ECBOT 5 Year T-Note Future September 2022


Trading Metrics calculated at close of trading on 29-Jun-2022
Day Change Summary
Previous Current
28-Jun-2022 29-Jun-2022 Change Change % Previous Week
Open 111-020 111-038 0-018 0.0% 110-112
High 111-068 111-195 0-128 0.4% 112-018
Low 110-258 111-022 0-085 0.2% 110-042
Close 111-012 111-175 0-162 0.5% 111-135
Range 0-130 0-172 0-042 32.7% 1-295
ATR 0-227 0-223 -0-003 -1.4% 0-000
Volume 709,310 714,934 5,624 0.8% 4,332,757
Daily Pivots for day following 29-Jun-2022
Classic Woodie Camarilla DeMark
R4 113-008 112-264 111-270
R3 112-156 112-092 111-222
R2 111-303 111-303 111-207
R1 111-239 111-239 111-191 111-271
PP 111-131 111-131 111-131 111-147
S1 111-067 111-067 111-159 111-099
S2 110-278 110-278 111-143
S3 110-106 110-214 111-128
S4 109-253 110-042 111-080
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
5 112-018 110-258 1-080 1.1% 0-198 0.6% 59% False False 959,923
10 112-018 109-085 2-252 2.5% 0-245 0.7% 82% False False 1,057,588
20 112-300 109-058 3-242 3.4% 0-231 0.6% 63% False False 1,092,831
40 113-210 109-058 4-152 4.0% 0-211 0.6% 53% False False 812,215
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 0-042
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113-288
2.618 113-007
1.618 112-154
1.000 112-048
0.618 111-302
HIGH 111-195
0.618 111-129
0.500 111-109
0.382 111-088
LOW 111-022
0.618 110-236
1.000 110-170
1.618 110-063
2.618 109-211
4.250 108-249
Fisher Pivots for day following 29-Jun-2022
Pivot 1 day 3 day
R1 111-153 111-139
PP 111-131 111-102
S1 111-109 111-066

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

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