ECBOT 5 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 20-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2022 |
20-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
118-305 |
118-315 |
0-010 |
0.0% |
119-238 |
| High |
119-078 |
119-110 |
0-032 |
0.1% |
119-302 |
| Low |
118-252 |
118-292 |
0-040 |
0.1% |
119-132 |
| Close |
119-065 |
119-058 |
-0-008 |
0.0% |
119-165 |
| Range |
0-145 |
0-138 |
-0-008 |
-5.2% |
0-170 |
| ATR |
0-119 |
0-120 |
0-001 |
1.1% |
0-000 |
| Volume |
1,160,449 |
844,880 |
-315,569 |
-27.2% |
4,989,165 |
|
| Daily Pivots for day following 20-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-139 |
120-076 |
119-133 |
|
| R3 |
120-002 |
119-258 |
119-095 |
|
| R2 |
119-184 |
119-184 |
119-083 |
|
| R1 |
119-121 |
119-121 |
119-070 |
119-152 |
| PP |
119-047 |
119-047 |
119-047 |
119-062 |
| S1 |
118-303 |
118-303 |
119-045 |
119-015 |
| S2 |
118-229 |
118-229 |
119-032 |
|
| S3 |
118-092 |
118-166 |
119-020 |
|
| S4 |
117-274 |
118-028 |
118-302 |
|
|
| 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% |
0-144 |
0.4% |
34% |
False |
False |
1,105,874 |
| 10 |
120-072 |
118-252 |
1-140 |
1.2% |
0-123 |
0.3% |
27% |
False |
False |
1,074,503 |
| 20 |
121-045 |
118-252 |
2-112 |
2.0% |
0-101 |
0.3% |
17% |
False |
False |
833,264 |
| 40 |
121-275 |
118-252 |
3-022 |
2.6% |
0-125 |
0.3% |
13% |
False |
False |
971,664 |
| 60 |
121-300 |
118-252 |
3-048 |
2.6% |
0-125 |
0.3% |
12% |
False |
False |
680,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-054 |
|
2.618 |
120-150 |
|
1.618 |
120-012 |
|
1.000 |
119-248 |
|
0.618 |
119-195 |
|
HIGH |
119-110 |
|
0.618 |
119-057 |
|
0.500 |
119-041 |
|
0.382 |
119-025 |
|
LOW |
118-292 |
|
0.618 |
118-208 |
|
1.000 |
118-155 |
|
1.618 |
118-070 |
|
2.618 |
117-253 |
|
4.250 |
117-028 |
|
|
| Fisher Pivots for day following 20-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
119-052 |
119-052 |
| PP |
119-047 |
119-046 |
| S1 |
119-041 |
119-040 |
|