ECBOT 5 Year T-Note Future September 2022


Trading Metrics calculated at close of trading on 08-Jul-2022
Day Change Summary
Previous Current
07-Jul-2022 08-Jul-2022 Change Change % Previous Week
Open 112-125 112-058 -0-068 -0.2% 112-310
High 112-198 112-108 -0-090 -0.2% 113-192
Low 112-002 111-185 -0-138 -0.4% 111-185
Close 112-025 111-212 -0-132 -0.4% 111-212
Range 0-195 0-242 0-048 24.4% 2-008
ATR 0-250 0-249 -0-001 -0.2% 0-000
Volume 884,350 927,084 42,734 4.8% 4,107,003
Daily Pivots for day following 08-Jul-2022
Classic Woodie Camarilla DeMark
R4 114-042 113-210 112-026
R3 113-120 112-288 111-279
R2 112-198 112-198 111-257
R1 112-045 112-045 111-235 112-000
PP 111-275 111-275 111-275 111-252
S1 111-122 111-122 111-190 111-078
S2 111-032 111-032 111-168
S3 110-110 110-200 111-146
S4 109-188 109-278 111-079
Weekly Pivots for week ending 08-Jul-2022
Classic Woodie Camarilla DeMark
R4 118-112 117-010 112-249
R3 116-105 115-002 112-071
R2 114-098 114-098 112-011
R1 112-315 112-315 111-272 112-202
PP 112-090 112-090 112-090 112-034
S1 110-308 110-308 111-153 110-195
S2 110-082 110-082 111-094
S3 108-075 108-300 111-034
S4 106-068 106-292 110-176
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-192 111-185 2-008 1.8% 0-310 0.9% 4% False True 1,091,143
10 113-192 110-258 2-255 2.5% 0-245 0.7% 31% False False 994,858
20 113-192 109-058 4-135 4.0% 0-278 0.8% 56% False False 1,166,185
40 113-210 109-058 4-152 4.0% 0-222 0.6% 55% False False 977,569
60 113-240 109-058 4-182 4.1% 0-220 0.6% 54% False False 652,575
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 0-059
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115-178
2.618 114-102
1.618 113-180
1.000 113-030
0.618 112-257
HIGH 112-108
0.618 112-015
0.500 111-306
0.382 111-278
LOW 111-185
0.618 111-035
1.000 110-262
1.618 110-113
2.618 109-190
4.250 108-114
Fisher Pivots for day following 08-Jul-2022
Pivot 1 day 3 day
R1 111-306 112-189
PP 111-275 112-090
S1 111-244 111-311

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

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