ECBOT 5 Year T-Note Future September 2022


Trading Metrics calculated at close of trading on 08-Jun-2022
Day Change Summary
Previous Current
07-Jun-2022 08-Jun-2022 Change Change % Previous Week
Open 111-280 112-032 0-072 0.2% 113-125
High 112-070 112-040 -0-030 -0.1% 113-130
Low 111-230 111-260 0-030 0.1% 112-042
Close 112-038 111-292 -0-065 -0.2% 112-085
Range 0-160 0-100 -0-060 -37.5% 1-088
ATR 0-175 0-170 -0-005 -3.1% 0-000
Volume 790,186 729,189 -60,997 -7.7% 4,611,330
Daily Pivots for day following 08-Jun-2022
Classic Woodie Camarilla DeMark
R4 112-284 112-228 112-028
R3 112-184 112-128 112-000
R2 112-084 112-084 111-311
R1 112-028 112-028 111-302 112-006
PP 111-304 111-304 111-304 111-293
S1 111-248 111-248 111-283 111-226
S2 111-204 111-204 111-274
S3 111-104 111-148 111-265
S4 111-004 111-048 111-238
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
5 112-162 111-230 0-252 0.7% 0-124 0.3% 25% False False 792,910
10 113-210 111-230 1-300 1.7% 0-138 0.4% 10% False False 1,217,101
20 113-210 111-230 1-300 1.7% 0-166 0.5% 10% False False 788,954
40 113-240 111-138 2-102 2.1% 0-190 0.5% 21% False False 395,770
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-023
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 113-145
2.618 112-302
1.618 112-202
1.000 112-140
0.618 112-102
HIGH 112-040
0.618 112-002
0.500 111-310
0.382 111-298
LOW 111-260
0.618 111-198
1.000 111-160
1.618 111-098
2.618 110-318
4.250 110-155
Fisher Pivots for day following 08-Jun-2022
Pivot 1 day 3 day
R1 111-310 112-012
PP 111-304 111-319
S1 111-298 111-306

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

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