How can I run a batch file when closing a console (like user-profile.cmd but for exiting)?

I've been using JPSoft's Take Command for years as my cmd replacement, and it uses a TCStart.bat for startup and a TCExit.bat for shutdown, which I use to persistently store and retrieve some state information.

I'm trying to go full ConEmu but so far I haven't been able to setup a shutdown script.

Is it possible to do so ?