ECBOT 5 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 01-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2022 |
01-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
118-050 |
118-178 |
0-128 |
0.3% |
118-058 |
| High |
118-212 |
119-198 |
0-305 |
0.8% |
118-150 |
| Low |
118-050 |
118-132 |
0-082 |
0.2% |
117-195 |
| Close |
118-192 |
119-148 |
0-275 |
0.7% |
117-255 |
| Range |
0-162 |
1-065 |
0-222 |
136.9% |
0-275 |
| ATR |
0-159 |
0-175 |
0-016 |
10.2% |
0-000 |
| Volume |
113,546 |
58,205 |
-55,341 |
-48.7% |
10,621,964 |
|
| Daily Pivots for day following 01-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-248 |
122-102 |
120-039 |
|
| R3 |
121-182 |
121-038 |
119-253 |
|
| R2 |
120-118 |
120-118 |
119-218 |
|
| R1 |
119-292 |
119-292 |
119-183 |
120-045 |
| PP |
119-052 |
119-052 |
119-052 |
119-089 |
| S1 |
118-228 |
118-228 |
119-112 |
118-300 |
| S2 |
117-308 |
117-308 |
119-077 |
|
| S3 |
116-242 |
117-162 |
119-042 |
|
| S4 |
115-178 |
116-098 |
118-256 |
|
|
| Weekly Pivots for week ending 25-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-172 |
120-008 |
118-086 |
|
| R3 |
119-217 |
119-053 |
118-011 |
|
| R2 |
118-262 |
118-262 |
117-305 |
|
| R1 |
118-098 |
118-098 |
117-280 |
118-042 |
| PP |
117-307 |
117-307 |
117-307 |
117-279 |
| S1 |
117-143 |
117-143 |
117-230 |
117-088 |
| S2 |
117-032 |
117-032 |
117-205 |
|
| S3 |
116-077 |
116-188 |
117-179 |
|
| S4 |
115-122 |
115-233 |
117-104 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-198 |
117-195 |
2-002 |
1.7% |
0-202 |
0.5% |
92% |
True |
False |
1,476,925 |
| 10 |
119-198 |
117-118 |
2-080 |
1.9% |
0-167 |
0.4% |
93% |
True |
False |
1,581,396 |
| 20 |
119-198 |
117-082 |
2-115 |
2.0% |
0-168 |
0.4% |
93% |
True |
False |
1,420,300 |
| 40 |
120-285 |
117-082 |
3-202 |
3.0% |
0-148 |
0.4% |
61% |
False |
False |
1,275,088 |
| 60 |
121-182 |
117-082 |
4-100 |
3.6% |
0-133 |
0.3% |
51% |
False |
False |
1,082,083 |
| 80 |
121-300 |
117-082 |
4-218 |
3.9% |
0-137 |
0.4% |
47% |
False |
False |
977,912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-234 |
|
2.618 |
122-245 |
|
1.618 |
121-180 |
|
1.000 |
120-262 |
|
0.618 |
120-115 |
|
HIGH |
119-198 |
|
0.618 |
119-050 |
|
0.500 |
119-005 |
|
0.382 |
118-280 |
|
LOW |
118-132 |
|
0.618 |
117-215 |
|
1.000 |
117-068 |
|
1.618 |
116-150 |
|
2.618 |
115-085 |
|
4.250 |
113-096 |
|
|
| Fisher Pivots for day following 01-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
119-100 |
119-057 |
| PP |
119-052 |
118-287 |
| S1 |
119-005 |
118-196 |
|