ECBOT 5 Year T-Note Future March 2022
Trading Metrics calculated at close of trading on 14-Feb-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2022 |
14-Feb-2022 |
Change |
Change % |
Previous Week |
Open |
117-152 |
117-298 |
0-145 |
0.4% |
118-122 |
High |
118-028 |
118-030 |
0-002 |
0.0% |
118-162 |
Low |
117-082 |
117-128 |
0-045 |
0.1% |
117-082 |
Close |
117-280 |
117-178 |
-0-102 |
-0.3% |
117-280 |
Range |
0-265 |
0-222 |
-0-042 |
-16.0% |
1-080 |
ATR |
0-149 |
0-155 |
0-005 |
3.5% |
0-000 |
Volume |
2,105,616 |
1,529,398 |
-576,218 |
-27.4% |
6,936,928 |
|
Daily Pivots for day following 14-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-246 |
119-114 |
117-300 |
|
R3 |
119-023 |
118-212 |
117-239 |
|
R2 |
118-121 |
118-121 |
117-218 |
|
R1 |
117-309 |
117-309 |
117-198 |
117-264 |
PP |
117-218 |
117-218 |
117-218 |
117-196 |
S1 |
117-087 |
117-087 |
117-157 |
117-041 |
S2 |
116-316 |
116-316 |
117-137 |
|
S3 |
116-093 |
116-184 |
117-116 |
|
S4 |
115-191 |
115-282 |
117-055 |
|
|
Weekly Pivots for week ending 11-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-202 |
121-001 |
118-180 |
|
R3 |
120-122 |
119-241 |
118-070 |
|
R2 |
119-042 |
119-042 |
118-033 |
|
R1 |
118-161 |
118-161 |
117-317 |
118-061 |
PP |
117-282 |
117-282 |
117-282 |
117-232 |
S1 |
117-081 |
117-081 |
117-243 |
116-301 |
S2 |
116-202 |
116-202 |
117-207 |
|
S3 |
115-122 |
116-001 |
117-170 |
|
S4 |
114-042 |
114-241 |
117-060 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
118-155 |
117-082 |
1-072 |
1.0% |
0-204 |
0.5% |
24% |
False |
False |
1,514,662 |
10 |
119-140 |
117-082 |
2-058 |
1.9% |
0-170 |
0.5% |
14% |
False |
False |
1,259,204 |
20 |
119-268 |
117-082 |
2-185 |
2.2% |
0-154 |
0.4% |
12% |
False |
False |
1,257,296 |
40 |
121-182 |
117-082 |
4-100 |
3.7% |
0-124 |
0.3% |
7% |
False |
False |
1,010,279 |
60 |
121-275 |
117-082 |
4-192 |
3.9% |
0-134 |
0.4% |
6% |
False |
False |
1,037,115 |
80 |
121-300 |
117-082 |
4-218 |
4.0% |
0-130 |
0.3% |
6% |
False |
False |
780,280 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-016 |
2.618 |
119-293 |
1.618 |
119-070 |
1.000 |
118-252 |
0.618 |
118-168 |
HIGH |
118-030 |
0.618 |
117-265 |
0.500 |
117-239 |
0.382 |
117-212 |
LOW |
117-128 |
0.618 |
116-310 |
1.000 |
116-225 |
1.618 |
116-087 |
2.618 |
115-185 |
4.250 |
114-142 |
|
|
Fisher Pivots for day following 14-Feb-2022 |
Pivot |
1 day |
3 day |
R1 |
117-239 |
117-255 |
PP |
117-218 |
117-229 |
S1 |
117-198 |
117-203 |
|