ECBOT 5 Year T-Note Future September 2022


Trading Metrics calculated at close of trading on 24-Jun-2022
Day Change Summary
Previous Current
23-Jun-2022 24-Jun-2022 Change Change % Previous Week
Open 111-022 111-148 0-125 0.4% 110-112
High 112-018 111-275 -0-062 -0.2% 112-018
Low 111-005 111-098 0-092 0.3% 110-042
Close 111-175 111-135 -0-040 -0.1% 111-135
Range 1-012 0-178 -0-155 -46.6% 1-295
ATR 0-243 0-238 -0-005 -1.9% 0-000
Volume 1,508,060 967,567 -540,493 -35.8% 4,332,757
Daily Pivots for day following 24-Jun-2022
Classic Woodie Camarilla DeMark
R4 113-062 112-276 111-233
R3 112-204 112-098 111-184
R2 112-027 112-027 111-168
R1 111-241 111-241 111-151 111-205
PP 111-169 111-169 111-169 111-151
S1 111-063 111-063 111-119 111-028
S2 110-312 110-312 111-102
S3 110-134 110-206 111-086
S4 109-277 110-028 111-037
Weekly Pivots for week ending 24-Jun-2022
Classic Woodie Camarilla DeMark
R4 116-310 116-038 112-153
R3 115-015 114-062 111-304
R2 113-040 113-040 111-248
R1 112-088 112-088 111-191 112-224
PP 111-065 111-065 111-065 111-133
S1 110-112 110-112 111-079 110-249
S2 109-090 109-090 111-022
S3 107-115 108-138 110-286
S4 105-140 106-162 110-117
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-018 110-028 1-310 1.8% 0-228 0.6% 68% False False 1,048,935
10 112-018 109-058 2-280 2.6% 0-318 0.9% 78% False False 1,342,669
20 113-210 109-058 4-152 4.0% 0-228 0.6% 50% False False 1,174,882
40 113-210 109-058 4-152 4.0% 0-212 0.6% 50% False False 754,261
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 0-052
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 114-069
2.618 113-100
1.618 112-242
1.000 112-132
0.618 112-065
HIGH 111-275
0.618 111-207
0.500 111-186
0.382 111-165
LOW 111-098
0.618 110-308
1.000 110-240
1.618 110-130
2.618 109-273
4.250 108-303
Fisher Pivots for day following 24-Jun-2022
Pivot 1 day 3 day
R1 111-186 111-112
PP 111-169 111-088
S1 111-152 111-065

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

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