ECBOT 5 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 24-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2022 |
24-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
117-280 |
117-230 |
-0-050 |
-0.1% |
117-298 |
| High |
117-295 |
118-150 |
0-175 |
0.5% |
118-060 |
| Low |
117-200 |
117-230 |
0-030 |
0.1% |
117-118 |
| Close |
117-245 |
117-308 |
0-062 |
0.2% |
118-030 |
| Range |
0-095 |
0-240 |
0-145 |
152.6% |
0-262 |
| ATR |
0-144 |
0-151 |
0-007 |
4.7% |
0-000 |
| Volume |
3,637,435 |
2,980,277 |
-657,158 |
-18.1% |
6,549,646 |
|
| Daily Pivots for day following 24-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-096 |
119-282 |
118-120 |
|
| R3 |
119-176 |
119-042 |
118-054 |
|
| R2 |
118-256 |
118-256 |
118-032 |
|
| R1 |
118-122 |
118-122 |
118-010 |
118-189 |
| PP |
118-016 |
118-016 |
118-016 |
118-049 |
| S1 |
117-202 |
117-202 |
117-286 |
117-269 |
| S2 |
117-096 |
117-096 |
117-264 |
|
| S3 |
116-176 |
116-282 |
117-242 |
|
| S4 |
115-256 |
116-042 |
117-176 |
|
|
| 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 |
118-150 |
117-185 |
0-285 |
0.8% |
0-154 |
0.4% |
43% |
True |
False |
2,513,647 |
| 10 |
118-150 |
117-082 |
1-068 |
1.0% |
0-182 |
0.5% |
58% |
True |
False |
2,084,344 |
| 20 |
119-140 |
117-082 |
2-058 |
1.8% |
0-151 |
0.4% |
32% |
False |
False |
1,578,577 |
| 40 |
121-012 |
117-082 |
3-250 |
3.2% |
0-136 |
0.4% |
19% |
False |
False |
1,290,926 |
| 60 |
121-275 |
117-082 |
4-192 |
3.9% |
0-131 |
0.3% |
15% |
False |
False |
1,138,041 |
| 80 |
121-300 |
117-082 |
4-218 |
4.0% |
0-133 |
0.4% |
15% |
False |
False |
968,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-210 |
|
2.618 |
120-138 |
|
1.618 |
119-218 |
|
1.000 |
119-070 |
|
0.618 |
118-298 |
|
HIGH |
118-150 |
|
0.618 |
118-058 |
|
0.500 |
118-030 |
|
0.382 |
118-002 |
|
LOW |
117-230 |
|
0.618 |
117-082 |
|
1.000 |
116-310 |
|
1.618 |
116-162 |
|
2.618 |
115-242 |
|
4.250 |
114-170 |
|
|
| Fisher Pivots for day following 24-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
118-030 |
118-015 |
| PP |
118-016 |
118-006 |
| S1 |
118-002 |
117-317 |
|