ECBOT 5 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 10-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2022 |
10-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
118-062 |
118-055 |
-0-008 |
0.0% |
119-040 |
| High |
118-135 |
118-108 |
-0-028 |
-0.1% |
119-140 |
| Low |
118-045 |
117-085 |
-0-280 |
-0.7% |
118-102 |
| Close |
118-082 |
117-165 |
-0-238 |
-0.6% |
118-110 |
| Range |
0-090 |
1-022 |
0-252 |
280.6% |
1-038 |
| ATR |
0-125 |
0-140 |
0-016 |
12.5% |
0-000 |
| Volume |
861,610 |
2,161,381 |
1,299,771 |
150.9% |
5,482,875 |
|
| Daily Pivots for day following 10-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-293 |
120-092 |
118-033 |
|
| R3 |
119-271 |
119-069 |
117-259 |
|
| R2 |
118-248 |
118-248 |
117-228 |
|
| R1 |
118-047 |
118-047 |
117-196 |
117-296 |
| PP |
117-226 |
117-226 |
117-226 |
117-191 |
| S1 |
117-024 |
117-024 |
117-134 |
116-274 |
| S2 |
116-203 |
116-203 |
117-102 |
|
| S3 |
115-181 |
116-002 |
117-071 |
|
| S4 |
114-158 |
114-299 |
116-297 |
|
|
| 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 |
119-000 |
117-085 |
1-235 |
1.5% |
0-165 |
0.4% |
14% |
False |
True |
1,248,584 |
| 10 |
119-140 |
117-085 |
2-055 |
1.8% |
0-143 |
0.4% |
12% |
False |
True |
1,145,393 |
| 20 |
119-302 |
117-085 |
2-218 |
2.3% |
0-144 |
0.4% |
9% |
False |
True |
1,173,273 |
| 40 |
121-182 |
117-085 |
4-098 |
3.7% |
0-120 |
0.3% |
6% |
False |
True |
973,466 |
| 60 |
121-275 |
117-085 |
4-190 |
3.9% |
0-129 |
0.3% |
5% |
False |
True |
978,718 |
| 80 |
121-300 |
117-085 |
4-215 |
4.0% |
0-125 |
0.3% |
5% |
False |
True |
734,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-283 |
|
2.618 |
121-044 |
|
1.618 |
120-022 |
|
1.000 |
119-130 |
|
0.618 |
118-319 |
|
HIGH |
118-108 |
|
0.618 |
117-297 |
|
0.500 |
117-256 |
|
0.382 |
117-216 |
|
LOW |
117-085 |
|
0.618 |
116-193 |
|
1.000 |
116-062 |
|
1.618 |
115-171 |
|
2.618 |
114-148 |
|
4.250 |
112-229 |
|
|
| Fisher Pivots for day following 10-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
117-256 |
117-280 |
| PP |
117-226 |
117-242 |
| S1 |
117-195 |
117-203 |
|