ECBOT 5 Year T-Note Future September 2022


Trading Metrics calculated at close of trading on 28-Jun-2022
Day Change Summary
Previous Current
27-Jun-2022 28-Jun-2022 Change Change % Previous Week
Open 111-108 111-020 -0-088 -0.2% 110-112
High 111-148 111-068 -0-080 -0.2% 112-018
Low 110-290 110-258 -0-032 -0.1% 110-042
Close 111-020 111-012 -0-008 0.0% 111-135
Range 0-178 0-130 -0-048 -26.8% 1-295
ATR 0-234 0-227 -0-007 -3.2% 0-000
Volume 899,746 709,310 -190,436 -21.2% 4,332,757
Daily Pivots for day following 28-Jun-2022
Classic Woodie Camarilla DeMark
R4 112-076 112-014 111-084
R3 111-266 111-204 111-048
R2 111-136 111-136 111-036
R1 111-074 111-074 111-024 111-040
PP 111-006 111-006 111-006 110-309
S1 110-264 110-264 111-001 110-230
S2 110-196 110-196 110-309
S3 110-066 110-134 110-297
S4 109-256 110-004 110-261
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
5 112-018 110-112 1-225 1.5% 0-220 0.6% 40% False False 1,024,712
10 112-018 109-058 2-280 2.6% 0-268 0.8% 65% False False 1,141,249
20 113-130 109-058 4-072 3.8% 0-232 0.7% 44% False False 1,140,456
40 113-210 109-058 4-152 4.0% 0-210 0.6% 42% False False 794,470
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-058
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 112-300
2.618 112-088
1.618 111-278
1.000 111-198
0.618 111-148
HIGH 111-068
0.618 111-018
0.500 111-002
0.382 110-307
LOW 110-258
0.618 110-177
1.000 110-128
1.618 110-047
2.618 109-237
4.250 109-025
Fisher Pivots for day following 28-Jun-2022
Pivot 1 day 3 day
R1 111-009 111-106
PP 111-006 111-075
S1 111-002 111-044

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

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