ECBOT 5 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 26-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2022 |
26-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
119-185 |
119-165 |
-0-020 |
-0.1% |
119-148 |
| High |
119-232 |
119-190 |
-0-042 |
-0.1% |
119-205 |
| Low |
119-140 |
118-268 |
-0-192 |
-0.5% |
118-252 |
| Close |
119-158 |
119-032 |
-0-125 |
-0.3% |
119-180 |
| Range |
0-092 |
0-242 |
0-150 |
162.2% |
0-272 |
| ATR |
0-123 |
0-132 |
0-009 |
6.9% |
0-000 |
| Volume |
1,200,835 |
1,266,897 |
66,062 |
5.5% |
4,751,357 |
|
| Daily Pivots for day following 26-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-144 |
121-011 |
119-166 |
|
| R3 |
120-222 |
120-088 |
119-099 |
|
| R2 |
119-299 |
119-299 |
119-077 |
|
| R1 |
119-166 |
119-166 |
119-055 |
119-111 |
| PP |
119-057 |
119-057 |
119-057 |
119-029 |
| S1 |
118-243 |
118-243 |
119-010 |
118-189 |
| S2 |
118-134 |
118-134 |
118-308 |
|
| S3 |
117-212 |
118-001 |
118-286 |
|
| S4 |
116-289 |
117-078 |
118-219 |
|
|
| 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 |
118-268 |
1-000 |
0.8% |
0-150 |
0.4% |
27% |
False |
True |
1,178,295 |
| 10 |
119-302 |
118-252 |
1-050 |
1.0% |
0-142 |
0.4% |
27% |
False |
False |
1,155,526 |
| 20 |
121-012 |
118-252 |
2-080 |
1.9% |
0-122 |
0.3% |
14% |
False |
False |
1,003,276 |
| 40 |
121-275 |
118-252 |
3-022 |
2.6% |
0-122 |
0.3% |
10% |
False |
False |
917,774 |
| 60 |
121-300 |
118-252 |
3-048 |
2.6% |
0-128 |
0.3% |
10% |
False |
False |
764,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-261 |
|
2.618 |
121-185 |
|
1.618 |
120-262 |
|
1.000 |
120-112 |
|
0.618 |
120-020 |
|
HIGH |
119-190 |
|
0.618 |
119-097 |
|
0.500 |
119-069 |
|
0.382 |
119-040 |
|
LOW |
118-268 |
|
0.618 |
118-118 |
|
1.000 |
118-025 |
|
1.618 |
117-195 |
|
2.618 |
116-273 |
|
4.250 |
115-197 |
|
|
| Fisher Pivots for day following 26-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
119-069 |
119-108 |
| PP |
119-057 |
119-082 |
| S1 |
119-045 |
119-058 |
|