ECBOT 5 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 09-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2022 |
09-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
118-150 |
118-062 |
-0-088 |
-0.2% |
119-040 |
| High |
118-155 |
118-135 |
-0-020 |
-0.1% |
119-140 |
| Low |
118-055 |
118-045 |
-0-010 |
0.0% |
118-102 |
| Close |
118-078 |
118-082 |
0-005 |
0.0% |
118-110 |
| Range |
0-100 |
0-090 |
-0-010 |
-10.0% |
1-038 |
| ATR |
0-128 |
0-125 |
-0-003 |
-2.1% |
0-000 |
| Volume |
915,307 |
861,610 |
-53,697 |
-5.9% |
5,482,875 |
|
| Daily Pivots for day following 09-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-038 |
118-310 |
118-132 |
|
| R3 |
118-268 |
118-220 |
118-107 |
|
| R2 |
118-178 |
118-178 |
118-099 |
|
| R1 |
118-130 |
118-130 |
118-091 |
118-154 |
| PP |
118-088 |
118-088 |
118-088 |
118-099 |
| S1 |
118-040 |
118-040 |
118-074 |
118-064 |
| S2 |
117-318 |
117-318 |
118-066 |
|
| S3 |
117-228 |
117-270 |
118-058 |
|
| S4 |
117-138 |
117-180 |
118-033 |
|
|
| 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 |
119-118 |
118-045 |
1-072 |
1.0% |
0-128 |
0.3% |
10% |
False |
True |
1,006,339 |
| 10 |
119-140 |
118-045 |
1-095 |
1.1% |
0-119 |
0.3% |
9% |
False |
True |
1,072,810 |
| 20 |
119-302 |
118-045 |
1-258 |
1.5% |
0-131 |
0.3% |
6% |
False |
True |
1,114,168 |
| 40 |
121-182 |
118-045 |
3-138 |
2.9% |
0-114 |
0.3% |
3% |
False |
True |
936,414 |
| 60 |
121-275 |
118-045 |
3-230 |
3.1% |
0-125 |
0.3% |
3% |
False |
True |
943,102 |
| 80 |
121-300 |
118-045 |
3-255 |
3.2% |
0-122 |
0.3% |
3% |
False |
True |
707,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-198 |
|
2.618 |
119-051 |
|
1.618 |
118-281 |
|
1.000 |
118-225 |
|
0.618 |
118-191 |
|
HIGH |
118-135 |
|
0.618 |
118-101 |
|
0.500 |
118-090 |
|
0.382 |
118-079 |
|
LOW |
118-045 |
|
0.618 |
117-309 |
|
1.000 |
117-275 |
|
1.618 |
117-219 |
|
2.618 |
117-129 |
|
4.250 |
116-302 |
|
|
| Fisher Pivots for day following 09-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
118-090 |
118-104 |
| PP |
118-088 |
118-097 |
| S1 |
118-085 |
118-090 |
|