ECBOT 5 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 02-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2022 |
02-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
118-178 |
119-070 |
0-212 |
0.6% |
118-058 |
| High |
119-198 |
119-185 |
-0-012 |
0.0% |
118-150 |
| Low |
118-132 |
118-108 |
-0-025 |
-0.1% |
117-195 |
| Close |
119-148 |
118-148 |
-1-000 |
-0.8% |
117-255 |
| Range |
1-065 |
1-078 |
0-012 |
3.2% |
0-275 |
| ATR |
0-175 |
0-191 |
0-016 |
9.1% |
0-000 |
| Volume |
58,205 |
25,351 |
-32,854 |
-56.4% |
10,621,964 |
|
| Daily Pivots for day following 02-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-166 |
121-234 |
119-046 |
|
| R3 |
121-088 |
120-157 |
118-257 |
|
| R2 |
120-011 |
120-011 |
118-220 |
|
| R1 |
119-079 |
119-079 |
118-184 |
119-006 |
| PP |
118-253 |
118-253 |
118-253 |
118-217 |
| S1 |
118-002 |
118-002 |
118-111 |
117-249 |
| S2 |
117-176 |
117-176 |
118-075 |
|
| S3 |
116-098 |
116-244 |
118-038 |
|
| S4 |
115-021 |
115-167 |
117-249 |
|
|
| 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% |
0-263 |
0.7% |
42% |
False |
False |
754,508 |
| 10 |
119-198 |
117-132 |
2-065 |
1.9% |
0-196 |
0.5% |
48% |
False |
False |
1,463,924 |
| 20 |
119-198 |
117-082 |
2-115 |
2.0% |
0-181 |
0.5% |
51% |
False |
False |
1,372,213 |
| 40 |
120-175 |
117-082 |
3-092 |
2.8% |
0-154 |
0.4% |
37% |
False |
False |
1,253,022 |
| 60 |
121-182 |
117-082 |
4-100 |
3.6% |
0-136 |
0.4% |
28% |
False |
False |
1,063,140 |
| 80 |
121-300 |
117-082 |
4-218 |
4.0% |
0-140 |
0.4% |
26% |
False |
False |
978,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-274 |
|
2.618 |
122-266 |
|
1.618 |
121-188 |
|
1.000 |
120-262 |
|
0.618 |
120-111 |
|
HIGH |
119-185 |
|
0.618 |
119-033 |
|
0.500 |
118-306 |
|
0.382 |
118-259 |
|
LOW |
118-108 |
|
0.618 |
117-182 |
|
1.000 |
117-030 |
|
1.618 |
116-104 |
|
2.618 |
115-027 |
|
4.250 |
113-018 |
|
|
| Fisher Pivots for day following 02-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
118-306 |
118-284 |
| PP |
118-253 |
118-238 |
| S1 |
118-200 |
118-193 |
|