ECBOT 5 Year T-Note Future September 2022


Trading Metrics calculated at close of trading on 27-Jun-2022
Day Change Summary
Previous Current
24-Jun-2022 27-Jun-2022 Change Change % Previous Week
Open 111-148 111-108 -0-040 -0.1% 110-112
High 111-275 111-148 -0-128 -0.4% 112-018
Low 111-098 110-290 -0-128 -0.4% 110-042
Close 111-135 111-020 -0-115 -0.3% 111-135
Range 0-178 0-178 0-000 0.0% 1-295
ATR 0-238 0-234 -0-004 -1.8% 0-000
Volume 967,567 899,746 -67,821 -7.0% 4,332,757
Daily Pivots for day following 27-Jun-2022
Classic Woodie Camarilla DeMark
R4 112-258 112-157 111-118
R3 112-081 111-299 111-069
R2 111-223 111-223 111-053
R1 111-122 111-122 111-036 111-084
PP 111-046 111-046 111-046 111-027
S1 110-264 110-264 111-004 110-226
S2 110-188 110-188 110-307
S3 110-011 110-087 110-291
S4 109-153 109-229 110-242
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
5 112-018 110-042 1-295 1.7% 0-218 0.6% 48% False False 1,046,500
10 112-018 109-058 2-280 2.6% 0-302 0.8% 65% False False 1,268,131
20 113-168 109-058 4-110 3.9% 0-230 0.6% 43% False False 1,146,408
40 113-210 109-058 4-152 4.0% 0-212 0.6% 42% False False 776,751
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
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 0-054
Fibonacci Retracements and Extensions
4.250 113-262
2.618 112-292
1.618 112-115
1.000 112-005
0.618 111-257
HIGH 111-148
0.618 111-080
0.500 111-059
0.382 111-038
LOW 110-290
0.618 110-180
1.000 110-112
1.618 110-003
2.618 109-145
4.250 108-176
Fisher Pivots for day following 27-Jun-2022
Pivot 1 day 3 day
R1 111-059 111-154
PP 111-046 111-109
S1 111-033 111-065

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

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