ECBOT 5 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 21-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2022 |
21-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
118-315 |
119-098 |
0-102 |
0.3% |
119-148 |
| High |
119-110 |
119-205 |
0-095 |
0.2% |
119-205 |
| Low |
118-292 |
119-095 |
0-122 |
0.3% |
118-252 |
| Close |
119-058 |
119-180 |
0-122 |
0.3% |
119-180 |
| Range |
0-138 |
0-110 |
-0-028 |
-20.0% |
0-272 |
| ATR |
0-120 |
0-122 |
0-002 |
1.6% |
0-000 |
| Volume |
844,880 |
1,176,521 |
331,641 |
39.3% |
4,751,357 |
|
| Daily Pivots for day following 21-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-170 |
120-125 |
119-240 |
|
| R3 |
120-060 |
120-015 |
119-210 |
|
| R2 |
119-270 |
119-270 |
119-200 |
|
| R1 |
119-225 |
119-225 |
119-190 |
119-248 |
| PP |
119-160 |
119-160 |
119-160 |
119-171 |
| S1 |
119-115 |
119-115 |
119-170 |
119-138 |
| S2 |
119-050 |
119-050 |
119-160 |
|
| S3 |
118-260 |
119-005 |
119-150 |
|
| S4 |
118-150 |
118-215 |
119-120 |
|
|
| Weekly Pivots for week ending 21-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-283 |
121-184 |
120-010 |
|
| R3 |
121-011 |
120-232 |
119-255 |
|
| R2 |
120-058 |
120-058 |
119-230 |
|
| R1 |
119-279 |
119-279 |
119-205 |
120-009 |
| PP |
119-106 |
119-106 |
119-106 |
119-131 |
| S1 |
119-007 |
119-007 |
119-155 |
119-056 |
| S2 |
118-153 |
118-153 |
119-130 |
|
| S3 |
117-201 |
118-054 |
119-105 |
|
| S4 |
116-248 |
117-102 |
119-030 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-292 |
118-252 |
1-040 |
0.9% |
0-142 |
0.4% |
69% |
False |
False |
1,152,371 |
| 10 |
119-312 |
118-252 |
1-060 |
1.0% |
0-122 |
0.3% |
65% |
False |
False |
1,084,332 |
| 20 |
121-028 |
118-252 |
2-095 |
1.9% |
0-103 |
0.3% |
34% |
False |
False |
864,263 |
| 40 |
121-275 |
118-252 |
3-022 |
2.6% |
0-126 |
0.3% |
25% |
False |
False |
937,629 |
| 60 |
121-300 |
118-252 |
3-048 |
2.6% |
0-126 |
0.3% |
25% |
False |
False |
700,463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-032 |
|
2.618 |
120-173 |
|
1.618 |
120-063 |
|
1.000 |
119-315 |
|
0.618 |
119-273 |
|
HIGH |
119-205 |
|
0.618 |
119-163 |
|
0.500 |
119-150 |
|
0.382 |
119-137 |
|
LOW |
119-095 |
|
0.618 |
119-027 |
|
1.000 |
118-305 |
|
1.618 |
118-237 |
|
2.618 |
118-127 |
|
4.250 |
117-268 |
|
|
| Fisher Pivots for day following 21-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
119-170 |
119-143 |
| PP |
119-160 |
119-106 |
| S1 |
119-150 |
119-069 |
|