ECBOT 5 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 11-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2022 |
11-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
118-055 |
117-152 |
-0-222 |
-0.6% |
118-122 |
| High |
118-108 |
118-028 |
-0-080 |
-0.2% |
118-162 |
| Low |
117-085 |
117-082 |
-0-002 |
0.0% |
117-082 |
| Close |
117-165 |
117-280 |
0-115 |
0.3% |
117-280 |
| Range |
1-022 |
0-265 |
-0-078 |
-22.6% |
1-080 |
| ATR |
0-140 |
0-149 |
0-009 |
6.3% |
0-000 |
| Volume |
2,161,381 |
2,105,616 |
-55,765 |
-2.6% |
6,936,928 |
|
| Daily Pivots for day following 11-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-072 |
119-281 |
118-106 |
|
| R3 |
119-127 |
119-016 |
118-033 |
|
| R2 |
118-182 |
118-182 |
118-009 |
|
| R1 |
118-071 |
118-071 |
117-304 |
118-126 |
| PP |
117-237 |
117-237 |
117-237 |
117-264 |
| S1 |
117-126 |
117-126 |
117-256 |
117-181 |
| S2 |
116-292 |
116-292 |
117-231 |
|
| S3 |
116-027 |
116-181 |
117-207 |
|
| S4 |
115-082 |
115-236 |
117-134 |
|
|
| Weekly Pivots for week ending 11-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-202 |
121-001 |
118-180 |
|
| R3 |
120-122 |
119-241 |
118-070 |
|
| R2 |
119-042 |
119-042 |
118-033 |
|
| R1 |
118-161 |
118-161 |
117-317 |
118-061 |
| PP |
117-282 |
117-282 |
117-282 |
117-232 |
| S1 |
117-081 |
117-081 |
117-243 |
116-301 |
| S2 |
116-202 |
116-202 |
117-207 |
|
| S3 |
115-122 |
116-001 |
117-170 |
|
| S4 |
114-042 |
114-241 |
117-060 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-162 |
117-082 |
1-080 |
1.1% |
0-174 |
0.5% |
49% |
False |
True |
1,387,385 |
| 10 |
119-140 |
117-082 |
2-058 |
1.8% |
0-155 |
0.4% |
28% |
False |
True |
1,241,980 |
| 20 |
119-292 |
117-082 |
2-210 |
2.3% |
0-151 |
0.4% |
23% |
False |
True |
1,231,352 |
| 40 |
121-182 |
117-082 |
4-100 |
3.7% |
0-123 |
0.3% |
14% |
False |
True |
998,466 |
| 60 |
121-275 |
117-082 |
4-192 |
3.9% |
0-132 |
0.3% |
13% |
False |
True |
1,012,665 |
| 80 |
121-300 |
117-082 |
4-218 |
4.0% |
0-128 |
0.3% |
13% |
False |
True |
761,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-194 |
|
2.618 |
120-081 |
|
1.618 |
119-136 |
|
1.000 |
118-292 |
|
0.618 |
118-191 |
|
HIGH |
118-028 |
|
0.618 |
117-246 |
|
0.500 |
117-215 |
|
0.382 |
117-184 |
|
LOW |
117-082 |
|
0.618 |
116-239 |
|
1.000 |
116-138 |
|
1.618 |
115-294 |
|
2.618 |
115-029 |
|
4.250 |
113-236 |
|
|
| Fisher Pivots for day following 11-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
117-258 |
117-276 |
| PP |
117-237 |
117-272 |
| S1 |
117-215 |
117-269 |
|