ECBOT 5 Year T-Note Future September 2022


Trading Metrics calculated at close of trading on 14-Jun-2022
Day Change Summary
Previous Current
13-Jun-2022 14-Jun-2022 Change Change % Previous Week
Open 110-250 109-230 -1-020 -1.0% 112-088
High 110-255 110-135 -0-120 -0.3% 112-115
Low 109-100 109-058 -0-042 -0.1% 110-250
Close 109-258 109-100 -0-158 -0.4% 110-272
Range 1-155 1-078 -0-078 -16.3% 1-185
ATR 0-200 0-214 0-014 7.0% 0-000
Volume 1,978,130 1,551,549 -426,581 -21.6% 4,807,181
Daily Pivots for day following 14-Jun-2022
Classic Woodie Camarilla DeMark
R4 113-117 112-186 109-319
R3 112-039 111-108 109-209
R2 110-282 110-282 109-173
R1 110-031 110-031 109-136 109-278
PP 109-204 109-204 109-204 109-168
S1 108-273 108-273 109-064 108-200
S2 108-127 108-127 109-027
S3 107-049 107-196 108-311
S4 105-292 106-118 108-201
Weekly Pivots for week ending 10-Jun-2022
Classic Woodie Camarilla DeMark
R4 116-021 115-012 111-230
R3 114-156 113-147 111-091
R2 112-291 112-291 111-045
R1 111-282 111-282 110-319 111-194
PP 111-106 111-106 111-106 111-062
S1 110-097 110-097 110-226 110-009
S2 109-241 109-241 110-180
S3 108-056 108-232 110-134
S4 106-191 107-047 109-315
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-040 109-058 2-302 2.7% 0-284 0.8% 5% False True 1,363,996
10 112-300 109-058 3-242 3.4% 0-217 0.6% 4% False True 1,128,074
20 113-210 109-058 4-152 4.1% 0-194 0.6% 3% False True 1,090,421
40 113-210 109-058 4-152 4.1% 0-197 0.6% 3% False True 548,024
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-036
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115-224
2.618 113-216
1.618 112-138
1.000 111-212
0.618 111-061
HIGH 110-135
0.618 109-303
0.500 109-256
0.382 109-209
LOW 109-058
0.618 108-132
1.000 107-300
1.618 107-054
2.618 105-297
4.250 103-288
Fisher Pivots for day following 14-Jun-2022
Pivot 1 day 3 day
R1 109-256 110-160
PP 109-204 110-033
S1 109-152 109-227

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

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