ECBOT 5 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 31-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2022 |
31-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
115-012 |
115-038 |
0-025 |
0.1% |
116-120 |
| High |
115-038 |
115-065 |
0-028 |
0.1% |
116-120 |
| Low |
114-218 |
115-002 |
0-105 |
0.3% |
114-148 |
| Close |
114-315 |
115-042 |
0-048 |
0.1% |
114-152 |
| Range |
0-140 |
0-062 |
-0-078 |
-55.4% |
1-292 |
| ATR |
0-190 |
0-181 |
-0-009 |
-4.5% |
0-000 |
| Volume |
374 |
36 |
-338 |
-90.4% |
2,800 |
|
| Daily Pivots for day following 31-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-224 |
115-196 |
115-077 |
|
| R3 |
115-162 |
115-133 |
115-060 |
|
| R2 |
115-099 |
115-099 |
115-054 |
|
| R1 |
115-071 |
115-071 |
115-048 |
115-085 |
| PP |
115-037 |
115-037 |
115-037 |
115-044 |
| S1 |
115-008 |
115-008 |
115-037 |
115-022 |
| S2 |
114-294 |
114-294 |
115-031 |
|
| S3 |
114-232 |
114-266 |
115-025 |
|
| S4 |
114-169 |
114-203 |
115-008 |
|
|
| 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 |
115-065 |
114-018 |
1-048 |
1.0% |
0-162 |
0.4% |
94% |
True |
False |
449 |
| 10 |
116-222 |
114-018 |
2-205 |
2.3% |
0-160 |
0.4% |
41% |
False |
False |
478 |
| 20 |
119-122 |
114-018 |
5-105 |
4.6% |
0-174 |
0.5% |
20% |
False |
False |
2,012 |
| 40 |
119-198 |
114-018 |
5-180 |
4.8% |
0-179 |
0.5% |
19% |
False |
False |
667,900 |
| 60 |
120-172 |
114-018 |
6-155 |
5.6% |
0-161 |
0.4% |
17% |
False |
False |
820,337 |
| 80 |
121-182 |
114-018 |
7-165 |
6.5% |
0-146 |
0.4% |
14% |
False |
False |
788,979 |
| 100 |
121-278 |
114-018 |
7-260 |
6.8% |
0-146 |
0.4% |
14% |
False |
False |
783,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-011 |
|
2.618 |
115-229 |
|
1.618 |
115-166 |
|
1.000 |
115-128 |
|
0.618 |
115-104 |
|
HIGH |
115-065 |
|
0.618 |
115-041 |
|
0.500 |
115-034 |
|
0.382 |
115-026 |
|
LOW |
115-002 |
|
0.618 |
114-284 |
|
1.000 |
114-260 |
|
1.618 |
114-221 |
|
2.618 |
114-159 |
|
4.250 |
114-057 |
|
|
| Fisher Pivots for day following 31-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
115-040 |
114-312 |
| PP |
115-037 |
114-261 |
| S1 |
115-034 |
114-210 |
|