ECBOT 5 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 04-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2022 |
04-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
119-078 |
118-300 |
-0-098 |
-0.3% |
119-040 |
| High |
119-118 |
119-000 |
-0-118 |
-0.3% |
119-140 |
| Low |
118-282 |
118-102 |
-0-180 |
-0.5% |
118-102 |
| Close |
118-315 |
118-110 |
-0-205 |
-0.5% |
118-110 |
| Range |
0-155 |
0-218 |
0-062 |
40.3% |
1-038 |
| ATR |
0-127 |
0-134 |
0-006 |
5.0% |
0-000 |
| Volume |
950,154 |
1,411,611 |
461,457 |
48.6% |
5,482,875 |
|
| Daily Pivots for day following 04-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-190 |
120-048 |
118-230 |
|
| R3 |
119-292 |
119-150 |
118-170 |
|
| R2 |
119-075 |
119-075 |
118-150 |
|
| R1 |
118-252 |
118-252 |
118-130 |
118-215 |
| PP |
118-178 |
118-178 |
118-178 |
118-159 |
| S1 |
118-035 |
118-035 |
118-090 |
117-318 |
| S2 |
117-280 |
117-280 |
118-070 |
|
| S3 |
117-062 |
117-138 |
118-050 |
|
| S4 |
116-165 |
116-240 |
117-310 |
|
|
| Weekly Pivots for week ending 04-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-017 |
121-101 |
118-307 |
|
| R3 |
120-299 |
120-063 |
118-208 |
|
| R2 |
119-262 |
119-262 |
118-176 |
|
| R1 |
119-026 |
119-026 |
118-143 |
118-285 |
| PP |
118-224 |
118-224 |
118-224 |
118-194 |
| S1 |
117-308 |
117-308 |
118-077 |
117-248 |
| S2 |
117-187 |
117-187 |
118-044 |
|
| S3 |
116-149 |
116-271 |
118-012 |
|
| S4 |
115-112 |
115-233 |
117-233 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-140 |
118-102 |
1-038 |
0.9% |
0-136 |
0.4% |
2% |
False |
True |
1,096,575 |
| 10 |
119-268 |
118-102 |
1-165 |
1.3% |
0-143 |
0.4% |
2% |
False |
True |
1,192,825 |
| 20 |
119-312 |
118-102 |
1-210 |
1.4% |
0-132 |
0.3% |
1% |
False |
True |
1,138,579 |
| 40 |
121-182 |
118-102 |
3-080 |
2.7% |
0-116 |
0.3% |
1% |
False |
True |
926,516 |
| 60 |
121-275 |
118-102 |
3-172 |
3.0% |
0-127 |
0.3% |
1% |
False |
True |
899,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-284 |
|
2.618 |
120-249 |
|
1.618 |
120-032 |
|
1.000 |
119-218 |
|
0.618 |
119-134 |
|
HIGH |
119-000 |
|
0.618 |
118-237 |
|
0.500 |
118-211 |
|
0.382 |
118-186 |
|
LOW |
118-102 |
|
0.618 |
117-288 |
|
1.000 |
117-205 |
|
1.618 |
117-071 |
|
2.618 |
116-173 |
|
4.250 |
115-138 |
|
|
| Fisher Pivots for day following 04-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
118-211 |
118-272 |
| PP |
118-178 |
118-218 |
| S1 |
118-144 |
118-164 |
|