ECBOT 5 Year T-Note Future March 2022
Trading Metrics calculated at close of trading on 21-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2022 |
21-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
116-152 |
116-120 |
-0-032 |
-0.1% |
117-132 |
High |
116-222 |
116-120 |
-0-102 |
-0.3% |
117-150 |
Low |
116-125 |
115-168 |
-0-278 |
-0.7% |
116-032 |
Close |
116-158 |
115-168 |
-0-310 |
-0.8% |
116-158 |
Range |
0-098 |
0-272 |
0-175 |
179.5% |
1-118 |
ATR |
0-181 |
0-190 |
0-009 |
5.1% |
0-000 |
Volume |
852 |
711 |
-141 |
-16.5% |
11,541 |
|
Daily Pivots for day following 21-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-116 |
117-254 |
115-317 |
|
R3 |
117-163 |
116-302 |
115-242 |
|
R2 |
116-211 |
116-211 |
115-217 |
|
R1 |
116-029 |
116-029 |
115-192 |
115-304 |
PP |
115-258 |
115-258 |
115-258 |
115-236 |
S1 |
115-077 |
115-077 |
115-143 |
115-031 |
S2 |
114-306 |
114-306 |
115-118 |
|
S3 |
114-033 |
114-124 |
115-093 |
|
S4 |
113-081 |
113-172 |
115-018 |
|
|
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 |
117-040 |
115-168 |
1-192 |
1.4% |
0-171 |
0.5% |
0% |
False |
True |
2,134 |
10 |
118-202 |
115-168 |
3-035 |
2.7% |
0-172 |
0.5% |
0% |
False |
True |
3,145 |
20 |
119-198 |
115-168 |
4-030 |
3.5% |
0-199 |
0.5% |
0% |
False |
True |
543,224 |
40 |
119-268 |
115-168 |
4-100 |
3.7% |
0-174 |
0.5% |
0% |
False |
True |
906,982 |
60 |
121-028 |
115-168 |
5-180 |
4.8% |
0-151 |
0.4% |
0% |
False |
True |
892,742 |
80 |
121-275 |
115-168 |
6-108 |
5.5% |
0-150 |
0.4% |
0% |
False |
True |
922,306 |
100 |
121-300 |
115-168 |
6-132 |
5.6% |
0-145 |
0.4% |
0% |
False |
True |
783,071 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-318 |
2.618 |
118-193 |
1.618 |
117-241 |
1.000 |
117-072 |
0.618 |
116-288 |
HIGH |
116-120 |
0.618 |
116-016 |
0.500 |
115-304 |
0.382 |
115-272 |
LOW |
115-168 |
0.618 |
114-319 |
1.000 |
114-215 |
1.618 |
114-047 |
2.618 |
113-094 |
4.250 |
111-289 |
|
|
Fisher Pivots for day following 21-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
115-304 |
116-035 |
PP |
115-258 |
115-292 |
S1 |
115-213 |
115-230 |
|