ECBOT 5 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 10-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2022 |
10-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
118-000 |
117-282 |
-0-038 |
-0.1% |
118-050 |
| High |
118-112 |
117-318 |
-0-115 |
-0.3% |
119-198 |
| Low |
117-258 |
117-150 |
-0-108 |
-0.3% |
118-050 |
| Close |
117-260 |
117-168 |
-0-092 |
-0.2% |
119-008 |
| Range |
0-175 |
0-168 |
-0-008 |
-4.3% |
1-148 |
| ATR |
0-195 |
0-193 |
-0-002 |
-1.0% |
0-000 |
| Volume |
6,768 |
3,357 |
-3,411 |
-50.4% |
209,724 |
|
| Daily Pivots for day following 10-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-074 |
118-288 |
117-260 |
|
| R3 |
118-227 |
118-121 |
117-214 |
|
| R2 |
118-059 |
118-059 |
117-198 |
|
| R1 |
117-273 |
117-273 |
117-183 |
117-242 |
| PP |
117-212 |
117-212 |
117-212 |
117-196 |
| S1 |
117-106 |
117-106 |
117-152 |
117-075 |
| S2 |
117-044 |
117-044 |
117-137 |
|
| S3 |
116-197 |
116-258 |
117-121 |
|
| S4 |
116-029 |
116-091 |
117-075 |
|
|
| 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 |
117-150 |
1-292 |
1.6% |
0-208 |
0.6% |
3% |
False |
True |
4,602 |
| 10 |
119-198 |
117-150 |
2-048 |
1.8% |
0-225 |
0.6% |
3% |
False |
True |
82,365 |
| 20 |
119-198 |
117-082 |
2-115 |
2.0% |
0-203 |
0.5% |
11% |
False |
False |
1,083,354 |
| 40 |
119-302 |
117-082 |
2-220 |
2.3% |
0-167 |
0.4% |
10% |
False |
False |
1,098,761 |
| 60 |
121-182 |
117-082 |
4-100 |
3.7% |
0-144 |
0.4% |
6% |
False |
False |
985,394 |
| 80 |
121-275 |
117-082 |
4-192 |
3.9% |
0-144 |
0.4% |
6% |
False |
False |
978,165 |
| 100 |
121-300 |
117-082 |
4-218 |
4.0% |
0-138 |
0.4% |
6% |
False |
False |
782,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-069 |
|
2.618 |
119-116 |
|
1.618 |
118-269 |
|
1.000 |
118-165 |
|
0.618 |
118-101 |
|
HIGH |
117-318 |
|
0.618 |
117-254 |
|
0.500 |
117-234 |
|
0.382 |
117-214 |
|
LOW |
117-150 |
|
0.618 |
117-046 |
|
1.000 |
116-302 |
|
1.618 |
116-199 |
|
2.618 |
116-031 |
|
4.250 |
115-078 |
|
|
| Fisher Pivots for day following 10-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
117-234 |
118-016 |
| PP |
117-212 |
117-280 |
| S1 |
117-190 |
117-224 |
|