ECBOT 5 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 14-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2022 |
14-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
117-225 |
117-132 |
-0-092 |
-0.2% |
119-075 |
| High |
117-245 |
117-150 |
-0-095 |
-0.3% |
119-122 |
| Low |
117-115 |
116-242 |
-0-192 |
-0.5% |
117-115 |
| Close |
117-128 |
116-260 |
-0-188 |
-0.5% |
117-128 |
| Range |
0-130 |
0-228 |
0-098 |
75.0% |
2-008 |
| ATR |
0-189 |
0-192 |
0-003 |
1.5% |
0-000 |
| Volume |
1,776 |
1,579 |
-197 |
-11.1% |
20,541 |
|
| Daily Pivots for day following 14-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-047 |
118-221 |
117-065 |
|
| R3 |
118-139 |
117-313 |
117-003 |
|
| R2 |
117-232 |
117-232 |
116-302 |
|
| R1 |
117-086 |
117-086 |
116-281 |
117-045 |
| PP |
117-004 |
117-004 |
117-004 |
116-304 |
| S1 |
116-178 |
116-178 |
116-239 |
116-138 |
| S2 |
116-097 |
116-097 |
116-218 |
|
| S3 |
115-189 |
115-271 |
116-197 |
|
| S4 |
114-282 |
115-043 |
116-135 |
|
|
| 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 |
118-202 |
116-242 |
1-280 |
1.6% |
0-174 |
0.5% |
3% |
False |
True |
4,156 |
| 10 |
119-198 |
116-242 |
2-275 |
2.4% |
0-231 |
0.6% |
2% |
False |
True |
11,829 |
| 20 |
119-198 |
116-242 |
2-275 |
2.4% |
0-191 |
0.5% |
2% |
False |
True |
870,172 |
| 40 |
119-292 |
116-242 |
3-050 |
2.7% |
0-171 |
0.5% |
2% |
False |
True |
1,050,762 |
| 60 |
121-182 |
116-242 |
4-260 |
4.1% |
0-146 |
0.4% |
1% |
False |
True |
955,701 |
| 80 |
121-275 |
116-242 |
5-032 |
4.4% |
0-147 |
0.4% |
1% |
False |
True |
977,042 |
| 100 |
121-300 |
116-242 |
5-058 |
4.4% |
0-141 |
0.4% |
1% |
False |
True |
782,964 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-157 |
|
2.618 |
119-106 |
|
1.618 |
118-198 |
|
1.000 |
118-058 |
|
0.618 |
117-291 |
|
HIGH |
117-150 |
|
0.618 |
117-063 |
|
0.500 |
117-036 |
|
0.382 |
117-009 |
|
LOW |
116-242 |
|
0.618 |
116-102 |
|
1.000 |
116-015 |
|
1.618 |
115-194 |
|
2.618 |
114-287 |
|
4.250 |
113-236 |
|
|
| Fisher Pivots for day following 14-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
117-036 |
117-120 |
| PP |
117-004 |
117-060 |
| S1 |
116-292 |
117-000 |
|