ECBOT 5 Year T-Note Future September 2022


Trading Metrics calculated at close of trading on 19-Jul-2022
Day Change Summary
Previous Current
18-Jul-2022 19-Jul-2022 Change Change % Previous Week
Open 112-002 111-250 -0-072 -0.2% 111-218
High 112-065 111-312 -0-072 -0.2% 112-168
Low 111-212 111-168 -0-045 -0.1% 111-172
Close 111-308 111-185 -0-122 -0.3% 112-005
Range 0-172 0-145 -0-028 -15.9% 0-315
ATR 0-232 0-226 -0-006 -2.7% 0-000
Volume 634,465 622,711 -11,754 -1.9% 5,141,749
Daily Pivots for day following 19-Jul-2022
Classic Woodie Camarilla DeMark
R4 113-017 112-246 111-265
R3 112-192 112-101 111-225
R2 112-047 112-047 111-212
R1 111-276 111-276 111-198 111-249
PP 111-222 111-222 111-222 111-208
S1 111-131 111-131 111-172 111-104
S2 111-077 111-077 111-158
S3 110-252 110-306 111-145
S4 110-107 110-161 111-105
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
5 112-148 111-168 0-300 0.8% 0-198 0.6% 6% False True 958,544
10 113-192 111-168 2-025 1.9% 0-218 0.6% 3% False True 929,284
20 113-192 110-042 3-150 3.1% 0-228 0.6% 42% False False 985,634
40 113-210 109-058 4-152 4.0% 0-221 0.6% 54% False False 1,128,412
60 113-210 109-058 4-152 4.0% 0-216 0.6% 54% False False 759,212
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-055
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 113-289
2.618 113-052
1.618 112-227
1.000 112-138
0.618 112-082
HIGH 111-312
0.618 111-257
0.500 111-240
0.382 111-223
LOW 111-168
0.618 111-078
1.000 111-022
1.618 110-253
2.618 110-108
4.250 109-191
Fisher Pivots for day following 19-Jul-2022
Pivot 1 day 3 day
R1 111-240 111-305
PP 111-222 111-265
S1 111-203 111-225

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

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