ECBOT 5 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 28-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2022 |
28-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
114-312 |
114-200 |
-0-112 |
-0.3% |
116-120 |
| High |
114-312 |
114-228 |
-0-085 |
-0.2% |
116-120 |
| Low |
114-148 |
114-018 |
-0-130 |
-0.4% |
114-148 |
| Close |
114-152 |
114-152 |
0-000 |
0.0% |
114-152 |
| Range |
0-165 |
0-210 |
0-045 |
27.3% |
1-292 |
| ATR |
0-189 |
0-190 |
0-002 |
0.8% |
0-000 |
| Volume |
1,120 |
644 |
-476 |
-42.5% |
2,800 |
|
| Daily Pivots for day following 28-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-122 |
116-028 |
114-268 |
|
| R3 |
115-232 |
115-138 |
114-210 |
|
| R2 |
115-022 |
115-022 |
114-191 |
|
| R1 |
114-248 |
114-248 |
114-172 |
114-190 |
| PP |
114-132 |
114-132 |
114-132 |
114-104 |
| S1 |
114-038 |
114-038 |
114-133 |
113-300 |
| S2 |
113-242 |
113-242 |
114-114 |
|
| S3 |
113-032 |
113-148 |
114-095 |
|
| S4 |
112-142 |
112-258 |
114-037 |
|
|
| Weekly Pivots for week ending 25-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-271 |
119-184 |
115-169 |
|
| R3 |
118-298 |
117-212 |
115-001 |
|
| R2 |
117-006 |
117-006 |
114-265 |
|
| R1 |
115-239 |
115-239 |
114-209 |
115-136 |
| PP |
115-033 |
115-033 |
115-033 |
114-302 |
| S1 |
113-267 |
113-267 |
114-096 |
113-164 |
| S2 |
113-061 |
113-061 |
114-040 |
|
| S3 |
111-088 |
111-294 |
113-304 |
|
| S4 |
109-116 |
110-002 |
113-136 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-222 |
114-018 |
1-205 |
1.4% |
0-158 |
0.4% |
26% |
False |
True |
546 |
| 10 |
117-040 |
114-018 |
3-022 |
2.7% |
0-164 |
0.4% |
14% |
False |
True |
1,340 |
| 20 |
119-198 |
114-018 |
5-180 |
4.9% |
0-198 |
0.5% |
8% |
False |
True |
6,585 |
| 40 |
119-198 |
114-018 |
5-180 |
4.9% |
0-175 |
0.5% |
8% |
False |
True |
745,916 |
| 60 |
121-010 |
114-018 |
6-312 |
6.1% |
0-159 |
0.4% |
6% |
False |
True |
858,734 |
| 80 |
121-182 |
114-018 |
7-165 |
6.6% |
0-146 |
0.4% |
6% |
False |
True |
824,306 |
| 100 |
121-300 |
114-018 |
7-282 |
6.9% |
0-147 |
0.4% |
5% |
False |
True |
783,083 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-160 |
|
2.618 |
116-137 |
|
1.618 |
115-247 |
|
1.000 |
115-118 |
|
0.618 |
115-037 |
|
HIGH |
114-228 |
|
0.618 |
114-147 |
|
0.500 |
114-122 |
|
0.382 |
114-098 |
|
LOW |
114-018 |
|
0.618 |
113-208 |
|
1.000 |
113-128 |
|
1.618 |
112-318 |
|
2.618 |
112-108 |
|
4.250 |
111-085 |
|
|
| Fisher Pivots for day following 28-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
114-142 |
114-271 |
| PP |
114-132 |
114-232 |
| S1 |
114-122 |
114-192 |
|