ECBOT 5 Year T-Note Future September 2022


Trading Metrics calculated at close of trading on 14-Jul-2022
Day Change Summary
Previous Current
13-Jul-2022 14-Jul-2022 Change Change % Previous Week
Open 112-055 112-040 -0-015 0.0% 112-310
High 112-148 112-070 -0-078 -0.2% 113-192
Low 111-182 111-172 -0-010 0.0% 111-185
Close 112-060 111-318 -0-062 -0.2% 111-212
Range 0-285 0-218 -0-068 -23.7% 2-008
ATR 0-244 0-242 -0-002 -0.8% 0-000
Volume 1,505,164 1,186,974 -318,190 -21.1% 4,107,003
Daily Pivots for day following 14-Jul-2022
Classic Woodie Camarilla DeMark
R4 113-306 113-209 112-117
R3 113-088 112-312 112-057
R2 112-191 112-191 112-037
R1 112-094 112-094 112-017 112-034
PP 111-293 111-293 111-293 111-263
S1 111-197 111-197 111-298 111-136
S2 111-076 111-076 111-278
S3 110-178 110-299 111-258
S4 109-281 110-082 111-198
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
5 112-168 111-172 0-315 0.9% 0-224 0.6% 46% False True 1,045,084
10 113-192 111-165 2-028 1.9% 0-267 0.7% 23% False False 1,095,536
20 113-192 109-085 4-108 3.9% 0-256 0.7% 63% False False 1,076,562
40 113-210 109-058 4-152 4.0% 0-225 0.6% 63% False False 1,083,492
60 113-210 109-058 4-152 4.0% 0-217 0.6% 63% False False 724,203
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-059
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115-034
2.618 113-319
1.618 113-102
1.000 112-288
0.618 112-204
HIGH 112-070
0.618 111-307
0.500 111-281
0.382 111-256
LOW 111-172
0.618 111-038
1.000 110-275
1.618 110-141
2.618 109-243
4.250 108-208
Fisher Pivots for day following 14-Jul-2022
Pivot 1 day 3 day
R1 111-305 112-010
PP 111-293 112-006
S1 111-281 112-002

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

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