ECBOT 5 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 03-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2022 |
03-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
119-070 |
118-220 |
-0-170 |
-0.4% |
118-058 |
| High |
119-185 |
118-228 |
-0-278 |
-0.7% |
118-150 |
| Low |
118-108 |
118-098 |
-0-010 |
0.0% |
117-195 |
| Close |
118-148 |
118-168 |
0-020 |
0.1% |
117-255 |
| Range |
1-078 |
0-130 |
-0-268 |
-67.3% |
0-275 |
| ATR |
0-191 |
0-186 |
-0-004 |
-2.3% |
0-000 |
| Volume |
25,351 |
8,373 |
-16,978 |
-67.0% |
10,621,964 |
|
| Daily Pivots for day following 03-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-234 |
119-171 |
118-239 |
|
| R3 |
119-104 |
119-041 |
118-203 |
|
| R2 |
118-294 |
118-294 |
118-191 |
|
| R1 |
118-231 |
118-231 |
118-179 |
118-198 |
| PP |
118-164 |
118-164 |
118-164 |
118-148 |
| S1 |
118-101 |
118-101 |
118-156 |
118-068 |
| S2 |
118-034 |
118-034 |
118-144 |
|
| S3 |
117-224 |
117-291 |
118-132 |
|
| S4 |
117-094 |
117-161 |
118-096 |
|
|
| 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 |
119-198 |
117-195 |
2-002 |
1.7% |
0-241 |
0.6% |
46% |
False |
False |
160,128 |
| 10 |
119-198 |
117-185 |
2-012 |
1.7% |
0-197 |
0.5% |
46% |
False |
False |
1,336,887 |
| 20 |
119-198 |
117-082 |
2-115 |
2.0% |
0-183 |
0.5% |
54% |
False |
False |
1,333,788 |
| 40 |
120-172 |
117-082 |
3-090 |
2.8% |
0-155 |
0.4% |
39% |
False |
False |
1,229,499 |
| 60 |
121-182 |
117-082 |
4-100 |
3.6% |
0-136 |
0.4% |
29% |
False |
False |
1,051,301 |
| 80 |
121-278 |
117-082 |
4-195 |
3.9% |
0-139 |
0.4% |
27% |
False |
False |
978,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-140 |
|
2.618 |
119-248 |
|
1.618 |
119-118 |
|
1.000 |
119-038 |
|
0.618 |
118-308 |
|
HIGH |
118-228 |
|
0.618 |
118-178 |
|
0.500 |
118-162 |
|
0.382 |
118-147 |
|
LOW |
118-098 |
|
0.618 |
118-017 |
|
1.000 |
117-288 |
|
1.618 |
117-207 |
|
2.618 |
117-077 |
|
4.250 |
116-185 |
|
|
| Fisher Pivots for day following 03-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
118-166 |
118-308 |
| PP |
118-164 |
118-261 |
| S1 |
118-162 |
118-214 |
|