ECBOT 5 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 11-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2022 |
11-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
119-238 |
119-202 |
-0-035 |
-0.1% |
120-280 |
| High |
119-238 |
119-238 |
0-000 |
0.0% |
120-285 |
| Low |
119-155 |
119-132 |
-0-022 |
-0.1% |
119-202 |
| Close |
119-180 |
119-225 |
0-045 |
0.1% |
119-235 |
| Range |
0-082 |
0-105 |
0-022 |
27.3% |
1-082 |
| ATR |
0-110 |
0-109 |
0-000 |
-0.3% |
0-000 |
| Volume |
912,236 |
1,143,095 |
230,859 |
25.3% |
5,054,460 |
|
| Daily Pivots for day following 11-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-193 |
120-154 |
119-283 |
|
| R3 |
120-088 |
120-049 |
119-254 |
|
| R2 |
119-303 |
119-303 |
119-244 |
|
| R1 |
119-264 |
119-264 |
119-235 |
119-284 |
| PP |
119-198 |
119-198 |
119-198 |
119-208 |
| S1 |
119-159 |
119-159 |
119-215 |
119-179 |
| S2 |
119-093 |
119-093 |
119-206 |
|
| S3 |
118-308 |
119-054 |
119-196 |
|
| S4 |
118-203 |
118-269 |
119-167 |
|
|
| Weekly Pivots for week ending 07-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-275 |
123-018 |
120-136 |
|
| R3 |
122-192 |
121-255 |
120-026 |
|
| R2 |
121-110 |
121-110 |
119-309 |
|
| R1 |
120-172 |
120-172 |
119-272 |
120-100 |
| PP |
120-028 |
120-028 |
120-028 |
119-311 |
| S1 |
119-090 |
119-090 |
119-198 |
119-018 |
| S2 |
118-265 |
118-265 |
119-161 |
|
| S3 |
117-182 |
118-008 |
119-124 |
|
| S4 |
116-100 |
116-245 |
119-014 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-172 |
119-132 |
1-040 |
0.9% |
0-113 |
0.3% |
26% |
False |
True |
1,050,501 |
| 10 |
121-012 |
119-132 |
1-200 |
1.4% |
0-101 |
0.3% |
18% |
False |
True |
851,025 |
| 20 |
121-182 |
119-132 |
2-050 |
1.8% |
0-096 |
0.3% |
13% |
False |
True |
758,660 |
| 40 |
121-275 |
119-132 |
2-142 |
2.0% |
0-122 |
0.3% |
12% |
False |
True |
857,569 |
| 60 |
121-300 |
119-132 |
2-168 |
2.1% |
0-119 |
0.3% |
11% |
False |
True |
572,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-044 |
|
2.618 |
120-192 |
|
1.618 |
120-087 |
|
1.000 |
120-022 |
|
0.618 |
119-302 |
|
HIGH |
119-238 |
|
0.618 |
119-197 |
|
0.500 |
119-185 |
|
0.382 |
119-173 |
|
LOW |
119-132 |
|
0.618 |
119-068 |
|
1.000 |
119-028 |
|
1.618 |
118-283 |
|
2.618 |
118-178 |
|
4.250 |
118-006 |
|
|
| Fisher Pivots for day following 11-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
119-212 |
119-224 |
| PP |
119-198 |
119-223 |
| S1 |
119-185 |
119-222 |
|