ECBOT 5 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 07-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2022 |
07-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
118-262 |
119-075 |
0-132 |
0.3% |
118-050 |
| High |
119-098 |
119-122 |
0-025 |
0.1% |
119-198 |
| Low |
118-138 |
118-192 |
0-055 |
0.1% |
118-050 |
| Close |
119-008 |
118-228 |
-0-100 |
-0.3% |
119-008 |
| Range |
0-280 |
0-250 |
-0-030 |
-10.7% |
1-148 |
| ATR |
0-193 |
0-197 |
0-004 |
2.1% |
0-000 |
| Volume |
4,249 |
1,338 |
-2,911 |
-68.5% |
209,724 |
|
| Daily Pivots for day following 07-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-078 |
120-242 |
119-045 |
|
| R3 |
120-148 |
119-312 |
118-296 |
|
| R2 |
119-218 |
119-218 |
118-273 |
|
| R1 |
119-062 |
119-062 |
118-250 |
119-015 |
| PP |
118-288 |
118-288 |
118-288 |
118-264 |
| S1 |
118-132 |
118-132 |
118-205 |
118-085 |
| S2 |
118-038 |
118-038 |
118-182 |
|
| S3 |
117-108 |
117-202 |
118-159 |
|
| S4 |
116-178 |
116-272 |
118-090 |
|
|
| 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 |
118-098 |
1-100 |
1.1% |
0-288 |
0.8% |
31% |
False |
False |
19,503 |
| 10 |
119-198 |
117-195 |
2-002 |
1.7% |
0-226 |
0.6% |
55% |
False |
False |
1,083,302 |
| 20 |
119-198 |
117-082 |
2-115 |
2.0% |
0-191 |
0.5% |
62% |
False |
False |
1,215,980 |
| 40 |
119-312 |
117-082 |
2-230 |
2.3% |
0-162 |
0.4% |
53% |
False |
False |
1,177,279 |
| 60 |
121-182 |
117-082 |
4-100 |
3.6% |
0-141 |
0.4% |
34% |
False |
False |
1,023,004 |
| 80 |
121-275 |
117-082 |
4-192 |
3.9% |
0-143 |
0.4% |
32% |
False |
False |
978,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-225 |
|
2.618 |
121-137 |
|
1.618 |
120-207 |
|
1.000 |
120-052 |
|
0.618 |
119-277 |
|
HIGH |
119-122 |
|
0.618 |
119-027 |
|
0.500 |
118-318 |
|
0.382 |
118-288 |
|
LOW |
118-192 |
|
0.618 |
118-038 |
|
1.000 |
117-262 |
|
1.618 |
117-108 |
|
2.618 |
116-178 |
|
4.250 |
115-090 |
|
|
| Fisher Pivots for day following 07-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
118-318 |
118-270 |
| PP |
118-288 |
118-256 |
| S1 |
118-258 |
118-242 |
|