ECBOT 5 Year T-Note Future September 2022


Trading Metrics calculated at close of trading on 30-Jun-2022
Day Change Summary
Previous Current
29-Jun-2022 30-Jun-2022 Change Change % Previous Week
Open 111-038 111-188 0-150 0.4% 110-112
High 111-195 112-088 0-212 0.6% 112-018
Low 111-022 111-165 0-142 0.4% 110-042
Close 111-175 112-080 0-225 0.6% 111-135
Range 0-172 0-242 0-070 40.6% 1-295
ATR 0-223 0-225 0-001 0.6% 0-000
Volume 714,934 1,201,310 486,376 68.0% 4,332,757
Daily Pivots for day following 30-Jun-2022
Classic Woodie Camarilla DeMark
R4 114-092 114-008 112-213
R3 113-169 113-086 112-147
R2 112-247 112-247 112-124
R1 112-163 112-163 112-102 112-205
PP 112-004 112-004 112-004 112-025
S1 111-241 111-241 112-058 111-282
S2 111-082 111-082 112-036
S3 110-159 110-318 112-013
S4 109-237 110-076 111-267
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
5 112-088 110-258 1-150 1.3% 0-180 0.5% 98% True False 898,573
10 112-088 109-108 2-300 2.6% 0-233 0.6% 99% True False 1,031,872
20 112-162 109-058 3-105 3.0% 0-232 0.6% 92% False False 1,091,626
40 113-210 109-058 4-152 4.0% 0-213 0.6% 69% False False 842,199
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-044
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 115-158
2.618 114-082
1.618 113-160
1.000 113-010
0.618 112-237
HIGH 112-088
0.618 111-315
0.500 111-286
0.382 111-258
LOW 111-165
0.618 111-015
1.000 110-242
1.618 110-093
2.618 109-170
4.250 108-094
Fisher Pivots for day following 30-Jun-2022
Pivot 1 day 3 day
R1 112-042 112-004
PP 112-004 111-248
S1 111-286 111-172

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

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