ECBOT 5 Year T-Note Future September 2022


Trading Metrics calculated at close of trading on 02-Jun-2022
Day Change Summary
Previous Current
01-Jun-2022 02-Jun-2022 Change Change % Previous Week
Open 112-298 112-140 -0-158 -0.4% 112-280
High 112-300 112-162 -0-138 -0.4% 113-210
Low 112-078 112-078 0-000 0.0% 112-170
Close 112-100 112-145 0-045 0.1% 113-102
Range 0-222 0-085 -0-138 -61.8% 1-040
ATR 0-189 0-182 -0-007 -3.9% 0-000
Volume 1,225,402 897,932 -327,470 -26.7% 8,250,383
Daily Pivots for day following 02-Jun-2022
Classic Woodie Camarilla DeMark
R4 113-063 113-029 112-192
R3 112-298 112-264 112-168
R2 112-213 112-213 112-161
R1 112-179 112-179 112-153 112-196
PP 112-128 112-128 112-128 112-137
S1 112-094 112-094 112-137 112-111
S2 112-043 112-043 112-129
S3 111-278 112-009 112-122
S4 111-193 111-244 112-098
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% 0-144 0.4% 15% False True 1,217,669
10 113-210 112-078 1-132 1.3% 0-160 0.4% 15% False True 1,256,588
20 113-210 111-138 2-072 2.0% 0-184 0.5% 46% False False 637,401
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 0-028
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 113-204
2.618 113-065
1.618 112-300
1.000 112-248
0.618 112-215
HIGH 112-162
0.618 112-130
0.500 112-120
0.382 112-110
LOW 112-078
0.618 112-025
1.000 111-312
1.618 111-260
2.618 111-175
4.250 111-036
Fisher Pivots for day following 02-Jun-2022
Pivot 1 day 3 day
R1 112-137 112-264
PP 112-128 112-224
S1 112-120 112-185

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

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