ECBOT 5 Year T-Note Future September 2022


Trading Metrics calculated at close of trading on 23-Jun-2022
Day Change Summary
Previous Current
22-Jun-2022 23-Jun-2022 Change Change % Previous Week
Open 110-112 111-022 0-230 0.7% 110-250
High 111-072 112-018 0-265 0.7% 110-260
Low 110-112 111-005 0-212 0.6% 109-058
Close 111-035 111-175 0-140 0.4% 110-152
Range 0-280 1-012 0-052 18.8% 1-202
ATR 0-236 0-243 0-007 2.9% 0-000
Volume 1,038,878 1,508,060 469,182 45.2% 7,448,815
Daily Pivots for day following 23-Jun-2022
Classic Woodie Camarilla DeMark
R4 114-210 114-045 112-038
R3 113-198 113-032 111-266
R2 112-185 112-185 111-236
R1 112-020 112-020 111-205 112-102
PP 111-172 111-172 111-172 111-214
S1 111-008 111-008 111-145 111-090
S2 110-160 110-160 111-114
S3 109-148 109-315 111-084
S4 108-135 108-302 110-312
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
5 112-018 109-108 2-230 2.4% 0-286 0.8% 81% True False 1,165,170
10 112-018 109-058 2-280 2.6% 0-312 0.9% 82% True False 1,337,511
20 113-210 109-058 4-152 4.0% 0-225 0.6% 53% False False 1,277,306
40 113-210 109-058 4-152 4.0% 0-212 0.6% 53% False False 730,107
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-050
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 116-151
2.618 114-248
1.618 113-235
1.000 113-030
0.618 112-223
HIGH 112-018
0.618 111-210
0.500 111-171
0.382 111-132
LOW 111-005
0.618 110-120
1.000 109-312
1.618 109-107
2.618 108-095
4.250 106-192
Fisher Pivots for day following 23-Jun-2022
Pivot 1 day 3 day
R1 111-174 111-127
PP 111-172 111-078
S1 111-171 111-030

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

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