ECBOT 5 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 01-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2022 |
01-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
119-040 |
119-070 |
0-030 |
0.1% |
119-160 |
| High |
119-080 |
119-140 |
0-060 |
0.2% |
119-268 |
| Low |
119-000 |
119-000 |
0-000 |
0.0% |
118-245 |
| Close |
119-065 |
119-050 |
-0-015 |
0.0% |
119-052 |
| Range |
0-080 |
0-140 |
0-060 |
75.0% |
1-022 |
| ATR |
0-127 |
0-128 |
0-001 |
0.7% |
0-000 |
| Volume |
1,357,153 |
987,094 |
-370,059 |
-27.3% |
6,445,381 |
|
| Daily Pivots for day following 01-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-163 |
120-087 |
119-127 |
|
| R3 |
120-023 |
119-267 |
119-088 |
|
| R2 |
119-203 |
119-203 |
119-076 |
|
| R1 |
119-127 |
119-127 |
119-063 |
119-095 |
| PP |
119-063 |
119-063 |
119-063 |
119-048 |
| S1 |
118-307 |
118-307 |
119-037 |
118-275 |
| S2 |
118-243 |
118-243 |
119-024 |
|
| S3 |
118-103 |
118-167 |
119-012 |
|
| S4 |
117-283 |
118-027 |
118-293 |
|
|
| Weekly Pivots for week ending 28-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-149 |
121-283 |
119-241 |
|
| R3 |
121-127 |
120-261 |
119-147 |
|
| R2 |
120-104 |
120-104 |
119-115 |
|
| R1 |
119-238 |
119-238 |
119-084 |
119-160 |
| PP |
119-082 |
119-082 |
119-082 |
119-042 |
| S1 |
118-216 |
118-216 |
119-021 |
118-138 |
| S2 |
118-059 |
118-059 |
118-310 |
|
| S3 |
117-037 |
117-193 |
118-278 |
|
| S4 |
116-014 |
116-171 |
118-184 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-190 |
118-245 |
0-265 |
0.7% |
0-142 |
0.4% |
47% |
False |
False |
1,237,289 |
| 10 |
119-268 |
118-245 |
1-022 |
0.9% |
0-136 |
0.4% |
36% |
False |
False |
1,197,147 |
| 20 |
120-175 |
118-245 |
1-250 |
1.5% |
0-126 |
0.3% |
22% |
False |
False |
1,133,832 |
| 40 |
121-182 |
118-245 |
2-258 |
2.4% |
0-114 |
0.3% |
14% |
False |
False |
908,604 |
| 60 |
121-300 |
118-245 |
3-055 |
2.7% |
0-126 |
0.3% |
12% |
False |
False |
846,875 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-095 |
|
2.618 |
120-187 |
|
1.618 |
120-047 |
|
1.000 |
119-280 |
|
0.618 |
119-227 |
|
HIGH |
119-140 |
|
0.618 |
119-087 |
|
0.500 |
119-070 |
|
0.382 |
119-053 |
|
LOW |
119-000 |
|
0.618 |
118-233 |
|
1.000 |
118-180 |
|
1.618 |
118-093 |
|
2.618 |
117-273 |
|
4.250 |
117-045 |
|
|
| Fisher Pivots for day following 01-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
119-070 |
119-044 |
| PP |
119-063 |
119-038 |
| S1 |
119-057 |
119-032 |
|