ECBOT 5 Year T-Note Future September 2022


Trading Metrics calculated at close of trading on 21-Jun-2022
Day Change Summary
Previous Current
17-Jun-2022 21-Jun-2022 Change Change % Previous Week
Open 110-202 110-112 -0-090 -0.3% 110-250
High 110-250 110-168 -0-082 -0.2% 110-260
Low 110-028 110-042 0-015 0.0% 109-058
Close 110-152 110-115 -0-038 -0.1% 110-152
Range 0-222 0-125 -0-098 -43.8% 1-202
ATR 0-241 0-233 -0-008 -3.4% 0-000
Volume 911,919 818,252 -93,667 -10.3% 7,448,815
Daily Pivots for day following 21-Jun-2022
Classic Woodie Camarilla DeMark
R4 111-163 111-104 110-184
R3 111-038 110-299 110-149
R2 110-233 110-233 110-138
R1 110-174 110-174 110-126 110-204
PP 110-108 110-108 110-108 110-123
S1 110-049 110-049 110-104 110-079
S2 109-303 109-303 110-092
S3 109-178 109-244 110-081
S4 109-053 109-119 110-046
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% 0-316 0.9% 72% False False 1,257,787
10 112-070 109-058 3-012 2.8% 0-276 0.8% 39% False False 1,234,755
20 113-210 109-058 4-152 4.1% 0-213 0.6% 26% False False 1,296,798
40 113-210 109-058 4-152 4.1% 0-208 0.6% 26% False False 666,452
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-054
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 112-059
2.618 111-175
1.618 111-050
1.000 110-292
0.618 110-245
HIGH 110-168
0.618 110-120
0.500 110-105
0.382 110-090
LOW 110-042
0.618 109-285
1.000 109-238
1.618 109-160
2.618 109-035
4.250 108-151
Fisher Pivots for day following 21-Jun-2022
Pivot 1 day 3 day
R1 110-112 110-085
PP 110-108 110-054
S1 110-105 110-024

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

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