ECBOT 5 Year T-Note Future March 2022
Trading Metrics calculated at close of trading on 16-Feb-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2022 |
16-Feb-2022 |
Change |
Change % |
Previous Week |
Open |
117-185 |
117-148 |
-0-038 |
-0.1% |
118-122 |
High |
117-225 |
117-248 |
0-022 |
0.1% |
118-162 |
Low |
117-118 |
117-132 |
0-015 |
0.0% |
117-082 |
Close |
117-158 |
117-195 |
0-038 |
0.1% |
117-280 |
Range |
0-108 |
0-115 |
0-008 |
7.0% |
1-080 |
ATR |
0-151 |
0-149 |
-0-003 |
-1.7% |
0-000 |
Volume |
1,200,066 |
1,278,744 |
78,678 |
6.6% |
6,936,928 |
|
Daily Pivots for day following 16-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-217 |
118-161 |
117-258 |
|
R3 |
118-102 |
118-046 |
117-227 |
|
R2 |
117-307 |
117-307 |
117-216 |
|
R1 |
117-251 |
117-251 |
117-206 |
117-279 |
PP |
117-192 |
117-192 |
117-192 |
117-206 |
S1 |
117-136 |
117-136 |
117-184 |
117-164 |
S2 |
117-077 |
117-077 |
117-174 |
|
S3 |
116-282 |
117-021 |
117-163 |
|
S4 |
116-167 |
116-226 |
117-132 |
|
|
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 |
118-108 |
117-082 |
1-025 |
0.9% |
0-210 |
0.6% |
33% |
False |
False |
1,655,041 |
10 |
119-118 |
117-082 |
2-035 |
1.8% |
0-169 |
0.4% |
17% |
False |
False |
1,330,690 |
20 |
119-268 |
117-082 |
2-185 |
2.2% |
0-150 |
0.4% |
14% |
False |
False |
1,244,739 |
40 |
121-122 |
117-082 |
4-040 |
3.5% |
0-125 |
0.3% |
9% |
False |
False |
1,033,360 |
60 |
121-275 |
117-082 |
4-192 |
3.9% |
0-134 |
0.4% |
8% |
False |
False |
1,068,865 |
80 |
121-300 |
117-082 |
4-218 |
4.0% |
0-130 |
0.3% |
8% |
False |
False |
811,265 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-096 |
2.618 |
118-229 |
1.618 |
118-114 |
1.000 |
118-042 |
0.618 |
117-319 |
HIGH |
117-248 |
0.618 |
117-204 |
0.500 |
117-190 |
0.382 |
117-176 |
LOW |
117-132 |
0.618 |
117-061 |
1.000 |
117-018 |
1.618 |
116-266 |
2.618 |
116-151 |
4.250 |
115-284 |
|
|
Fisher Pivots for day following 16-Feb-2022 |
Pivot |
1 day |
3 day |
R1 |
117-193 |
117-234 |
PP |
117-192 |
117-221 |
S1 |
117-190 |
117-208 |
|