ECBOT 5 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 16-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2022 |
16-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
116-242 |
116-255 |
0-012 |
0.0% |
119-075 |
| High |
117-040 |
116-260 |
-0-100 |
-0.3% |
119-122 |
| Low |
116-200 |
116-032 |
-0-168 |
-0.4% |
117-115 |
| Close |
116-225 |
116-085 |
-0-140 |
-0.4% |
117-128 |
| Range |
0-160 |
0-228 |
0-068 |
42.2% |
2-008 |
| ATR |
0-189 |
0-192 |
0-003 |
1.4% |
0-000 |
| Volume |
2,298 |
2,469 |
171 |
7.4% |
20,541 |
|
| Daily Pivots for day following 16-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-168 |
118-034 |
116-210 |
|
| R3 |
117-261 |
117-127 |
116-148 |
|
| R2 |
117-033 |
117-033 |
116-127 |
|
| R1 |
116-219 |
116-219 |
116-106 |
116-172 |
| PP |
116-126 |
116-126 |
116-126 |
116-102 |
| S1 |
115-312 |
115-312 |
116-064 |
115-265 |
| S2 |
115-218 |
115-218 |
116-043 |
|
| S3 |
114-311 |
115-084 |
116-022 |
|
| S4 |
114-083 |
114-177 |
115-280 |
|
|
| 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 |
117-318 |
116-032 |
1-285 |
1.6% |
0-182 |
0.5% |
9% |
False |
True |
2,295 |
| 10 |
119-122 |
116-032 |
3-090 |
2.8% |
0-192 |
0.5% |
5% |
False |
True |
3,950 |
| 20 |
119-198 |
116-032 |
3-165 |
3.0% |
0-194 |
0.5% |
5% |
False |
True |
733,937 |
| 40 |
119-268 |
116-032 |
3-235 |
3.2% |
0-173 |
0.5% |
4% |
False |
True |
986,381 |
| 60 |
121-182 |
116-032 |
5-150 |
4.7% |
0-148 |
0.4% |
3% |
False |
True |
925,035 |
| 80 |
121-275 |
116-032 |
5-242 |
5.0% |
0-150 |
0.4% |
3% |
False |
True |
974,754 |
| 100 |
121-300 |
116-032 |
5-268 |
5.0% |
0-143 |
0.4% |
3% |
False |
True |
783,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-267 |
|
2.618 |
118-216 |
|
1.618 |
117-308 |
|
1.000 |
117-168 |
|
0.618 |
117-081 |
|
HIGH |
116-260 |
|
0.618 |
116-173 |
|
0.500 |
116-146 |
|
0.382 |
116-119 |
|
LOW |
116-032 |
|
0.618 |
115-212 |
|
1.000 |
115-125 |
|
1.618 |
114-304 |
|
2.618 |
114-077 |
|
4.250 |
113-026 |
|
|
| Fisher Pivots for day following 16-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
116-146 |
116-251 |
| PP |
116-126 |
116-196 |
| S1 |
116-105 |
116-140 |
|