ECBOT 5 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 12-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2022 |
12-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
119-202 |
119-238 |
0-035 |
0.1% |
120-280 |
| High |
119-238 |
119-280 |
0-042 |
0.1% |
120-285 |
| Low |
119-132 |
119-192 |
0-060 |
0.2% |
119-202 |
| Close |
119-225 |
119-248 |
0-022 |
0.1% |
119-235 |
| Range |
0-105 |
0-088 |
-0-018 |
-16.7% |
1-082 |
| ATR |
0-109 |
0-108 |
-0-002 |
-1.4% |
0-000 |
| Volume |
1,143,095 |
979,299 |
-163,796 |
-14.3% |
5,054,460 |
|
| Daily Pivots for day following 12-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-182 |
120-142 |
119-296 |
|
| R3 |
120-095 |
120-055 |
119-272 |
|
| R2 |
120-008 |
120-008 |
119-264 |
|
| R1 |
119-288 |
119-288 |
119-256 |
119-308 |
| PP |
119-240 |
119-240 |
119-240 |
119-250 |
| S1 |
119-200 |
119-200 |
119-239 |
119-220 |
| S2 |
119-152 |
119-152 |
119-231 |
|
| S3 |
119-065 |
119-112 |
119-223 |
|
| S4 |
118-298 |
119-025 |
119-199 |
|
|
| 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 |
120-072 |
119-132 |
0-260 |
0.7% |
0-102 |
0.3% |
44% |
False |
False |
1,043,133 |
| 10 |
121-010 |
119-132 |
1-198 |
1.4% |
0-099 |
0.3% |
22% |
False |
False |
895,317 |
| 20 |
121-182 |
119-132 |
2-050 |
1.8% |
0-097 |
0.3% |
17% |
False |
False |
773,659 |
| 40 |
121-275 |
119-132 |
2-142 |
2.0% |
0-122 |
0.3% |
15% |
False |
False |
881,441 |
| 60 |
121-300 |
119-132 |
2-168 |
2.1% |
0-119 |
0.3% |
14% |
False |
False |
588,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-012 |
|
2.618 |
120-189 |
|
1.618 |
120-102 |
|
1.000 |
120-048 |
|
0.618 |
120-014 |
|
HIGH |
119-280 |
|
0.618 |
119-247 |
|
0.500 |
119-236 |
|
0.382 |
119-226 |
|
LOW |
119-192 |
|
0.618 |
119-138 |
|
1.000 |
119-105 |
|
1.618 |
119-051 |
|
2.618 |
118-283 |
|
4.250 |
118-141 |
|
|
| Fisher Pivots for day following 12-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
119-244 |
119-234 |
| PP |
119-240 |
119-220 |
| S1 |
119-236 |
119-206 |
|