ECBOT 5 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 08-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2022 |
08-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
118-122 |
118-150 |
0-028 |
0.1% |
119-040 |
| High |
118-162 |
118-155 |
-0-008 |
0.0% |
119-140 |
| Low |
118-088 |
118-055 |
-0-032 |
-0.1% |
118-102 |
| Close |
118-145 |
118-078 |
-0-068 |
-0.2% |
118-110 |
| Range |
0-075 |
0-100 |
0-025 |
33.3% |
1-038 |
| ATR |
0-130 |
0-128 |
-0-002 |
-1.6% |
0-000 |
| Volume |
893,014 |
915,307 |
22,293 |
2.5% |
5,482,875 |
|
| Daily Pivots for day following 08-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-076 |
119-017 |
118-132 |
|
| R3 |
118-296 |
118-237 |
118-105 |
|
| R2 |
118-196 |
118-196 |
118-096 |
|
| R1 |
118-137 |
118-137 |
118-087 |
118-116 |
| PP |
118-096 |
118-096 |
118-096 |
118-086 |
| S1 |
118-037 |
118-037 |
118-068 |
118-016 |
| S2 |
117-316 |
117-316 |
118-059 |
|
| S3 |
117-216 |
117-257 |
118-050 |
|
| S4 |
117-116 |
117-157 |
118-022 |
|
|
| 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 |
119-122 |
118-055 |
1-068 |
1.0% |
0-127 |
0.3% |
6% |
False |
True |
989,389 |
| 10 |
119-190 |
118-055 |
1-135 |
1.2% |
0-134 |
0.4% |
5% |
False |
True |
1,113,339 |
| 20 |
119-302 |
118-055 |
1-248 |
1.5% |
0-132 |
0.3% |
4% |
False |
True |
1,128,243 |
| 40 |
121-182 |
118-055 |
3-128 |
2.9% |
0-115 |
0.3% |
2% |
False |
True |
929,312 |
| 60 |
121-275 |
118-055 |
3-220 |
3.1% |
0-125 |
0.3% |
2% |
False |
True |
928,862 |
| 80 |
121-300 |
118-055 |
3-245 |
3.2% |
0-121 |
0.3% |
2% |
False |
True |
697,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-260 |
|
2.618 |
119-097 |
|
1.618 |
118-317 |
|
1.000 |
118-255 |
|
0.618 |
118-217 |
|
HIGH |
118-155 |
|
0.618 |
118-117 |
|
0.500 |
118-105 |
|
0.382 |
118-093 |
|
LOW |
118-055 |
|
0.618 |
117-313 |
|
1.000 |
117-275 |
|
1.618 |
117-213 |
|
2.618 |
117-113 |
|
4.250 |
116-270 |
|
|
| Fisher Pivots for day following 08-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
118-105 |
118-188 |
| PP |
118-096 |
118-151 |
| S1 |
118-087 |
118-114 |
|