ECBOT 5 Year T-Note Future September 2022


Trading Metrics calculated at close of trading on 15-Jul-2022
Day Change Summary
Previous Current
14-Jul-2022 15-Jul-2022 Change Change % Previous Week
Open 112-040 111-295 -0-065 -0.2% 111-218
High 112-070 112-122 0-052 0.1% 112-168
Low 111-172 111-275 0-102 0.3% 111-172
Close 111-318 112-005 0-008 0.0% 112-005
Range 0-218 0-168 -0-050 -23.0% 0-315
ATR 0-242 0-237 -0-005 -2.2% 0-000
Volume 1,186,974 843,410 -343,564 -28.9% 5,141,749
Daily Pivots for day following 15-Jul-2022
Classic Woodie Camarilla DeMark
R4 113-210 113-115 112-097
R3 113-042 112-268 112-051
R2 112-195 112-195 112-036
R1 112-100 112-100 112-020 112-148
PP 112-028 112-028 112-028 112-051
S1 111-252 111-252 111-310 111-300
S2 111-180 111-180 111-294
S3 111-012 111-085 111-279
S4 110-165 110-238 111-233
Weekly Pivots for week ending 15-Jul-2022
Classic Woodie Camarilla DeMark
R4 114-313 114-154 112-178
R3 113-318 113-159 112-092
R2 113-003 113-003 112-063
R1 112-164 112-164 112-034 112-244
PP 112-008 112-008 112-008 112-048
S1 111-169 111-169 111-296 111-249
S2 111-013 111-013 111-267
S3 110-018 110-174 111-238
S4 109-023 109-179 111-152
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% 0-209 0.6% 48% False False 1,028,349
10 113-192 111-172 2-020 1.8% 0-260 0.7% 23% False False 1,059,746
20 113-192 109-108 4-085 3.8% 0-246 0.7% 63% False False 1,045,809
40 113-210 109-058 4-152 4.0% 0-223 0.6% 63% False False 1,103,314
60 113-210 109-058 4-152 4.0% 0-216 0.6% 63% False False 738,260
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 0-058
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 114-194
2.618 113-241
1.618 113-074
1.000 112-290
0.618 112-226
HIGH 112-122
0.618 112-059
0.500 112-039
0.382 112-019
LOW 111-275
0.618 111-171
1.000 111-108
1.618 111-004
2.618 110-156
4.250 109-203
Fisher Pivots for day following 15-Jul-2022
Pivot 1 day 3 day
R1 112-039 112-003
PP 112-028 112-002
S1 112-016 112-000

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

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