ECBOT 5 Year T-Note Future September 2022


Trading Metrics calculated at close of trading on 22-Jun-2022
Day Change Summary
Previous Current
21-Jun-2022 22-Jun-2022 Change Change % Previous Week
Open 110-112 110-112 0-000 0.0% 110-250
High 110-168 111-072 0-225 0.6% 110-260
Low 110-042 110-112 0-070 0.2% 109-058
Close 110-115 111-035 0-240 0.7% 110-152
Range 0-125 0-280 0-155 124.0% 1-202
ATR 0-233 0-236 0-003 1.5% 0-000
Volume 818,252 1,038,878 220,626 27.0% 7,448,815
Daily Pivots for day following 22-Jun-2022
Classic Woodie Camarilla DeMark
R4 113-167 113-061 111-189
R3 112-207 112-101 111-112
R2 111-247 111-247 111-086
R1 111-141 111-141 111-061 111-194
PP 110-287 110-287 110-287 110-313
S1 110-181 110-181 111-009 110-234
S2 110-007 110-007 110-304
S3 109-047 109-221 110-278
S4 108-087 108-261 110-201
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
5 111-072 109-085 1-308 1.8% 0-292 0.8% 94% True False 1,155,253
10 112-040 109-058 2-302 2.7% 0-288 0.8% 66% False False 1,259,624
20 113-210 109-058 4-152 4.0% 0-221 0.6% 43% False False 1,309,368
40 113-210 109-058 4-152 4.0% 0-211 0.6% 43% False False 692,422
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-049
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 114-302
2.618 113-166
1.618 112-206
1.000 112-032
0.618 111-246
HIGH 111-072
0.618 110-286
0.500 110-252
0.382 110-219
LOW 110-112
0.618 109-259
1.000 109-152
1.618 108-299
2.618 108-019
4.250 106-202
Fisher Pivots for day following 22-Jun-2022
Pivot 1 day 3 day
R1 111-001 110-307
PP 110-287 110-258
S1 110-252 110-210

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

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