ECBOT 5 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 18-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2022 |
18-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
119-280 |
119-148 |
-0-132 |
-0.3% |
119-238 |
| High |
119-292 |
119-148 |
-0-145 |
-0.4% |
119-302 |
| Low |
119-145 |
118-300 |
-0-165 |
-0.4% |
119-132 |
| Close |
119-165 |
119-005 |
-0-160 |
-0.4% |
119-165 |
| Range |
0-148 |
0-168 |
0-020 |
13.6% |
0-170 |
| ATR |
0-111 |
0-117 |
0-005 |
4.7% |
0-000 |
| Volume |
1,010,501 |
1,569,507 |
559,006 |
55.3% |
4,989,165 |
|
| Daily Pivots for day following 18-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-227 |
120-123 |
119-097 |
|
| R3 |
120-059 |
119-276 |
119-051 |
|
| R2 |
119-212 |
119-212 |
119-036 |
|
| R1 |
119-108 |
119-108 |
119-020 |
119-076 |
| PP |
119-044 |
119-044 |
119-044 |
119-028 |
| S1 |
118-261 |
118-261 |
118-310 |
118-229 |
| S2 |
118-197 |
118-197 |
118-294 |
|
| S3 |
118-029 |
118-093 |
118-279 |
|
| S4 |
117-182 |
117-246 |
118-233 |
|
|
| 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 |
118-300 |
1-002 |
0.8% |
0-126 |
0.3% |
8% |
False |
True |
1,129,287 |
| 10 |
120-175 |
118-300 |
1-195 |
1.4% |
0-116 |
0.3% |
5% |
False |
True |
1,070,516 |
| 20 |
121-182 |
118-300 |
2-202 |
2.2% |
0-099 |
0.3% |
3% |
False |
True |
802,344 |
| 40 |
121-275 |
118-300 |
2-295 |
2.5% |
0-126 |
0.3% |
3% |
False |
True |
963,126 |
| 60 |
121-300 |
118-300 |
3-000 |
2.5% |
0-123 |
0.3% |
3% |
False |
True |
647,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-219 |
|
2.618 |
120-266 |
|
1.618 |
120-099 |
|
1.000 |
119-315 |
|
0.618 |
119-251 |
|
HIGH |
119-148 |
|
0.618 |
119-084 |
|
0.500 |
119-064 |
|
0.382 |
119-044 |
|
LOW |
118-300 |
|
0.618 |
118-196 |
|
1.000 |
118-132 |
|
1.618 |
118-029 |
|
2.618 |
117-181 |
|
4.250 |
116-228 |
|
|
| Fisher Pivots for day following 18-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
119-064 |
119-141 |
| PP |
119-044 |
119-096 |
| S1 |
119-025 |
119-050 |
|