ECBOT 5 Year T-Note Future September 2022


Trading Metrics calculated at close of trading on 03-Jun-2022
Day Change Summary
Previous Current
02-Jun-2022 03-Jun-2022 Change Change % Previous Week
Open 112-140 112-140 0-000 0.0% 113-125
High 112-162 112-155 -0-008 0.0% 113-130
Low 112-078 112-042 -0-035 -0.1% 112-042
Close 112-145 112-085 -0-060 -0.2% 112-085
Range 0-085 0-112 0-028 32.4% 1-088
ATR 0-182 0-177 -0-005 -2.7% 0-000
Volume 897,932 820,551 -77,381 -8.6% 4,611,330
Daily Pivots for day following 03-Jun-2022
Classic Woodie Camarilla DeMark
R4 113-112 113-051 112-147
R3 112-319 112-258 112-116
R2 112-207 112-207 112-106
R1 112-146 112-146 112-095 112-120
PP 112-094 112-094 112-094 112-081
S1 112-033 112-033 112-075 112-008
S2 111-302 111-302 112-064
S3 111-189 111-241 112-054
S4 111-077 111-128 112-023
Weekly Pivots for week ending 03-Jun-2022
Classic Woodie Camarilla DeMark
R4 116-135 115-198 112-309
R3 115-048 114-110 112-197
R2 113-280 113-280 112-160
R1 113-022 113-022 112-122 112-268
PP 112-192 112-192 112-192 112-155
S1 111-255 111-255 112-048 111-180
S2 111-105 111-105 112-010
S3 110-018 110-168 111-293
S4 108-250 109-080 111-181
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-168 112-042 1-125 1.2% 0-140 0.4% 10% False True 1,087,932
10 113-210 112-042 1-168 1.4% 0-148 0.4% 9% False True 1,316,779
20 113-210 111-138 2-072 2.0% 0-176 0.5% 38% False False 678,203
40 113-240 111-138 2-102 2.1% 0-186 0.5% 36% False False 339,633
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113-313
2.618 113-130
1.618 113-017
1.000 112-268
0.618 112-225
HIGH 112-155
0.618 112-112
0.500 112-099
0.382 112-085
LOW 112-042
0.618 111-293
1.000 111-250
1.618 111-180
2.618 111-068
4.250 110-204
Fisher Pivots for day following 03-Jun-2022
Pivot 1 day 3 day
R1 112-099 112-171
PP 112-094 112-142
S1 112-090 112-114

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

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