ECBOT 5 Year T-Note Future September 2022


Trading Metrics calculated at close of trading on 01-Jul-2022
Day Change Summary
Previous Current
30-Jun-2022 01-Jul-2022 Change Change % Previous Week
Open 111-188 112-028 0-160 0.4% 111-108
High 112-088 113-122 1-035 1.0% 113-122
Low 111-165 112-012 0-168 0.5% 110-258
Close 112-080 112-268 0-188 0.5% 112-268
Range 0-242 1-110 0-188 77.3% 2-185
ATR 0-225 0-239 0-015 6.5% 0-000
Volume 1,201,310 1,348,713 147,403 12.3% 4,874,013
Daily Pivots for day following 01-Jul-2022
Classic Woodie Camarilla DeMark
R4 116-251 116-049 113-184
R3 115-141 114-259 113-066
R2 114-031 114-031 113-026
R1 113-149 113-149 112-307 113-250
PP 112-241 112-241 112-241 112-291
S1 112-039 112-039 112-228 112-140
S2 111-131 111-131 112-189
S3 110-021 110-249 112-149
S4 108-231 109-139 112-031
Weekly Pivots for week ending 01-Jul-2022
Classic Woodie Camarilla DeMark
R4 120-024 119-011 114-081
R3 117-159 116-146 113-174
R2 114-294 114-294 113-099
R1 113-281 113-281 113-023 114-128
PP 112-109 112-109 112-109 112-192
S1 111-096 111-096 112-192 111-262
S2 109-244 109-244 112-116
S3 107-059 108-231 112-041
S4 104-194 106-046 111-134
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-122 110-258 2-185 2.3% 0-230 0.6% 79% True False 974,802
10 113-122 110-028 3-095 2.9% 0-229 0.6% 83% True False 1,011,868
20 113-122 109-058 4-065 3.7% 0-249 0.7% 87% True False 1,114,165
40 113-210 109-058 4-152 4.0% 0-217 0.6% 82% False False 875,783
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-031
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 119-030
2.618 116-288
1.618 115-178
1.000 114-232
0.618 114-068
HIGH 113-122
0.618 112-278
0.500 112-228
0.382 112-177
LOW 112-012
0.618 111-067
1.000 110-222
1.618 109-277
2.618 108-167
4.250 106-105
Fisher Pivots for day following 01-Jul-2022
Pivot 1 day 3 day
R1 112-254 112-202
PP 112-241 112-138
S1 112-228 112-072

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

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