ECBOT 5 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 22-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2022 |
22-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
116-120 |
115-115 |
-1-005 |
-0.9% |
117-132 |
| High |
116-120 |
115-205 |
-0-235 |
-0.6% |
117-150 |
| Low |
115-168 |
115-088 |
-0-080 |
-0.2% |
116-032 |
| Close |
115-168 |
115-115 |
-0-052 |
-0.1% |
116-158 |
| Range |
0-272 |
0-118 |
-0-155 |
-56.9% |
1-118 |
| ATR |
0-190 |
0-185 |
-0-005 |
-2.7% |
0-000 |
| Volume |
711 |
837 |
126 |
17.7% |
11,541 |
|
| Daily Pivots for day following 22-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-168 |
116-099 |
115-180 |
|
| R3 |
116-051 |
115-302 |
115-147 |
|
| R2 |
115-253 |
115-253 |
115-137 |
|
| R1 |
115-184 |
115-184 |
115-126 |
115-174 |
| PP |
115-136 |
115-136 |
115-136 |
115-131 |
| S1 |
115-067 |
115-067 |
115-104 |
115-056 |
| S2 |
115-018 |
115-018 |
115-093 |
|
| S3 |
114-221 |
114-269 |
115-083 |
|
| S4 |
114-103 |
114-152 |
115-050 |
|
|
| 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 |
116-260 |
115-088 |
1-172 |
1.3% |
0-162 |
0.4% |
6% |
False |
True |
1,842 |
| 10 |
118-112 |
115-088 |
3-025 |
2.7% |
0-167 |
0.5% |
3% |
False |
True |
2,499 |
| 20 |
119-198 |
115-088 |
4-110 |
3.8% |
0-196 |
0.5% |
2% |
False |
True |
372,811 |
| 40 |
119-232 |
115-088 |
4-145 |
3.9% |
0-173 |
0.5% |
2% |
False |
True |
871,945 |
| 60 |
121-012 |
115-088 |
5-245 |
5.0% |
0-152 |
0.4% |
1% |
False |
True |
887,065 |
| 80 |
121-275 |
115-088 |
6-188 |
5.7% |
0-150 |
0.4% |
1% |
False |
True |
900,381 |
| 100 |
121-300 |
115-088 |
6-212 |
5.8% |
0-145 |
0.4% |
1% |
False |
True |
783,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-064 |
|
2.618 |
116-193 |
|
1.618 |
116-075 |
|
1.000 |
116-002 |
|
0.618 |
115-278 |
|
HIGH |
115-205 |
|
0.618 |
115-160 |
|
0.500 |
115-146 |
|
0.382 |
115-132 |
|
LOW |
115-088 |
|
0.618 |
115-015 |
|
1.000 |
114-290 |
|
1.618 |
114-217 |
|
2.618 |
114-100 |
|
4.250 |
113-228 |
|
|
| Fisher Pivots for day following 22-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
115-146 |
115-315 |
| PP |
115-136 |
115-248 |
| S1 |
115-125 |
115-182 |
|