ECBOT 5 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 27-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2022 |
27-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
119-165 |
118-295 |
-0-190 |
-0.5% |
119-148 |
| High |
119-190 |
119-038 |
-0-152 |
-0.4% |
119-205 |
| Low |
118-268 |
118-255 |
-0-012 |
0.0% |
118-252 |
| Close |
119-032 |
118-308 |
-0-045 |
-0.1% |
119-180 |
| Range |
0-242 |
0-102 |
-0-140 |
-57.7% |
0-272 |
| ATR |
0-132 |
0-130 |
-0-002 |
-1.6% |
0-000 |
| Volume |
1,266,897 |
1,435,552 |
168,655 |
13.3% |
4,751,357 |
|
| Daily Pivots for day following 27-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-294 |
119-243 |
119-044 |
|
| R3 |
119-192 |
119-141 |
119-016 |
|
| R2 |
119-089 |
119-089 |
119-006 |
|
| R1 |
119-038 |
119-038 |
118-317 |
119-064 |
| PP |
118-307 |
118-307 |
118-307 |
118-319 |
| S1 |
118-256 |
118-256 |
118-298 |
118-281 |
| S2 |
118-204 |
118-204 |
118-289 |
|
| S3 |
118-102 |
118-153 |
118-279 |
|
| S4 |
117-319 |
118-051 |
118-251 |
|
|
| 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 |
118-255 |
1-012 |
0.9% |
0-144 |
0.4% |
16% |
False |
True |
1,296,430 |
| 10 |
119-302 |
118-252 |
1-050 |
1.0% |
0-144 |
0.4% |
15% |
False |
False |
1,201,152 |
| 20 |
121-010 |
118-252 |
2-078 |
1.9% |
0-122 |
0.3% |
8% |
False |
False |
1,048,234 |
| 40 |
121-182 |
118-252 |
2-250 |
2.3% |
0-118 |
0.3% |
6% |
False |
False |
902,583 |
| 60 |
121-300 |
118-252 |
3-048 |
2.6% |
0-128 |
0.3% |
5% |
False |
False |
788,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-153 |
|
2.618 |
119-306 |
|
1.618 |
119-203 |
|
1.000 |
119-140 |
|
0.618 |
119-101 |
|
HIGH |
119-038 |
|
0.618 |
118-318 |
|
0.500 |
118-306 |
|
0.382 |
118-294 |
|
LOW |
118-255 |
|
0.618 |
118-192 |
|
1.000 |
118-152 |
|
1.618 |
118-089 |
|
2.618 |
117-307 |
|
4.250 |
117-139 |
|
|
| Fisher Pivots for day following 27-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
118-307 |
119-084 |
| PP |
118-307 |
119-052 |
| S1 |
118-306 |
119-020 |
|