ECBOT 5 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 25-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2022 |
25-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
119-160 |
119-185 |
0-025 |
0.1% |
119-148 |
| High |
119-268 |
119-232 |
-0-035 |
-0.1% |
119-205 |
| Low |
119-098 |
119-140 |
0-042 |
0.1% |
118-252 |
| Close |
119-238 |
119-158 |
-0-080 |
-0.2% |
119-180 |
| Range |
0-170 |
0-092 |
-0-078 |
-45.6% |
0-272 |
| ATR |
0-125 |
0-123 |
-0-002 |
-1.6% |
0-000 |
| Volume |
1,402,346 |
1,200,835 |
-201,511 |
-14.4% |
4,751,357 |
|
| Daily Pivots for day following 25-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-134 |
120-078 |
119-208 |
|
| R3 |
120-042 |
119-306 |
119-183 |
|
| R2 |
119-269 |
119-269 |
119-174 |
|
| R1 |
119-213 |
119-213 |
119-166 |
119-195 |
| PP |
119-177 |
119-177 |
119-177 |
119-168 |
| S1 |
119-121 |
119-121 |
119-149 |
119-102 |
| S2 |
119-084 |
119-084 |
119-141 |
|
| S3 |
118-312 |
119-028 |
119-132 |
|
| S4 |
118-219 |
118-256 |
119-107 |
|
|
| 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% |
0-131 |
0.3% |
67% |
False |
False |
1,157,006 |
| 10 |
119-302 |
118-252 |
1-050 |
1.0% |
0-128 |
0.3% |
61% |
False |
False |
1,143,146 |
| 20 |
121-012 |
118-252 |
2-080 |
1.9% |
0-111 |
0.3% |
31% |
False |
False |
962,898 |
| 40 |
121-275 |
118-252 |
3-022 |
2.6% |
0-120 |
0.3% |
23% |
False |
False |
918,577 |
| 60 |
121-300 |
118-252 |
3-048 |
2.6% |
0-126 |
0.3% |
22% |
False |
False |
743,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-306 |
|
2.618 |
120-155 |
|
1.618 |
120-062 |
|
1.000 |
120-005 |
|
0.618 |
119-290 |
|
HIGH |
119-232 |
|
0.618 |
119-197 |
|
0.500 |
119-186 |
|
0.382 |
119-175 |
|
LOW |
119-140 |
|
0.618 |
119-083 |
|
1.000 |
119-048 |
|
1.618 |
118-310 |
|
2.618 |
118-218 |
|
4.250 |
118-067 |
|
|
| Fisher Pivots for day following 25-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
119-186 |
119-181 |
| PP |
119-177 |
119-173 |
| S1 |
119-167 |
119-165 |
|