ECBOT 5 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 22-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2022 |
22-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
118-008 |
118-058 |
0-050 |
0.1% |
117-298 |
| High |
118-060 |
118-130 |
0-070 |
0.2% |
118-060 |
| Low |
117-268 |
117-265 |
-0-002 |
0.0% |
117-118 |
| Close |
118-030 |
117-278 |
-0-072 |
-0.2% |
118-030 |
| Range |
0-112 |
0-185 |
0-072 |
64.4% |
0-262 |
| ATR |
0-145 |
0-148 |
0-003 |
2.0% |
0-000 |
| Volume |
1,254,573 |
3,409,087 |
2,154,514 |
171.7% |
6,549,646 |
|
| Daily Pivots for day following 22-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-246 |
119-127 |
118-059 |
|
| R3 |
119-061 |
118-262 |
118-008 |
|
| R2 |
118-196 |
118-196 |
117-311 |
|
| R1 |
118-077 |
118-077 |
117-294 |
118-044 |
| PP |
118-011 |
118-011 |
118-011 |
117-314 |
| S1 |
117-212 |
117-212 |
117-261 |
117-179 |
| S2 |
117-146 |
117-146 |
117-244 |
|
| S3 |
116-281 |
117-027 |
117-227 |
|
| S4 |
116-096 |
116-162 |
117-176 |
|
|
| Weekly Pivots for week ending 18-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-110 |
120-012 |
118-174 |
|
| R3 |
119-168 |
119-070 |
118-102 |
|
| R2 |
118-225 |
118-225 |
118-078 |
|
| R1 |
118-128 |
118-128 |
118-054 |
118-176 |
| PP |
117-282 |
117-282 |
117-282 |
117-307 |
| S1 |
117-185 |
117-185 |
118-006 |
117-234 |
| S2 |
117-020 |
117-020 |
117-302 |
|
| S3 |
116-078 |
116-242 |
117-278 |
|
| S4 |
115-135 |
115-300 |
117-206 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-130 |
117-118 |
1-012 |
0.9% |
0-131 |
0.3% |
48% |
True |
False |
1,685,867 |
| 10 |
118-155 |
117-082 |
1-072 |
1.0% |
0-168 |
0.4% |
50% |
False |
False |
1,600,264 |
| 20 |
119-232 |
117-082 |
2-150 |
2.1% |
0-151 |
0.4% |
25% |
False |
False |
1,371,078 |
| 40 |
121-012 |
117-082 |
3-250 |
3.2% |
0-130 |
0.3% |
16% |
False |
False |
1,144,192 |
| 60 |
121-275 |
117-082 |
4-192 |
3.9% |
0-135 |
0.4% |
13% |
False |
False |
1,076,237 |
| 80 |
121-300 |
117-082 |
4-218 |
4.0% |
0-132 |
0.4% |
13% |
False |
False |
885,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-276 |
|
2.618 |
119-294 |
|
1.618 |
119-109 |
|
1.000 |
118-315 |
|
0.618 |
118-244 |
|
HIGH |
118-130 |
|
0.618 |
118-059 |
|
0.500 |
118-038 |
|
0.382 |
118-016 |
|
LOW |
117-265 |
|
0.618 |
117-151 |
|
1.000 |
117-080 |
|
1.618 |
116-286 |
|
2.618 |
116-101 |
|
4.250 |
115-119 |
|
|
| Fisher Pivots for day following 22-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
118-038 |
117-318 |
| PP |
118-011 |
117-304 |
| S1 |
117-304 |
117-291 |
|