ECBOT 5 Year T-Note Future September 2022


Trading Metrics calculated at close of trading on 20-Jul-2022
Day Change Summary
Previous Current
19-Jul-2022 20-Jul-2022 Change Change % Previous Week
Open 111-250 111-175 -0-075 -0.2% 111-218
High 111-312 111-312 0-000 0.0% 112-168
Low 111-168 111-142 -0-025 -0.1% 111-172
Close 111-185 111-152 -0-032 -0.1% 112-005
Range 0-145 0-170 0-025 17.2% 0-315
ATR 0-226 0-222 -0-004 -1.8% 0-000
Volume 622,711 706,649 83,938 13.5% 5,141,749
Daily Pivots for day following 20-Jul-2022
Classic Woodie Camarilla DeMark
R4 113-072 112-282 111-246
R3 112-222 112-112 111-199
R2 112-052 112-052 111-184
R1 111-262 111-262 111-168 111-232
PP 111-202 111-202 111-202 111-188
S1 111-092 111-092 111-137 111-062
S2 111-032 111-032 111-121
S3 110-182 110-242 111-106
S4 110-012 110-072 111-059
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
5 112-122 111-142 0-300 0.8% 0-174 0.5% 3% False True 798,841
10 112-198 111-142 1-055 1.1% 0-197 0.6% 3% False True 891,700
20 113-192 110-112 3-080 2.9% 0-230 0.6% 35% False False 980,054
40 113-210 109-058 4-152 4.0% 0-221 0.6% 51% False False 1,138,426
60 113-210 109-058 4-152 4.0% 0-216 0.6% 51% False False 770,986
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-045
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-075
2.618 113-118
1.618 112-268
1.000 112-162
0.618 112-098
HIGH 111-312
0.618 111-248
0.500 111-228
0.382 111-207
LOW 111-142
0.618 111-037
1.000 110-292
1.618 110-187
2.618 110-017
4.250 109-060
Fisher Pivots for day following 20-Jul-2022
Pivot 1 day 3 day
R1 111-228 111-264
PP 111-202 111-227
S1 111-178 111-190

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

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