ECBOT 5 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 28-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2022 |
28-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
118-295 |
118-305 |
0-010 |
0.0% |
119-160 |
| High |
119-038 |
119-070 |
0-032 |
0.1% |
119-268 |
| Low |
118-255 |
118-245 |
-0-010 |
0.0% |
118-245 |
| Close |
118-308 |
119-052 |
0-065 |
0.2% |
119-052 |
| Range |
0-102 |
0-145 |
0-042 |
41.5% |
1-022 |
| ATR |
0-130 |
0-131 |
0-001 |
0.8% |
0-000 |
| Volume |
1,435,552 |
1,139,751 |
-295,801 |
-20.6% |
6,445,381 |
|
| Daily Pivots for day following 28-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-131 |
120-077 |
119-132 |
|
| R3 |
119-306 |
119-252 |
119-092 |
|
| R2 |
119-161 |
119-161 |
119-079 |
|
| R1 |
119-107 |
119-107 |
119-066 |
119-134 |
| PP |
119-016 |
119-016 |
119-016 |
119-029 |
| S1 |
118-282 |
118-282 |
119-039 |
118-309 |
| S2 |
118-191 |
118-191 |
119-026 |
|
| S3 |
118-046 |
118-137 |
119-013 |
|
| S4 |
117-221 |
117-312 |
118-293 |
|
|
| Weekly Pivots for week ending 28-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-149 |
121-283 |
119-241 |
|
| R3 |
121-127 |
120-261 |
119-147 |
|
| R2 |
120-104 |
120-104 |
119-115 |
|
| R1 |
119-238 |
119-238 |
119-084 |
119-160 |
| PP |
119-082 |
119-082 |
119-082 |
119-042 |
| S1 |
118-216 |
118-216 |
119-021 |
118-138 |
| S2 |
118-059 |
118-059 |
118-310 |
|
| S3 |
117-037 |
117-193 |
118-278 |
|
| S4 |
116-014 |
116-171 |
118-184 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-268 |
118-245 |
1-022 |
0.9% |
0-150 |
0.4% |
37% |
False |
True |
1,289,076 |
| 10 |
119-292 |
118-245 |
1-048 |
1.0% |
0-146 |
0.4% |
35% |
False |
True |
1,220,723 |
| 20 |
121-010 |
118-245 |
2-085 |
1.9% |
0-126 |
0.3% |
18% |
False |
True |
1,084,369 |
| 40 |
121-182 |
118-245 |
2-258 |
2.4% |
0-117 |
0.3% |
14% |
False |
True |
902,696 |
| 60 |
121-300 |
118-245 |
3-055 |
2.7% |
0-128 |
0.3% |
13% |
False |
True |
807,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-046 |
|
2.618 |
120-130 |
|
1.618 |
119-305 |
|
1.000 |
119-215 |
|
0.618 |
119-160 |
|
HIGH |
119-070 |
|
0.618 |
119-015 |
|
0.500 |
118-318 |
|
0.382 |
118-300 |
|
LOW |
118-245 |
|
0.618 |
118-155 |
|
1.000 |
118-100 |
|
1.618 |
118-010 |
|
2.618 |
117-185 |
|
4.250 |
116-269 |
|
|
| Fisher Pivots for day following 28-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
119-034 |
119-058 |
| PP |
119-016 |
119-056 |
| S1 |
118-318 |
119-054 |
|