ECBOT 5 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 10-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2022 |
10-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
119-288 |
119-238 |
-0-050 |
-0.1% |
120-280 |
| High |
119-312 |
119-238 |
-0-075 |
-0.2% |
120-285 |
| Low |
119-202 |
119-155 |
-0-048 |
-0.1% |
119-202 |
| Close |
119-235 |
119-180 |
-0-055 |
-0.1% |
119-235 |
| Range |
0-110 |
0-082 |
-0-028 |
-25.0% |
1-082 |
| ATR |
0-112 |
0-110 |
-0-002 |
-1.9% |
0-000 |
| Volume |
1,102,805 |
912,236 |
-190,569 |
-17.3% |
5,054,460 |
|
| Daily Pivots for day following 10-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-118 |
120-072 |
119-225 |
|
| R3 |
120-036 |
119-309 |
119-203 |
|
| R2 |
119-273 |
119-273 |
119-195 |
|
| R1 |
119-227 |
119-227 |
119-188 |
119-209 |
| PP |
119-191 |
119-191 |
119-191 |
119-182 |
| S1 |
119-144 |
119-144 |
119-172 |
119-126 |
| S2 |
119-108 |
119-108 |
119-165 |
|
| S3 |
119-026 |
119-062 |
119-157 |
|
| S4 |
118-263 |
118-299 |
119-135 |
|
|
| Weekly Pivots for week ending 07-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-275 |
123-018 |
120-136 |
|
| R3 |
122-192 |
121-255 |
120-026 |
|
| R2 |
121-110 |
121-110 |
119-309 |
|
| R1 |
120-172 |
120-172 |
119-272 |
120-100 |
| PP |
120-028 |
120-028 |
120-028 |
119-311 |
| S1 |
119-090 |
119-090 |
119-198 |
119-018 |
| S2 |
118-265 |
118-265 |
119-161 |
|
| S3 |
117-182 |
118-008 |
119-124 |
|
| S4 |
116-100 |
116-245 |
119-014 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-175 |
119-155 |
1-020 |
0.9% |
0-106 |
0.3% |
7% |
False |
True |
1,011,746 |
| 10 |
121-012 |
119-155 |
1-178 |
1.3% |
0-094 |
0.2% |
5% |
False |
True |
782,649 |
| 20 |
121-182 |
119-155 |
2-028 |
1.7% |
0-098 |
0.3% |
4% |
False |
True |
730,381 |
| 40 |
121-275 |
119-155 |
2-120 |
2.0% |
0-121 |
0.3% |
3% |
False |
True |
829,171 |
| 60 |
121-300 |
119-155 |
2-145 |
2.1% |
0-118 |
0.3% |
3% |
False |
True |
553,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-268 |
|
2.618 |
120-133 |
|
1.618 |
120-051 |
|
1.000 |
120-000 |
|
0.618 |
119-288 |
|
HIGH |
119-238 |
|
0.618 |
119-206 |
|
0.500 |
119-196 |
|
0.382 |
119-187 |
|
LOW |
119-155 |
|
0.618 |
119-104 |
|
1.000 |
119-072 |
|
1.618 |
119-022 |
|
2.618 |
118-259 |
|
4.250 |
118-124 |
|
|
| Fisher Pivots for day following 10-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
119-196 |
119-274 |
| PP |
119-191 |
119-242 |
| S1 |
119-185 |
119-211 |
|