ECBOT 5 Year T-Note Future September 2022


Trading Metrics calculated at close of trading on 15-Jun-2022
Day Change Summary
Previous Current
14-Jun-2022 15-Jun-2022 Change Change % Previous Week
Open 109-230 109-090 -0-140 -0.4% 112-088
High 110-135 110-125 -0-010 0.0% 112-115
Low 109-058 109-085 0-028 0.1% 110-250
Close 109-100 109-292 0-192 0.6% 110-272
Range 1-078 1-040 -0-038 -9.4% 1-185
ATR 0-214 0-225 0-010 4.9% 0-000
Volume 1,551,549 1,458,472 -93,077 -6.0% 4,807,181
Daily Pivots for day following 15-Jun-2022
Classic Woodie Camarilla DeMark
R4 113-074 112-223 110-170
R3 112-034 111-183 110-072
R2 110-314 110-314 110-038
R1 110-143 110-143 110-006 110-229
PP 109-274 109-274 109-274 109-317
S1 109-103 109-103 109-260 109-189
S2 108-234 108-234 109-226
S3 107-194 108-063 109-194
S4 106-154 107-023 109-094
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
5 112-000 109-058 2-262 2.6% 1-016 1.0% 26% False False 1,509,852
10 112-162 109-058 3-105 3.0% 0-230 0.7% 22% False False 1,151,381
20 113-210 109-058 4-152 4.1% 0-200 0.6% 16% False False 1,160,819
40 113-210 109-058 4-152 4.1% 0-200 0.6% 16% False False 584,485
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-036
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 115-055
2.618 113-107
1.618 112-067
1.000 111-165
0.618 111-027
HIGH 110-125
0.618 109-307
0.500 109-265
0.382 109-223
LOW 109-085
0.618 108-183
1.000 108-045
1.618 107-143
2.618 106-103
4.250 104-155
Fisher Pivots for day following 15-Jun-2022
Pivot 1 day 3 day
R1 109-283 109-316
PP 109-274 109-308
S1 109-265 109-300

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

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