ECBOT 5 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 08-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2022 |
08-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
119-075 |
118-202 |
-0-192 |
-0.5% |
118-050 |
| High |
119-122 |
118-202 |
-0-240 |
-0.6% |
119-198 |
| Low |
118-192 |
118-032 |
-0-160 |
-0.4% |
118-050 |
| Close |
118-228 |
118-052 |
-0-175 |
-0.5% |
119-008 |
| Range |
0-250 |
0-170 |
-0-080 |
-32.0% |
1-148 |
| ATR |
0-197 |
0-197 |
0-000 |
-0.1% |
0-000 |
| Volume |
1,338 |
7,302 |
5,964 |
445.7% |
209,724 |
|
| Daily Pivots for day following 08-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-286 |
119-179 |
118-146 |
|
| R3 |
119-116 |
119-009 |
118-099 |
|
| R2 |
118-266 |
118-266 |
118-084 |
|
| R1 |
118-159 |
118-159 |
118-068 |
118-128 |
| PP |
118-096 |
118-096 |
118-096 |
118-080 |
| S1 |
117-309 |
117-309 |
118-037 |
117-278 |
| S2 |
117-246 |
117-246 |
118-021 |
|
| S3 |
117-076 |
117-139 |
118-006 |
|
| S4 |
116-226 |
116-289 |
117-279 |
|
|
| Weekly Pivots for week ending 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-101 |
122-202 |
119-265 |
|
| R3 |
121-273 |
121-054 |
119-136 |
|
| R2 |
120-126 |
120-126 |
119-093 |
|
| R1 |
119-227 |
119-227 |
119-050 |
120-016 |
| PP |
118-298 |
118-298 |
118-298 |
119-033 |
| S1 |
118-079 |
118-079 |
118-285 |
118-189 |
| S2 |
117-151 |
117-151 |
118-242 |
|
| S3 |
116-003 |
116-252 |
118-199 |
|
| S4 |
114-176 |
115-104 |
118-070 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-185 |
118-032 |
1-152 |
1.2% |
0-246 |
0.6% |
4% |
False |
True |
9,322 |
| 10 |
119-198 |
117-195 |
2-002 |
1.7% |
0-224 |
0.6% |
28% |
False |
False |
743,124 |
| 20 |
119-198 |
117-082 |
2-115 |
2.0% |
0-196 |
0.5% |
38% |
False |
False |
1,171,694 |
| 40 |
119-302 |
117-082 |
2-220 |
2.3% |
0-163 |
0.4% |
34% |
False |
False |
1,149,892 |
| 60 |
121-182 |
117-082 |
4-100 |
3.6% |
0-143 |
0.4% |
21% |
False |
False |
1,010,792 |
| 80 |
121-275 |
117-082 |
4-192 |
3.9% |
0-142 |
0.4% |
20% |
False |
False |
978,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-285 |
|
2.618 |
120-008 |
|
1.618 |
119-158 |
|
1.000 |
119-052 |
|
0.618 |
118-308 |
|
HIGH |
118-202 |
|
0.618 |
118-138 |
|
0.500 |
118-118 |
|
0.382 |
118-097 |
|
LOW |
118-032 |
|
0.618 |
117-247 |
|
1.000 |
117-182 |
|
1.618 |
117-077 |
|
2.618 |
116-227 |
|
4.250 |
115-270 |
|
|
| Fisher Pivots for day following 08-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
118-118 |
118-238 |
| PP |
118-096 |
118-176 |
| S1 |
118-074 |
118-114 |
|