ECBOT 5 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 04-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2022 |
04-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
118-220 |
118-262 |
0-042 |
0.1% |
118-050 |
| High |
118-228 |
119-098 |
0-190 |
0.5% |
119-198 |
| Low |
118-098 |
118-138 |
0-040 |
0.1% |
118-050 |
| Close |
118-168 |
119-008 |
0-160 |
0.4% |
119-008 |
| Range |
0-130 |
0-280 |
0-150 |
115.4% |
1-148 |
| ATR |
0-186 |
0-193 |
0-007 |
3.6% |
0-000 |
| Volume |
8,373 |
4,249 |
-4,124 |
-49.3% |
209,724 |
|
| Daily Pivots for day following 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-174 |
121-051 |
119-162 |
|
| R3 |
120-214 |
120-091 |
119-084 |
|
| R2 |
119-254 |
119-254 |
119-059 |
|
| R1 |
119-131 |
119-131 |
119-033 |
119-192 |
| PP |
118-294 |
118-294 |
118-294 |
119-005 |
| S1 |
118-171 |
118-171 |
118-302 |
118-232 |
| S2 |
118-014 |
118-014 |
118-276 |
|
| S3 |
117-054 |
117-211 |
118-250 |
|
| S4 |
116-094 |
116-251 |
118-174 |
|
|
| Weekly Pivots for week ending 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-101 |
122-202 |
119-265 |
|
| R3 |
121-273 |
121-054 |
119-136 |
|
| R2 |
120-126 |
120-126 |
119-093 |
|
| R1 |
119-227 |
119-227 |
119-050 |
120-016 |
| PP |
118-298 |
118-298 |
118-298 |
119-033 |
| S1 |
118-079 |
118-079 |
118-285 |
118-189 |
| S2 |
117-151 |
117-151 |
118-242 |
|
| S3 |
116-003 |
116-252 |
118-199 |
|
| S4 |
114-176 |
115-104 |
118-070 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-198 |
118-050 |
1-148 |
1.2% |
0-271 |
0.7% |
59% |
False |
False |
41,944 |
| 10 |
119-198 |
117-195 |
2-002 |
1.7% |
0-212 |
0.6% |
70% |
False |
False |
1,208,626 |
| 20 |
119-198 |
117-082 |
2-115 |
2.0% |
0-189 |
0.5% |
75% |
False |
False |
1,286,493 |
| 40 |
120-072 |
117-082 |
2-310 |
2.5% |
0-158 |
0.4% |
59% |
False |
False |
1,204,201 |
| 60 |
121-182 |
117-082 |
4-100 |
3.6% |
0-139 |
0.4% |
41% |
False |
False |
1,038,610 |
| 80 |
121-275 |
117-082 |
4-192 |
3.9% |
0-141 |
0.4% |
38% |
False |
False |
978,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-008 |
|
2.618 |
121-191 |
|
1.618 |
120-231 |
|
1.000 |
120-058 |
|
0.618 |
119-271 |
|
HIGH |
119-098 |
|
0.618 |
118-311 |
|
0.500 |
118-278 |
|
0.382 |
118-244 |
|
LOW |
118-138 |
|
0.618 |
117-284 |
|
1.000 |
117-178 |
|
1.618 |
117-004 |
|
2.618 |
116-044 |
|
4.250 |
114-228 |
|
|
| Fisher Pivots for day following 04-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
118-311 |
118-319 |
| PP |
118-294 |
118-310 |
| S1 |
118-278 |
118-301 |
|