ECBOT 5 Year T-Note Future March 2022
Trading Metrics calculated at close of trading on 14-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2022 |
14-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
119-200 |
119-280 |
0-080 |
0.2% |
119-238 |
High |
119-302 |
119-292 |
-0-010 |
0.0% |
119-302 |
Low |
119-180 |
119-145 |
-0-035 |
-0.1% |
119-132 |
Close |
119-272 |
119-165 |
-0-108 |
-0.3% |
119-165 |
Range |
0-122 |
0-148 |
0-025 |
20.4% |
0-170 |
ATR |
0-109 |
0-111 |
0-003 |
2.5% |
0-000 |
Volume |
944,034 |
1,010,501 |
66,467 |
7.0% |
4,989,165 |
|
Daily Pivots for day following 14-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-003 |
120-232 |
119-246 |
|
R3 |
120-176 |
120-084 |
119-206 |
|
R2 |
120-028 |
120-028 |
119-192 |
|
R1 |
119-257 |
119-257 |
119-179 |
119-229 |
PP |
119-201 |
119-201 |
119-201 |
119-187 |
S1 |
119-109 |
119-109 |
119-151 |
119-081 |
S2 |
119-053 |
119-053 |
119-138 |
|
S3 |
118-226 |
118-282 |
119-124 |
|
S4 |
118-078 |
118-134 |
119-084 |
|
|
Weekly Pivots for week ending 14-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-070 |
120-288 |
119-258 |
|
R3 |
120-220 |
120-118 |
119-212 |
|
R2 |
120-050 |
120-050 |
119-196 |
|
R1 |
119-268 |
119-268 |
119-181 |
119-234 |
PP |
119-200 |
119-200 |
119-200 |
119-183 |
S1 |
119-098 |
119-098 |
119-149 |
119-064 |
S2 |
119-030 |
119-030 |
119-134 |
|
S3 |
118-180 |
118-248 |
119-118 |
|
S4 |
118-010 |
118-078 |
119-072 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
119-302 |
119-132 |
0-170 |
0.4% |
0-109 |
0.3% |
19% |
False |
False |
997,833 |
10 |
120-285 |
119-132 |
1-152 |
1.2% |
0-114 |
0.3% |
7% |
False |
False |
1,004,362 |
20 |
121-182 |
119-132 |
2-050 |
1.8% |
0-095 |
0.2% |
5% |
False |
False |
763,261 |
40 |
121-275 |
119-132 |
2-142 |
2.0% |
0-124 |
0.3% |
4% |
False |
False |
927,024 |
60 |
121-300 |
119-132 |
2-168 |
2.1% |
0-121 |
0.3% |
4% |
False |
False |
621,274 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-279 |
2.618 |
121-039 |
1.618 |
120-211 |
1.000 |
120-120 |
0.618 |
120-064 |
HIGH |
119-292 |
0.618 |
119-236 |
0.500 |
119-219 |
0.382 |
119-201 |
LOW |
119-145 |
0.618 |
119-054 |
1.000 |
118-318 |
1.618 |
118-226 |
2.618 |
118-079 |
4.250 |
117-158 |
|
|
Fisher Pivots for day following 14-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
119-219 |
119-224 |
PP |
119-201 |
119-204 |
S1 |
119-183 |
119-185 |
|