ECBOT 5 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 11-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2022 |
11-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
117-282 |
117-225 |
-0-058 |
-0.2% |
119-075 |
| High |
117-318 |
117-245 |
-0-072 |
-0.2% |
119-122 |
| Low |
117-150 |
117-115 |
-0-035 |
-0.1% |
117-115 |
| Close |
117-168 |
117-128 |
-0-040 |
-0.1% |
117-128 |
| Range |
0-168 |
0-130 |
-0-038 |
-22.4% |
2-008 |
| ATR |
0-193 |
0-189 |
-0-005 |
-2.3% |
0-000 |
| Volume |
3,357 |
1,776 |
-1,581 |
-47.1% |
20,541 |
|
| Daily Pivots for day following 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-232 |
118-150 |
117-199 |
|
| R3 |
118-102 |
118-020 |
117-163 |
|
| R2 |
117-292 |
117-292 |
117-151 |
|
| R1 |
117-210 |
117-210 |
117-139 |
117-186 |
| PP |
117-162 |
117-162 |
117-162 |
117-151 |
| S1 |
117-080 |
117-080 |
117-116 |
117-056 |
| S2 |
117-032 |
117-032 |
117-104 |
|
| S3 |
116-222 |
116-270 |
117-092 |
|
| S4 |
116-092 |
116-140 |
117-056 |
|
|
| Weekly Pivots for week ending 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-038 |
122-250 |
118-164 |
|
| R3 |
122-030 |
120-242 |
117-306 |
|
| R2 |
120-022 |
120-022 |
117-246 |
|
| R1 |
118-235 |
118-235 |
117-187 |
118-125 |
| PP |
118-015 |
118-015 |
118-015 |
117-280 |
| S1 |
116-228 |
116-228 |
117-068 |
116-118 |
| S2 |
116-008 |
116-008 |
117-009 |
|
| S3 |
114-000 |
114-220 |
116-269 |
|
| S4 |
111-312 |
112-212 |
116-091 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-122 |
117-115 |
2-008 |
1.7% |
0-178 |
0.5% |
2% |
False |
True |
4,108 |
| 10 |
119-198 |
117-115 |
2-082 |
1.9% |
0-225 |
0.6% |
2% |
False |
True |
23,026 |
| 20 |
119-198 |
117-082 |
2-115 |
2.0% |
0-193 |
0.5% |
6% |
False |
False |
975,374 |
| 40 |
119-302 |
117-082 |
2-220 |
2.3% |
0-168 |
0.4% |
5% |
False |
False |
1,074,323 |
| 60 |
121-182 |
117-082 |
4-100 |
3.7% |
0-144 |
0.4% |
3% |
False |
False |
974,102 |
| 80 |
121-275 |
117-082 |
4-192 |
3.9% |
0-145 |
0.4% |
3% |
False |
False |
977,882 |
| 100 |
121-300 |
117-082 |
4-218 |
4.0% |
0-139 |
0.4% |
3% |
False |
False |
782,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-158 |
|
2.618 |
118-265 |
|
1.618 |
118-135 |
|
1.000 |
118-055 |
|
0.618 |
118-005 |
|
HIGH |
117-245 |
|
0.618 |
117-195 |
|
0.500 |
117-180 |
|
0.382 |
117-165 |
|
LOW |
117-115 |
|
0.618 |
117-035 |
|
1.000 |
116-305 |
|
1.618 |
116-225 |
|
2.618 |
116-095 |
|
4.250 |
115-202 |
|
|
| Fisher Pivots for day following 11-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
117-180 |
117-274 |
| PP |
117-162 |
117-225 |
| S1 |
117-145 |
117-176 |
|