ECBOT 5 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 09-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2022 |
09-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
118-202 |
118-000 |
-0-202 |
-0.5% |
118-050 |
| High |
118-202 |
118-112 |
-0-090 |
-0.2% |
119-198 |
| Low |
118-032 |
117-258 |
-0-095 |
-0.3% |
118-050 |
| Close |
118-052 |
117-260 |
-0-112 |
-0.3% |
119-008 |
| Range |
0-170 |
0-175 |
0-005 |
2.9% |
1-148 |
| ATR |
0-197 |
0-195 |
-0-002 |
-0.8% |
0-000 |
| Volume |
7,302 |
6,768 |
-534 |
-7.3% |
209,724 |
|
| Daily Pivots for day following 09-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-202 |
119-086 |
118-036 |
|
| R3 |
119-027 |
118-231 |
117-308 |
|
| R2 |
118-172 |
118-172 |
117-292 |
|
| R1 |
118-056 |
118-056 |
117-276 |
118-026 |
| PP |
117-317 |
117-317 |
117-317 |
117-302 |
| S1 |
117-201 |
117-201 |
117-244 |
117-171 |
| S2 |
117-142 |
117-142 |
117-228 |
|
| S3 |
116-287 |
117-026 |
117-212 |
|
| S4 |
116-112 |
116-171 |
117-164 |
|
|
| 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 |
119-122 |
117-258 |
1-185 |
1.3% |
0-201 |
0.5% |
0% |
False |
True |
5,606 |
| 10 |
119-198 |
117-195 |
2-002 |
1.7% |
0-232 |
0.6% |
10% |
False |
False |
380,057 |
| 20 |
119-198 |
117-082 |
2-115 |
2.0% |
0-200 |
0.5% |
24% |
False |
False |
1,126,267 |
| 40 |
119-302 |
117-082 |
2-220 |
2.3% |
0-166 |
0.4% |
21% |
False |
False |
1,127,255 |
| 60 |
121-182 |
117-082 |
4-100 |
3.7% |
0-143 |
0.4% |
13% |
False |
False |
994,964 |
| 80 |
121-275 |
117-082 |
4-192 |
3.9% |
0-143 |
0.4% |
12% |
False |
False |
978,213 |
| 100 |
121-300 |
117-082 |
4-218 |
4.0% |
0-137 |
0.4% |
12% |
False |
False |
782,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-216 |
|
2.618 |
119-251 |
|
1.618 |
119-076 |
|
1.000 |
118-288 |
|
0.618 |
118-221 |
|
HIGH |
118-112 |
|
0.618 |
118-046 |
|
0.500 |
118-025 |
|
0.382 |
118-004 |
|
LOW |
117-258 |
|
0.618 |
117-149 |
|
1.000 |
117-082 |
|
1.618 |
116-294 |
|
2.618 |
116-119 |
|
4.250 |
115-154 |
|
|
| Fisher Pivots for day following 09-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
118-025 |
118-190 |
| PP |
117-317 |
118-107 |
| S1 |
117-288 |
118-023 |
|