ECBOT 5 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 23-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2022 |
23-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
118-058 |
117-280 |
-0-098 |
-0.3% |
117-298 |
| High |
118-130 |
117-295 |
-0-155 |
-0.4% |
118-060 |
| Low |
117-265 |
117-200 |
-0-065 |
-0.2% |
117-118 |
| Close |
117-278 |
117-245 |
-0-032 |
-0.1% |
118-030 |
| Range |
0-185 |
0-095 |
-0-090 |
-48.6% |
0-262 |
| ATR |
0-148 |
0-144 |
-0-004 |
-2.6% |
0-000 |
| Volume |
3,409,087 |
3,637,435 |
228,348 |
6.7% |
6,549,646 |
|
| Daily Pivots for day following 23-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-212 |
118-163 |
117-297 |
|
| R3 |
118-117 |
118-068 |
117-271 |
|
| R2 |
118-022 |
118-022 |
117-262 |
|
| R1 |
117-293 |
117-293 |
117-254 |
117-270 |
| PP |
117-247 |
117-247 |
117-247 |
117-235 |
| S1 |
117-198 |
117-198 |
117-236 |
117-175 |
| S2 |
117-152 |
117-152 |
117-228 |
|
| S3 |
117-057 |
117-103 |
117-219 |
|
| S4 |
116-282 |
117-008 |
117-193 |
|
|
| 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 |
118-130 |
117-132 |
0-318 |
0.8% |
0-128 |
0.3% |
35% |
False |
False |
2,173,340 |
| 10 |
118-135 |
117-082 |
1-052 |
1.0% |
0-167 |
0.4% |
44% |
False |
False |
1,872,477 |
| 20 |
119-190 |
117-082 |
2-108 |
2.0% |
0-151 |
0.4% |
22% |
False |
False |
1,492,908 |
| 40 |
121-012 |
117-082 |
3-250 |
3.2% |
0-131 |
0.3% |
13% |
False |
False |
1,227,903 |
| 60 |
121-275 |
117-082 |
4-192 |
3.9% |
0-130 |
0.3% |
11% |
False |
False |
1,110,020 |
| 80 |
121-300 |
117-082 |
4-218 |
4.0% |
0-132 |
0.4% |
11% |
False |
False |
931,112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-059 |
|
2.618 |
118-224 |
|
1.618 |
118-129 |
|
1.000 |
118-070 |
|
0.618 |
118-034 |
|
HIGH |
117-295 |
|
0.618 |
117-259 |
|
0.500 |
117-248 |
|
0.382 |
117-236 |
|
LOW |
117-200 |
|
0.618 |
117-141 |
|
1.000 |
117-105 |
|
1.618 |
117-046 |
|
2.618 |
116-271 |
|
4.250 |
116-116 |
|
|
| Fisher Pivots for day following 23-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
117-248 |
118-005 |
| PP |
117-247 |
117-298 |
| S1 |
117-246 |
117-272 |
|