ECBOT 5 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 18-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2022 |
18-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
116-190 |
116-152 |
-0-038 |
-0.1% |
117-132 |
| High |
116-210 |
116-222 |
0-012 |
0.0% |
117-150 |
| Low |
116-112 |
116-125 |
0-012 |
0.0% |
116-032 |
| Close |
116-132 |
116-158 |
0-025 |
0.1% |
116-158 |
| Range |
0-098 |
0-098 |
0-000 |
0.0% |
1-118 |
| ATR |
0-187 |
0-181 |
-0-006 |
-3.4% |
0-000 |
| Volume |
4,343 |
852 |
-3,491 |
-80.4% |
11,541 |
|
| Daily Pivots for day following 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-141 |
117-087 |
116-211 |
|
| R3 |
117-043 |
116-309 |
116-184 |
|
| R2 |
116-266 |
116-266 |
116-175 |
|
| R1 |
116-212 |
116-212 |
116-166 |
116-239 |
| PP |
116-168 |
116-168 |
116-168 |
116-182 |
| S1 |
116-114 |
116-114 |
116-149 |
116-141 |
| S2 |
116-071 |
116-071 |
116-140 |
|
| S3 |
115-293 |
116-017 |
116-131 |
|
| S4 |
115-196 |
115-239 |
116-104 |
|
|
| Weekly Pivots for week ending 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-252 |
120-002 |
117-078 |
|
| R3 |
119-135 |
118-205 |
116-278 |
|
| R2 |
118-018 |
118-018 |
116-238 |
|
| R1 |
117-088 |
117-088 |
116-198 |
116-314 |
| PP |
116-220 |
116-220 |
116-220 |
116-173 |
| S1 |
115-290 |
115-290 |
116-117 |
115-196 |
| S2 |
115-102 |
115-102 |
116-077 |
|
| S3 |
113-305 |
114-172 |
116-037 |
|
| S4 |
112-188 |
113-055 |
115-237 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-150 |
116-032 |
1-118 |
1.2% |
0-162 |
0.4% |
29% |
False |
False |
2,308 |
| 10 |
119-122 |
116-032 |
3-090 |
2.8% |
0-170 |
0.5% |
12% |
False |
False |
3,208 |
| 20 |
119-198 |
116-032 |
3-165 |
3.0% |
0-191 |
0.5% |
11% |
False |
False |
605,917 |
| 40 |
119-268 |
116-032 |
3-235 |
3.2% |
0-170 |
0.5% |
10% |
False |
False |
936,378 |
| 60 |
121-045 |
116-032 |
5-012 |
4.3% |
0-147 |
0.4% |
8% |
False |
False |
902,006 |
| 80 |
121-275 |
116-032 |
5-242 |
4.9% |
0-148 |
0.4% |
7% |
False |
False |
954,021 |
| 100 |
121-300 |
116-032 |
5-268 |
5.0% |
0-143 |
0.4% |
7% |
False |
False |
783,064 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-317 |
|
2.618 |
117-158 |
|
1.618 |
117-060 |
|
1.000 |
117-000 |
|
0.618 |
116-283 |
|
HIGH |
116-222 |
|
0.618 |
116-185 |
|
0.500 |
116-174 |
|
0.382 |
116-162 |
|
LOW |
116-125 |
|
0.618 |
116-065 |
|
1.000 |
116-028 |
|
1.618 |
115-287 |
|
2.618 |
115-190 |
|
4.250 |
115-031 |
|
|
| Fisher Pivots for day following 18-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
116-174 |
116-154 |
| PP |
116-168 |
116-150 |
| S1 |
116-163 |
116-146 |
|