ECBOT 5 Year T-Note Future March 2022
Trading Metrics calculated at close of trading on 13-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2022 |
13-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
119-238 |
119-200 |
-0-038 |
-0.1% |
120-280 |
High |
119-280 |
119-302 |
0-022 |
0.1% |
120-285 |
Low |
119-192 |
119-180 |
-0-012 |
0.0% |
119-202 |
Close |
119-248 |
119-272 |
0-025 |
0.1% |
119-235 |
Range |
0-088 |
0-122 |
0-035 |
40.0% |
1-082 |
ATR |
0-108 |
0-109 |
0-001 |
1.0% |
0-000 |
Volume |
979,299 |
944,034 |
-35,265 |
-3.6% |
5,054,460 |
|
Daily Pivots for day following 13-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-299 |
120-248 |
120-020 |
|
R3 |
120-177 |
120-126 |
119-306 |
|
R2 |
120-054 |
120-054 |
119-295 |
|
R1 |
120-003 |
120-003 |
119-284 |
120-029 |
PP |
119-252 |
119-252 |
119-252 |
119-264 |
S1 |
119-201 |
119-201 |
119-261 |
119-226 |
S2 |
119-129 |
119-129 |
119-250 |
|
S3 |
119-007 |
119-078 |
119-239 |
|
S4 |
118-204 |
118-276 |
119-205 |
|
|
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 |
119-312 |
119-132 |
0-180 |
0.5% |
0-102 |
0.3% |
78% |
False |
False |
1,016,293 |
10 |
121-010 |
119-132 |
1-198 |
1.3% |
0-105 |
0.3% |
27% |
False |
False |
948,015 |
20 |
121-182 |
119-132 |
2-050 |
1.8% |
0-096 |
0.3% |
20% |
False |
False |
765,580 |
40 |
121-275 |
119-132 |
2-142 |
2.0% |
0-122 |
0.3% |
18% |
False |
False |
903,322 |
60 |
121-300 |
119-132 |
2-168 |
2.1% |
0-120 |
0.3% |
17% |
False |
False |
604,432 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-183 |
2.618 |
120-303 |
1.618 |
120-181 |
1.000 |
120-105 |
0.618 |
120-058 |
HIGH |
119-302 |
0.618 |
119-256 |
0.500 |
119-241 |
0.382 |
119-227 |
LOW |
119-180 |
0.618 |
119-104 |
1.000 |
119-058 |
1.618 |
118-302 |
2.618 |
118-179 |
4.250 |
117-299 |
|
|
Fisher Pivots for day following 13-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
119-262 |
119-254 |
PP |
119-252 |
119-236 |
S1 |
119-241 |
119-218 |
|