ECBOT 5 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 25-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2022 |
25-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
117-230 |
117-312 |
0-082 |
0.2% |
118-058 |
| High |
118-150 |
118-005 |
-0-145 |
-0.4% |
118-150 |
| Low |
117-230 |
117-195 |
-0-035 |
-0.1% |
117-195 |
| Close |
117-308 |
117-255 |
-0-052 |
-0.1% |
117-255 |
| Range |
0-240 |
0-130 |
-0-110 |
-45.8% |
0-275 |
| ATR |
0-151 |
0-150 |
-0-002 |
-1.0% |
0-000 |
| Volume |
2,980,277 |
595,165 |
-2,385,112 |
-80.0% |
10,621,964 |
|
| Daily Pivots for day following 25-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-008 |
118-262 |
118-006 |
|
| R3 |
118-198 |
118-132 |
117-291 |
|
| R2 |
118-068 |
118-068 |
117-279 |
|
| R1 |
118-002 |
118-002 |
117-267 |
117-290 |
| PP |
117-258 |
117-258 |
117-258 |
117-242 |
| S1 |
117-192 |
117-192 |
117-243 |
117-160 |
| S2 |
117-128 |
117-128 |
117-231 |
|
| S3 |
116-318 |
117-062 |
117-219 |
|
| S4 |
116-188 |
116-252 |
117-184 |
|
|
| Weekly Pivots for week ending 25-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-172 |
120-008 |
118-086 |
|
| R3 |
119-217 |
119-053 |
118-011 |
|
| R2 |
118-262 |
118-262 |
117-305 |
|
| R1 |
118-098 |
118-098 |
117-280 |
118-042 |
| PP |
117-307 |
117-307 |
117-307 |
117-279 |
| S1 |
117-143 |
117-143 |
117-230 |
117-088 |
| S2 |
117-032 |
117-032 |
117-205 |
|
| S3 |
116-077 |
116-188 |
117-179 |
|
| S4 |
115-122 |
115-233 |
117-104 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-150 |
117-195 |
0-275 |
0.7% |
0-152 |
0.4% |
22% |
False |
True |
2,375,307 |
| 10 |
118-150 |
117-082 |
1-068 |
1.0% |
0-161 |
0.4% |
45% |
False |
False |
1,927,722 |
| 20 |
119-140 |
117-082 |
2-058 |
1.9% |
0-152 |
0.4% |
25% |
False |
False |
1,536,558 |
| 40 |
121-010 |
117-082 |
3-248 |
3.2% |
0-137 |
0.4% |
14% |
False |
False |
1,292,396 |
| 60 |
121-182 |
117-082 |
4-100 |
3.7% |
0-129 |
0.3% |
13% |
False |
False |
1,113,908 |
| 80 |
121-300 |
117-082 |
4-218 |
4.0% |
0-134 |
0.4% |
12% |
False |
False |
975,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-238 |
|
2.618 |
119-025 |
|
1.618 |
118-215 |
|
1.000 |
118-135 |
|
0.618 |
118-085 |
|
HIGH |
118-005 |
|
0.618 |
117-275 |
|
0.500 |
117-260 |
|
0.382 |
117-245 |
|
LOW |
117-195 |
|
0.618 |
117-115 |
|
1.000 |
117-065 |
|
1.618 |
116-305 |
|
2.618 |
116-175 |
|
4.250 |
115-282 |
|
|
| Fisher Pivots for day following 25-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
117-260 |
118-012 |
| PP |
117-258 |
117-307 |
| S1 |
117-257 |
117-281 |
|