ECBOT 5 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 24-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2022 |
24-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
119-098 |
119-160 |
0-062 |
0.2% |
119-148 |
| High |
119-205 |
119-268 |
0-062 |
0.2% |
119-205 |
| Low |
119-095 |
119-098 |
0-002 |
0.0% |
118-252 |
| Close |
119-180 |
119-238 |
0-058 |
0.2% |
119-180 |
| Range |
0-110 |
0-170 |
0-060 |
54.5% |
0-272 |
| ATR |
0-122 |
0-125 |
0-003 |
2.8% |
0-000 |
| Volume |
1,176,521 |
1,402,346 |
225,825 |
19.2% |
4,751,357 |
|
| Daily Pivots for day following 24-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-071 |
121-004 |
120-011 |
|
| R3 |
120-221 |
120-154 |
119-284 |
|
| R2 |
120-051 |
120-051 |
119-269 |
|
| R1 |
119-304 |
119-304 |
119-253 |
120-018 |
| PP |
119-201 |
119-201 |
119-201 |
119-218 |
| S1 |
119-134 |
119-134 |
119-222 |
119-168 |
| S2 |
119-031 |
119-031 |
119-206 |
|
| S3 |
118-181 |
118-284 |
119-191 |
|
| S4 |
118-011 |
118-114 |
119-144 |
|
|
| 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 |
119-268 |
118-252 |
1-015 |
0.9% |
0-146 |
0.4% |
91% |
True |
False |
1,230,740 |
| 10 |
119-302 |
118-252 |
1-050 |
1.0% |
0-128 |
0.3% |
82% |
False |
False |
1,114,286 |
| 20 |
121-012 |
118-252 |
2-080 |
1.9% |
0-109 |
0.3% |
42% |
False |
False |
917,306 |
| 40 |
121-275 |
118-252 |
3-022 |
2.6% |
0-127 |
0.3% |
31% |
False |
False |
928,817 |
| 60 |
121-300 |
118-252 |
3-048 |
2.6% |
0-126 |
0.3% |
30% |
False |
False |
723,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-030 |
|
2.618 |
121-073 |
|
1.618 |
120-223 |
|
1.000 |
120-118 |
|
0.618 |
120-053 |
|
HIGH |
119-268 |
|
0.618 |
119-203 |
|
0.500 |
119-182 |
|
0.382 |
119-162 |
|
LOW |
119-098 |
|
0.618 |
118-312 |
|
1.000 |
118-248 |
|
1.618 |
118-142 |
|
2.618 |
117-292 |
|
4.250 |
117-015 |
|
|
| Fisher Pivots for day following 24-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
119-219 |
119-198 |
| PP |
119-201 |
119-159 |
| S1 |
119-182 |
119-120 |
|