ECBOT 5 Year T-Note Future September 2022


Trading Metrics calculated at close of trading on 06-Jun-2022
Day Change Summary
Previous Current
03-Jun-2022 06-Jun-2022 Change Change % Previous Week
Open 112-140 112-088 -0-052 -0.1% 113-125
High 112-155 112-115 -0-040 -0.1% 113-130
Low 112-042 111-270 -0-092 -0.3% 112-042
Close 112-085 111-278 -0-128 -0.4% 112-085
Range 0-112 0-165 0-052 46.7% 1-088
ATR 0-177 0-176 -0-001 -0.5% 0-000
Volume 820,551 726,693 -93,858 -11.4% 4,611,330
Daily Pivots for day following 06-Jun-2022
Classic Woodie Camarilla DeMark
R4 113-182 113-075 112-048
R3 113-018 112-230 112-003
R2 112-172 112-172 111-308
R1 112-065 112-065 111-293 112-036
PP 112-008 112-008 112-008 111-313
S1 111-220 111-220 111-262 111-191
S2 111-162 111-162 111-247
S3 110-318 111-055 111-232
S4 110-152 110-210 111-187
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
5 113-130 111-270 1-180 1.4% 0-158 0.4% 2% False True 1,067,604
10 113-210 111-270 1-260 1.6% 0-150 0.4% 1% False True 1,358,840
20 113-210 111-138 2-072 2.0% 0-176 0.5% 20% False False 714,192
40 113-240 111-138 2-102 2.1% 0-188 0.5% 19% False False 357,786
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 114-176
2.618 113-227
1.618 113-062
1.000 112-280
0.618 112-217
HIGH 112-115
0.618 112-052
0.500 112-032
0.382 112-013
LOW 111-270
0.618 111-168
1.000 111-105
1.618 111-003
2.618 110-158
4.250 109-209
Fisher Pivots for day following 06-Jun-2022
Pivot 1 day 3 day
R1 112-032 112-056
PP 112-008 112-023
S1 111-302 111-310

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

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