ECBOT 5 Year T-Note Future September 2022


Trading Metrics calculated at close of trading on 07-Jun-2022
Day Change Summary
Previous Current
06-Jun-2022 07-Jun-2022 Change Change % Previous Week
Open 112-088 111-280 -0-128 -0.4% 113-125
High 112-115 112-070 -0-045 -0.1% 113-130
Low 111-270 111-230 -0-040 -0.1% 112-042
Close 111-278 112-038 0-080 0.2% 112-085
Range 0-165 0-160 -0-005 -3.0% 1-088
ATR 0-176 0-175 -0-001 -0.7% 0-000
Volume 726,693 790,186 63,493 8.7% 4,611,330
Daily Pivots for day following 07-Jun-2022
Classic Woodie Camarilla DeMark
R4 113-166 113-102 112-126
R3 113-006 112-262 112-082
R2 112-166 112-166 112-067
R1 112-102 112-102 112-052 112-134
PP 112-006 112-006 112-006 112-022
S1 111-262 111-262 112-023 111-294
S2 111-166 111-166 112-008
S3 111-006 111-102 111-314
S4 110-166 110-262 111-270
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
5 112-300 111-230 1-070 1.1% 0-149 0.4% 33% False True 892,152
10 113-210 111-230 1-300 1.7% 0-153 0.4% 21% False True 1,359,112
20 113-210 111-230 1-300 1.7% 0-170 0.5% 21% False True 753,027
40 113-240 111-138 2-102 2.1% 0-190 0.5% 30% False False 377,541
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-110
2.618 113-169
1.618 113-009
1.000 112-230
0.618 112-169
HIGH 112-070
0.618 112-009
0.500 111-310
0.382 111-291
LOW 111-230
0.618 111-131
1.000 111-070
1.618 110-291
2.618 110-131
4.250 109-190
Fisher Pivots for day following 07-Jun-2022
Pivot 1 day 3 day
R1 112-022 112-036
PP 112-006 112-034
S1 111-310 112-032

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

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