.6% 0-000
Volume 1,667,445 1,225,402 -442,043 -26.5% 8,250,383
Daily Pivots for day following 01-Jun-2022
Classic Woodie Camarilla DeMark
R4 114-187 114-046 112-222
R3 113-284 113-143 112-161
R2 113-062 113-062 112-141
R1 112-241 112-241 112-120 112-200
PP 112-159 112-159 112-159 112-139
S1 112-018 112-018 112-080 111-298
S2 111-257 111-257 112-059
S3 111-034 111-116 112-039
S4 110-132 110-213 111-298
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
5 113-210 112-078 1-132 1.3% 0-151 0.4% 5% False True 1,641,293
10 113-210 112-002 1-208 1.5% 0-169 0.5% 18% False False 1,170,257
20 113-210 111-138 2-072 2.0% 0-194 0.5% 40% False False 592,772
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 115-286
2.618 114-243
1.618 114-020
1.000 113-202
0.618 113-118
HIGH 112-300
0.618 112-215
0.500 112-189
0.382 112-162
LOW 112-078
0.618 111-260
1.000 111-175
1.618 111-037
2.618 110-135
4.250 109-092
Fisher Pivots for day following 01-Jun-2022
Pivot 1 day 3 day
R1 112-189 112-282
PP 112-159 112-222
S1 112-130 112-161

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

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