ECBOT 5 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 18-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2022 |
18-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
117-188 |
118-008 |
0-140 |
0.4% |
117-298 |
| High |
118-000 |
118-060 |
0-060 |
0.2% |
118-060 |
| Low |
117-185 |
117-268 |
0-082 |
0.2% |
117-118 |
| Close |
117-305 |
118-030 |
0-045 |
0.1% |
118-030 |
| Range |
0-135 |
0-112 |
-0-022 |
-16.7% |
0-262 |
| ATR |
0-148 |
0-145 |
-0-003 |
-1.7% |
0-000 |
| Volume |
1,286,865 |
1,254,573 |
-32,292 |
-2.5% |
6,549,646 |
|
| Daily Pivots for day following 18-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-030 |
118-302 |
118-092 |
|
| R3 |
118-238 |
118-190 |
118-061 |
|
| R2 |
118-125 |
118-125 |
118-051 |
|
| R1 |
118-078 |
118-078 |
118-040 |
118-101 |
| PP |
118-012 |
118-012 |
118-012 |
118-024 |
| S1 |
117-285 |
117-285 |
118-020 |
117-309 |
| S2 |
117-220 |
117-220 |
118-009 |
|
| S3 |
117-108 |
117-172 |
117-319 |
|
| S4 |
116-315 |
117-060 |
117-288 |
|
|
| Weekly Pivots for week ending 18-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-110 |
120-012 |
118-174 |
|
| R3 |
119-168 |
119-070 |
118-102 |
|
| R2 |
118-225 |
118-225 |
118-078 |
|
| R1 |
118-128 |
118-128 |
118-054 |
118-176 |
| PP |
117-282 |
117-282 |
117-282 |
117-307 |
| S1 |
117-185 |
117-185 |
118-006 |
117-234 |
| S2 |
117-020 |
117-020 |
117-302 |
|
| S3 |
116-078 |
116-242 |
117-278 |
|
| S4 |
115-135 |
115-300 |
117-206 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-060 |
117-118 |
0-262 |
0.7% |
0-138 |
0.4% |
89% |
True |
False |
1,309,929 |
| 10 |
118-162 |
117-082 |
1-080 |
1.1% |
0-156 |
0.4% |
67% |
False |
False |
1,348,657 |
| 20 |
119-268 |
117-082 |
2-185 |
2.2% |
0-150 |
0.4% |
32% |
False |
False |
1,270,741 |
| 40 |
121-028 |
117-082 |
3-265 |
3.2% |
0-126 |
0.3% |
22% |
False |
False |
1,067,502 |
| 60 |
121-275 |
117-082 |
4-192 |
3.9% |
0-134 |
0.4% |
18% |
False |
False |
1,048,667 |
| 80 |
121-300 |
117-082 |
4-218 |
4.0% |
0-132 |
0.3% |
18% |
False |
False |
843,033 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-218 |
|
2.618 |
119-035 |
|
1.618 |
118-242 |
|
1.000 |
118-172 |
|
0.618 |
118-130 |
|
HIGH |
118-060 |
|
0.618 |
118-017 |
|
0.500 |
118-004 |
|
0.382 |
117-310 |
|
LOW |
117-268 |
|
0.618 |
117-198 |
|
1.000 |
117-155 |
|
1.618 |
117-085 |
|
2.618 |
116-293 |
|
4.250 |
116-109 |
|
|
| Fisher Pivots for day following 18-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
118-021 |
117-319 |
| PP |
118-012 |
117-288 |
| S1 |
118-004 |
117-256 |
|