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
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Widest range in 9 trading days
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

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

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