ECBOT 5 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 02-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2022 |
02-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
119-070 |
119-052 |
-0-018 |
0.0% |
119-160 |
| High |
119-140 |
119-122 |
-0-018 |
0.0% |
119-268 |
| Low |
119-000 |
119-035 |
0-035 |
0.1% |
118-245 |
| Close |
119-050 |
119-092 |
0-042 |
0.1% |
119-052 |
| Range |
0-140 |
0-088 |
-0-052 |
-37.5% |
1-022 |
| ATR |
0-128 |
0-125 |
-0-003 |
-2.3% |
0-000 |
| Volume |
987,094 |
776,863 |
-210,231 |
-21.3% |
6,445,381 |
|
| Daily Pivots for day following 02-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-026 |
119-307 |
119-141 |
|
| R3 |
119-258 |
119-219 |
119-117 |
|
| R2 |
119-171 |
119-171 |
119-109 |
|
| R1 |
119-132 |
119-132 |
119-101 |
119-151 |
| PP |
119-083 |
119-083 |
119-083 |
119-093 |
| S1 |
119-044 |
119-044 |
119-084 |
119-064 |
| S2 |
118-316 |
118-316 |
119-076 |
|
| S3 |
118-228 |
118-277 |
119-068 |
|
| S4 |
118-141 |
118-189 |
119-044 |
|
|
| 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 |
119-140 |
118-245 |
0-215 |
0.6% |
0-111 |
0.3% |
78% |
False |
False |
1,139,282 |
| 10 |
119-268 |
118-245 |
1-022 |
0.9% |
0-131 |
0.3% |
49% |
False |
False |
1,158,789 |
| 20 |
120-172 |
118-245 |
1-248 |
1.5% |
0-127 |
0.3% |
30% |
False |
False |
1,125,209 |
| 40 |
121-182 |
118-245 |
2-258 |
2.4% |
0-113 |
0.3% |
19% |
False |
False |
910,057 |
| 60 |
121-278 |
118-245 |
3-032 |
2.6% |
0-125 |
0.3% |
17% |
False |
False |
859,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-174 |
|
2.618 |
120-032 |
|
1.618 |
119-264 |
|
1.000 |
119-210 |
|
0.618 |
119-177 |
|
HIGH |
119-122 |
|
0.618 |
119-089 |
|
0.500 |
119-079 |
|
0.382 |
119-068 |
|
LOW |
119-035 |
|
0.618 |
118-301 |
|
1.000 |
118-268 |
|
1.618 |
118-213 |
|
2.618 |
118-126 |
|
4.250 |
117-303 |
|
|
| Fisher Pivots for day following 02-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
119-088 |
119-085 |
| PP |
119-083 |
119-078 |
| S1 |
119-079 |
119-070 |
|