ECBOT 5 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 15-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2022 |
15-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
117-132 |
116-242 |
-0-210 |
-0.6% |
119-075 |
| High |
117-150 |
117-040 |
-0-110 |
-0.3% |
119-122 |
| Low |
116-242 |
116-200 |
-0-042 |
-0.1% |
117-115 |
| Close |
116-260 |
116-225 |
-0-035 |
-0.1% |
117-128 |
| Range |
0-228 |
0-160 |
-0-068 |
-29.7% |
2-008 |
| ATR |
0-192 |
0-189 |
-0-002 |
-1.2% |
0-000 |
| Volume |
1,579 |
2,298 |
719 |
45.5% |
20,541 |
|
| Daily Pivots for day following 15-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-102 |
118-003 |
116-313 |
|
| R3 |
117-262 |
117-163 |
116-269 |
|
| R2 |
117-102 |
117-102 |
116-254 |
|
| R1 |
117-003 |
117-003 |
116-240 |
116-292 |
| PP |
116-262 |
116-262 |
116-262 |
116-246 |
| S1 |
116-163 |
116-163 |
116-210 |
116-132 |
| S2 |
116-102 |
116-102 |
116-196 |
|
| S3 |
115-262 |
116-003 |
116-181 |
|
| S4 |
115-102 |
115-163 |
116-137 |
|
|
| Weekly Pivots for week ending 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-038 |
122-250 |
118-164 |
|
| R3 |
122-030 |
120-242 |
117-306 |
|
| R2 |
120-022 |
120-022 |
117-246 |
|
| R1 |
118-235 |
118-235 |
117-187 |
118-125 |
| PP |
118-015 |
118-015 |
118-015 |
117-280 |
| S1 |
116-228 |
116-228 |
117-068 |
116-118 |
| S2 |
116-008 |
116-008 |
117-009 |
|
| S3 |
114-000 |
114-220 |
116-269 |
|
| S4 |
111-312 |
112-212 |
116-091 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-112 |
116-200 |
1-232 |
1.5% |
0-172 |
0.5% |
5% |
False |
True |
3,155 |
| 10 |
119-185 |
116-200 |
2-305 |
2.5% |
0-209 |
0.6% |
3% |
False |
True |
6,239 |
| 20 |
119-198 |
116-200 |
2-318 |
2.6% |
0-188 |
0.5% |
3% |
False |
True |
793,817 |
| 40 |
119-268 |
116-200 |
3-068 |
2.8% |
0-171 |
0.5% |
2% |
False |
True |
1,025,557 |
| 60 |
121-182 |
116-200 |
4-302 |
4.2% |
0-146 |
0.4% |
2% |
False |
True |
938,125 |
| 80 |
121-275 |
116-200 |
5-075 |
4.5% |
0-148 |
0.4% |
1% |
False |
True |
976,290 |
| 100 |
121-300 |
116-200 |
5-100 |
4.6% |
0-141 |
0.4% |
1% |
False |
True |
782,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-080 |
|
2.618 |
118-139 |
|
1.618 |
117-299 |
|
1.000 |
117-200 |
|
0.618 |
117-139 |
|
HIGH |
117-040 |
|
0.618 |
116-299 |
|
0.500 |
116-280 |
|
0.382 |
116-261 |
|
LOW |
116-200 |
|
0.618 |
116-101 |
|
1.000 |
116-040 |
|
1.618 |
115-261 |
|
2.618 |
115-101 |
|
4.250 |
114-160 |
|
|
| Fisher Pivots for day following 15-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
116-280 |
117-062 |
| PP |
116-262 |
117-010 |
| S1 |
116-243 |
116-278 |
|