ECBOT 5 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 07-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2022 |
07-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
118-300 |
118-122 |
-0-178 |
-0.5% |
119-040 |
| High |
119-000 |
118-162 |
-0-158 |
-0.4% |
119-140 |
| Low |
118-102 |
118-088 |
-0-015 |
0.0% |
118-102 |
| Close |
118-110 |
118-145 |
0-035 |
0.1% |
118-110 |
| Range |
0-218 |
0-075 |
-0-142 |
-65.5% |
1-038 |
| ATR |
0-134 |
0-130 |
-0-004 |
-3.1% |
0-000 |
| Volume |
1,411,611 |
893,014 |
-518,597 |
-36.7% |
5,482,875 |
|
| Daily Pivots for day following 07-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-037 |
119-006 |
118-186 |
|
| R3 |
118-282 |
118-251 |
118-166 |
|
| R2 |
118-207 |
118-207 |
118-159 |
|
| R1 |
118-176 |
118-176 |
118-152 |
118-191 |
| PP |
118-132 |
118-132 |
118-132 |
118-139 |
| S1 |
118-101 |
118-101 |
118-138 |
118-116 |
| S2 |
118-057 |
118-057 |
118-131 |
|
| S3 |
117-302 |
118-026 |
118-124 |
|
| S4 |
117-227 |
117-271 |
118-104 |
|
|
| Weekly Pivots for week ending 04-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-017 |
121-101 |
118-307 |
|
| R3 |
120-299 |
120-063 |
118-208 |
|
| R2 |
119-262 |
119-262 |
118-176 |
|
| R1 |
119-026 |
119-026 |
118-143 |
118-285 |
| PP |
118-224 |
118-224 |
118-224 |
118-194 |
| S1 |
117-308 |
117-308 |
118-077 |
117-248 |
| S2 |
117-187 |
117-187 |
118-044 |
|
| S3 |
116-149 |
116-271 |
118-012 |
|
| S4 |
115-112 |
115-233 |
117-233 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-140 |
118-088 |
1-052 |
1.0% |
0-135 |
0.4% |
15% |
False |
True |
1,003,747 |
| 10 |
119-232 |
118-088 |
1-145 |
1.2% |
0-134 |
0.4% |
12% |
False |
True |
1,141,892 |
| 20 |
119-302 |
118-088 |
1-215 |
1.4% |
0-131 |
0.3% |
11% |
False |
True |
1,128,089 |
| 40 |
121-182 |
118-088 |
3-095 |
2.8% |
0-116 |
0.3% |
5% |
False |
True |
930,341 |
| 60 |
121-275 |
118-088 |
3-188 |
3.0% |
0-125 |
0.3% |
5% |
False |
True |
913,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-161 |
|
2.618 |
119-039 |
|
1.618 |
118-284 |
|
1.000 |
118-238 |
|
0.618 |
118-209 |
|
HIGH |
118-162 |
|
0.618 |
118-134 |
|
0.500 |
118-125 |
|
0.382 |
118-116 |
|
LOW |
118-088 |
|
0.618 |
118-041 |
|
1.000 |
118-012 |
|
1.618 |
117-286 |
|
2.618 |
117-211 |
|
4.250 |
117-089 |
|
|
| Fisher Pivots for day following 07-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
118-138 |
118-262 |
| PP |
118-132 |
118-223 |
| S1 |
118-125 |
118-184 |
|