ECBOT 5 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 19-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2022 |
19-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
119-148 |
118-305 |
-0-162 |
-0.4% |
119-238 |
| High |
119-148 |
119-078 |
-0-070 |
-0.2% |
119-302 |
| Low |
118-300 |
118-252 |
-0-048 |
-0.1% |
119-132 |
| Close |
119-005 |
119-065 |
0-060 |
0.2% |
119-165 |
| Range |
0-168 |
0-145 |
-0-022 |
-13.4% |
0-170 |
| ATR |
0-117 |
0-119 |
0-002 |
1.7% |
0-000 |
| Volume |
1,569,507 |
1,160,449 |
-409,058 |
-26.1% |
4,989,165 |
|
| Daily Pivots for day following 19-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-140 |
120-088 |
119-145 |
|
| R3 |
119-315 |
119-262 |
119-105 |
|
| R2 |
119-170 |
119-170 |
119-092 |
|
| R1 |
119-118 |
119-118 |
119-078 |
119-144 |
| PP |
119-025 |
119-025 |
119-025 |
119-038 |
| S1 |
118-292 |
118-292 |
119-052 |
118-319 |
| S2 |
118-200 |
118-200 |
119-038 |
|
| S3 |
118-055 |
118-148 |
119-025 |
|
| S4 |
117-230 |
118-002 |
118-305 |
|
|
| Weekly Pivots for week ending 14-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-070 |
120-288 |
119-258 |
|
| R3 |
120-220 |
120-118 |
119-212 |
|
| R2 |
120-050 |
120-050 |
119-196 |
|
| R1 |
119-268 |
119-268 |
119-181 |
119-234 |
| PP |
119-200 |
119-200 |
119-200 |
119-183 |
| S1 |
119-098 |
119-098 |
119-149 |
119-064 |
| S2 |
119-030 |
119-030 |
119-134 |
|
| S3 |
118-180 |
118-248 |
119-118 |
|
| S4 |
118-010 |
118-078 |
119-072 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-302 |
118-252 |
1-050 |
1.0% |
0-134 |
0.4% |
36% |
False |
True |
1,132,758 |
| 10 |
120-172 |
118-252 |
1-240 |
1.5% |
0-124 |
0.3% |
24% |
False |
True |
1,091,629 |
| 20 |
121-122 |
118-252 |
2-190 |
2.2% |
0-101 |
0.3% |
16% |
False |
True |
821,981 |
| 40 |
121-275 |
118-252 |
3-022 |
2.6% |
0-126 |
0.3% |
13% |
False |
True |
980,928 |
| 60 |
121-300 |
118-252 |
3-048 |
2.6% |
0-124 |
0.3% |
13% |
False |
True |
666,773 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-054 |
|
2.618 |
120-137 |
|
1.618 |
119-312 |
|
1.000 |
119-222 |
|
0.618 |
119-167 |
|
HIGH |
119-078 |
|
0.618 |
119-022 |
|
0.500 |
119-005 |
|
0.382 |
118-308 |
|
LOW |
118-252 |
|
0.618 |
118-163 |
|
1.000 |
118-108 |
|
1.618 |
118-018 |
|
2.618 |
117-193 |
|
4.250 |
116-276 |
|
|
| Fisher Pivots for day following 19-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
119-045 |
119-112 |
| PP |
119-025 |
119-097 |
| S1 |
119-005 |
119-081 |
|