ECBOT 5 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 15-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2022 |
15-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
117-298 |
117-185 |
-0-112 |
-0.3% |
118-122 |
| High |
118-030 |
117-225 |
-0-125 |
-0.3% |
118-162 |
| Low |
117-128 |
117-118 |
-0-010 |
0.0% |
117-082 |
| Close |
117-178 |
117-158 |
-0-020 |
-0.1% |
117-280 |
| Range |
0-222 |
0-108 |
-0-115 |
-51.7% |
1-080 |
| ATR |
0-155 |
0-151 |
-0-003 |
-2.2% |
0-000 |
| Volume |
1,529,398 |
1,200,066 |
-329,332 |
-21.5% |
6,936,928 |
|
| Daily Pivots for day following 15-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-169 |
118-111 |
117-217 |
|
| R3 |
118-062 |
118-003 |
117-187 |
|
| R2 |
117-274 |
117-274 |
117-177 |
|
| R1 |
117-216 |
117-216 |
117-167 |
117-191 |
| PP |
117-167 |
117-167 |
117-167 |
117-154 |
| S1 |
117-108 |
117-108 |
117-148 |
117-084 |
| S2 |
117-059 |
117-059 |
117-138 |
|
| S3 |
116-272 |
117-001 |
117-128 |
|
| S4 |
116-164 |
116-213 |
117-098 |
|
|
| 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 |
118-135 |
117-082 |
1-052 |
1.0% |
0-206 |
0.5% |
20% |
False |
False |
1,571,614 |
| 10 |
119-122 |
117-082 |
2-040 |
1.8% |
0-166 |
0.4% |
11% |
False |
False |
1,280,502 |
| 20 |
119-268 |
117-082 |
2-185 |
2.2% |
0-151 |
0.4% |
9% |
False |
False |
1,238,824 |
| 40 |
121-182 |
117-082 |
4-100 |
3.7% |
0-125 |
0.3% |
5% |
False |
False |
1,020,584 |
| 60 |
121-275 |
117-082 |
4-192 |
3.9% |
0-135 |
0.4% |
5% |
False |
False |
1,055,026 |
| 80 |
121-300 |
117-082 |
4-218 |
4.0% |
0-130 |
0.3% |
5% |
False |
False |
795,280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-042 |
|
2.618 |
118-186 |
|
1.618 |
118-079 |
|
1.000 |
118-012 |
|
0.618 |
117-291 |
|
HIGH |
117-225 |
|
0.618 |
117-184 |
|
0.500 |
117-171 |
|
0.382 |
117-159 |
|
LOW |
117-118 |
|
0.618 |
117-051 |
|
1.000 |
117-010 |
|
1.618 |
116-264 |
|
2.618 |
116-156 |
|
4.250 |
115-301 |
|
|
| Fisher Pivots for day following 15-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
117-171 |
117-216 |
| PP |
117-167 |
117-197 |
| S1 |
117-162 |
117-177 |
|