ECBOT 5 Year T-Note Future September 2022


Trading Metrics calculated at close of trading on 09-Jun-2022
Day Change Summary
Previous Current
08-Jun-2022 09-Jun-2022 Change Change % Previous Week
Open 112-032 111-290 -0-062 -0.2% 113-125
High 112-040 112-000 -0-040 -0.1% 113-130
Low 111-260 111-202 -0-058 -0.2% 112-042
Close 111-292 111-242 -0-050 -0.1% 112-085
Range 0-100 0-118 0-018 17.5% 1-088
ATR 0-170 0-166 -0-004 -2.2% 0-000
Volume 729,189 915,990 186,801 25.6% 4,611,330
Daily Pivots for day following 09-Jun-2022
Classic Woodie Camarilla DeMark
R4 112-288 112-222 111-307
R3 112-170 112-105 111-275
R2 112-052 112-052 111-264
R1 111-308 111-308 111-253 111-281
PP 111-255 111-255 111-255 111-242
S1 111-190 111-190 111-232 111-164
S2 111-138 111-138 111-221
S3 111-020 111-072 111-210
S4 110-222 110-275 111-178
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
5 112-155 111-202 0-272 0.8% 0-131 0.4% 15% False True 796,521
10 113-210 111-202 2-008 1.8% 0-138 0.4% 6% False True 1,007,095
20 113-210 111-202 2-008 1.8% 0-158 0.4% 6% False True 834,162
40 113-240 111-138 2-102 2.1% 0-185 0.5% 14% False False 418,670
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113-179
2.618 112-308
1.618 112-190
1.000 112-118
0.618 112-073
HIGH 112-000
0.618 111-275
0.500 111-261
0.382 111-247
LOW 111-202
0.618 111-130
1.000 111-085
1.618 111-012
2.618 110-215
4.250 110-023
Fisher Pivots for day following 09-Jun-2022
Pivot 1 day 3 day
R1 111-261 111-296
PP 111-255 111-278
S1 111-249 111-260

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

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