ECBOT 5 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 31-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2022 |
31-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
118-305 |
119-040 |
0-055 |
0.1% |
119-160 |
| High |
119-070 |
119-080 |
0-010 |
0.0% |
119-268 |
| Low |
118-245 |
119-000 |
0-075 |
0.2% |
118-245 |
| Close |
119-052 |
119-065 |
0-012 |
0.0% |
119-052 |
| Range |
0-145 |
0-080 |
-0-065 |
-44.8% |
1-022 |
| ATR |
0-131 |
0-127 |
-0-004 |
-2.8% |
0-000 |
| Volume |
1,139,751 |
1,357,153 |
217,402 |
19.1% |
6,445,381 |
|
| Daily Pivots for day following 31-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-288 |
119-257 |
119-109 |
|
| R3 |
119-208 |
119-177 |
119-087 |
|
| R2 |
119-128 |
119-128 |
119-080 |
|
| R1 |
119-097 |
119-097 |
119-072 |
119-112 |
| PP |
119-048 |
119-048 |
119-048 |
119-056 |
| S1 |
119-017 |
119-017 |
119-058 |
119-032 |
| S2 |
118-288 |
118-288 |
119-050 |
|
| S3 |
118-208 |
118-257 |
119-043 |
|
| S4 |
118-128 |
118-177 |
119-021 |
|
|
| 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 |
119-232 |
118-245 |
0-308 |
0.8% |
0-132 |
0.3% |
46% |
False |
False |
1,280,037 |
| 10 |
119-268 |
118-245 |
1-022 |
0.9% |
0-139 |
0.4% |
41% |
False |
False |
1,255,389 |
| 20 |
120-285 |
118-245 |
2-040 |
1.8% |
0-127 |
0.3% |
21% |
False |
False |
1,129,875 |
| 40 |
121-182 |
118-245 |
2-258 |
2.4% |
0-115 |
0.3% |
16% |
False |
False |
912,975 |
| 60 |
121-300 |
118-245 |
3-055 |
2.7% |
0-127 |
0.3% |
14% |
False |
False |
830,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-100 |
|
2.618 |
119-289 |
|
1.618 |
119-209 |
|
1.000 |
119-160 |
|
0.618 |
119-129 |
|
HIGH |
119-080 |
|
0.618 |
119-049 |
|
0.500 |
119-040 |
|
0.382 |
119-031 |
|
LOW |
119-000 |
|
0.618 |
118-271 |
|
1.000 |
118-240 |
|
1.618 |
118-191 |
|
2.618 |
118-111 |
|
4.250 |
117-300 |
|
|
| Fisher Pivots for day following 31-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
119-057 |
119-044 |
| PP |
119-048 |
119-023 |
| S1 |
119-040 |
119-002 |
|