ECBOT 5 Year T-Note Future September 2022


Trading Metrics calculated at close of trading on 17-Jun-2022
Day Change Summary
Previous Current
16-Jun-2022 17-Jun-2022 Change Change % Previous Week
Open 110-118 110-202 0-085 0.2% 110-250
High 110-260 110-250 -0-010 0.0% 110-260
Low 109-108 110-028 0-240 0.7% 109-058
Close 110-112 110-152 0-040 0.1% 110-152
Range 1-152 0-222 -0-250 -52.9% 1-202
ATR 0-242 0-241 -0-001 -0.6% 0-000
Volume 1,548,745 911,919 -636,826 -41.1% 7,448,815
Daily Pivots for day following 17-Jun-2022
Classic Woodie Camarilla DeMark
R4 112-171 112-064 110-275
R3 111-268 111-162 110-214
R2 111-046 111-046 110-193
R1 110-259 110-259 110-173 110-201
PP 110-143 110-143 110-143 110-114
S1 110-037 110-037 110-132 109-299
S2 109-241 109-241 110-112
S3 109-018 109-134 110-091
S4 108-116 108-232 110-030
Weekly Pivots for week ending 17-Jun-2022
Classic Woodie Camarilla DeMark
R4 115-018 114-128 111-120
R3 113-135 112-245 110-296
R2 111-252 111-252 110-248
R1 111-042 111-042 110-200 110-206
PP 110-050 110-050 110-050 109-292
S1 109-160 109-160 110-105 109-004
S2 108-168 108-168 110-057
S3 106-285 107-278 110-009
S4 105-082 106-075 109-185
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110-260 109-058 1-202 1.5% 1-066 1.1% 79% False False 1,489,763
10 112-115 109-058 3-058 2.9% 0-280 0.8% 41% False False 1,225,599
20 113-210 109-058 4-152 4.1% 0-214 0.6% 29% False False 1,271,189
40 113-210 109-058 4-152 4.1% 0-210 0.6% 29% False False 646,000
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-051
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 113-236
2.618 112-193
1.618 111-290
1.000 111-152
0.618 111-068
HIGH 110-250
0.618 110-165
0.500 110-139
0.382 110-112
LOW 110-028
0.618 109-210
1.000 109-125
1.618 108-307
2.618 108-085
4.250 107-042
Fisher Pivots for day following 17-Jun-2022
Pivot 1 day 3 day
R1 110-148 110-106
PP 110-143 110-059
S1 110-139 110-012

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

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