ECBOT 5 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 03-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2022 |
03-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
119-052 |
119-078 |
0-025 |
0.1% |
119-160 |
| High |
119-122 |
119-118 |
-0-005 |
0.0% |
119-268 |
| Low |
119-035 |
118-282 |
-0-072 |
-0.2% |
118-245 |
| Close |
119-092 |
118-315 |
-0-098 |
-0.3% |
119-052 |
| Range |
0-088 |
0-155 |
0-068 |
77.1% |
1-022 |
| ATR |
0-125 |
0-127 |
0-002 |
1.7% |
0-000 |
| Volume |
776,863 |
950,154 |
173,291 |
22.3% |
6,445,381 |
|
| Daily Pivots for day following 03-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-170 |
120-078 |
119-080 |
|
| R3 |
120-015 |
119-242 |
119-038 |
|
| R2 |
119-180 |
119-180 |
119-023 |
|
| R1 |
119-088 |
119-088 |
119-009 |
119-056 |
| PP |
119-025 |
119-025 |
119-025 |
119-009 |
| S1 |
118-252 |
118-252 |
118-301 |
118-221 |
| S2 |
118-190 |
118-190 |
118-287 |
|
| S3 |
118-035 |
118-098 |
118-272 |
|
| S4 |
117-200 |
117-262 |
118-230 |
|
|
| 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% |
0-122 |
0.3% |
33% |
False |
False |
1,042,203 |
| 10 |
119-268 |
118-245 |
1-022 |
0.9% |
0-132 |
0.3% |
20% |
False |
False |
1,169,316 |
| 20 |
120-072 |
118-245 |
1-148 |
1.2% |
0-128 |
0.3% |
15% |
False |
False |
1,121,910 |
| 40 |
121-182 |
118-245 |
2-258 |
2.4% |
0-114 |
0.3% |
8% |
False |
False |
914,668 |
| 60 |
121-275 |
118-245 |
3-030 |
2.6% |
0-126 |
0.3% |
7% |
False |
False |
875,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-136 |
|
2.618 |
120-203 |
|
1.618 |
120-048 |
|
1.000 |
119-272 |
|
0.618 |
119-213 |
|
HIGH |
119-118 |
|
0.618 |
119-058 |
|
0.500 |
119-040 |
|
0.382 |
119-022 |
|
LOW |
118-282 |
|
0.618 |
118-187 |
|
1.000 |
118-128 |
|
1.618 |
118-032 |
|
2.618 |
117-197 |
|
4.250 |
116-264 |
|
|
| Fisher Pivots for day following 03-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
119-040 |
119-051 |
| PP |
119-025 |
119-032 |
| S1 |
119-010 |
119-014 |
|