ECBOT 5 Year T-Note Future March 2022
Trading Metrics calculated at close of trading on 17-Feb-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2022 |
17-Feb-2022 |
Change |
Change % |
Previous Week |
Open |
117-148 |
117-188 |
0-040 |
0.1% |
118-122 |
High |
117-248 |
118-000 |
0-072 |
0.2% |
118-162 |
Low |
117-132 |
117-185 |
0-052 |
0.1% |
117-082 |
Close |
117-195 |
117-305 |
0-110 |
0.3% |
117-280 |
Range |
0-115 |
0-135 |
0-020 |
17.4% |
1-080 |
ATR |
0-149 |
0-148 |
-0-001 |
-0.7% |
0-000 |
Volume |
1,278,744 |
1,286,865 |
8,121 |
0.6% |
6,936,928 |
|
Daily Pivots for day following 17-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-035 |
118-305 |
118-059 |
|
R3 |
118-220 |
118-170 |
118-022 |
|
R2 |
118-085 |
118-085 |
118-010 |
|
R1 |
118-035 |
118-035 |
117-317 |
118-060 |
PP |
117-270 |
117-270 |
117-270 |
117-282 |
S1 |
117-220 |
117-220 |
117-293 |
117-245 |
S2 |
117-135 |
117-135 |
117-280 |
|
S3 |
117-000 |
117-085 |
117-268 |
|
S4 |
116-185 |
116-270 |
117-231 |
|
|
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 |
118-030 |
117-082 |
0-268 |
0.7% |
0-169 |
0.4% |
83% |
False |
False |
1,480,137 |
10 |
119-000 |
117-082 |
1-238 |
1.5% |
0-167 |
0.4% |
40% |
False |
False |
1,364,361 |
20 |
119-268 |
117-082 |
2-185 |
2.2% |
0-150 |
0.4% |
27% |
False |
False |
1,266,838 |
40 |
121-045 |
117-082 |
3-282 |
3.3% |
0-125 |
0.3% |
18% |
False |
False |
1,050,051 |
60 |
121-275 |
117-082 |
4-192 |
3.9% |
0-133 |
0.4% |
15% |
False |
False |
1,070,055 |
80 |
121-300 |
117-082 |
4-218 |
4.0% |
0-131 |
0.3% |
15% |
False |
False |
827,350 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-254 |
2.618 |
119-033 |
1.618 |
118-218 |
1.000 |
118-135 |
0.618 |
118-083 |
HIGH |
118-000 |
0.618 |
117-268 |
0.500 |
117-252 |
0.382 |
117-237 |
LOW |
117-185 |
0.618 |
117-102 |
1.000 |
117-050 |
1.618 |
116-287 |
2.618 |
116-152 |
4.250 |
115-251 |
|
|
Fisher Pivots for day following 17-Feb-2022 |
Pivot |
1 day |
3 day |
R1 |
117-288 |
117-276 |
PP |
117-270 |
117-248 |
S1 |
117-252 |
117-219 |
|