ECBOT 5 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 28-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2022 |
28-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
117-312 |
118-050 |
0-058 |
0.2% |
118-058 |
| High |
118-005 |
118-212 |
0-208 |
0.5% |
118-150 |
| Low |
117-195 |
118-050 |
0-175 |
0.5% |
117-195 |
| Close |
117-255 |
118-192 |
0-258 |
0.7% |
117-255 |
| Range |
0-130 |
0-162 |
0-032 |
25.0% |
0-275 |
| ATR |
0-150 |
0-159 |
0-009 |
6.1% |
0-000 |
| Volume |
595,165 |
113,546 |
-481,619 |
-80.9% |
10,621,964 |
|
| Daily Pivots for day following 28-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-319 |
119-258 |
118-282 |
|
| R3 |
119-157 |
119-096 |
118-237 |
|
| R2 |
118-314 |
118-314 |
118-222 |
|
| R1 |
118-253 |
118-253 |
118-207 |
118-284 |
| PP |
118-152 |
118-152 |
118-152 |
118-167 |
| S1 |
118-091 |
118-091 |
118-178 |
118-121 |
| S2 |
117-309 |
117-309 |
118-163 |
|
| S3 |
117-147 |
117-248 |
118-148 |
|
| S4 |
116-304 |
117-086 |
118-103 |
|
|
| 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 |
118-212 |
117-195 |
1-018 |
0.9% |
0-162 |
0.4% |
94% |
True |
False |
2,147,102 |
| 10 |
118-212 |
117-118 |
1-095 |
1.1% |
0-150 |
0.4% |
95% |
True |
False |
1,728,515 |
| 20 |
119-140 |
117-082 |
2-058 |
1.8% |
0-153 |
0.4% |
62% |
False |
False |
1,485,247 |
| 40 |
121-010 |
117-082 |
3-248 |
3.2% |
0-139 |
0.4% |
36% |
False |
False |
1,284,808 |
| 60 |
121-182 |
117-082 |
4-100 |
3.6% |
0-129 |
0.3% |
31% |
False |
False |
1,096,880 |
| 80 |
121-300 |
117-082 |
4-218 |
3.9% |
0-134 |
0.4% |
29% |
False |
False |
977,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-263 |
|
2.618 |
119-318 |
|
1.618 |
119-155 |
|
1.000 |
119-055 |
|
0.618 |
118-313 |
|
HIGH |
118-212 |
|
0.618 |
118-150 |
|
0.500 |
118-131 |
|
0.382 |
118-112 |
|
LOW |
118-050 |
|
0.618 |
117-270 |
|
1.000 |
117-208 |
|
1.618 |
117-107 |
|
2.618 |
116-265 |
|
4.250 |
115-319 |
|
|
| Fisher Pivots for day following 28-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
118-172 |
118-143 |
| PP |
118-152 |
118-093 |
| S1 |
118-131 |
118-044 |
|