ECBOT 5 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 17-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2022 |
17-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
116-255 |
116-190 |
-0-065 |
-0.2% |
119-075 |
| High |
116-260 |
116-210 |
-0-050 |
-0.1% |
119-122 |
| Low |
116-032 |
116-112 |
0-080 |
0.2% |
117-115 |
| Close |
116-085 |
116-132 |
0-048 |
0.1% |
117-128 |
| Range |
0-228 |
0-098 |
-0-130 |
-57.1% |
2-008 |
| ATR |
0-192 |
0-187 |
-0-005 |
-2.5% |
0-000 |
| Volume |
2,469 |
4,343 |
1,874 |
75.9% |
20,541 |
|
| Daily Pivots for day following 17-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-124 |
117-066 |
116-186 |
|
| R3 |
117-027 |
116-288 |
116-159 |
|
| R2 |
116-249 |
116-249 |
116-150 |
|
| R1 |
116-191 |
116-191 |
116-141 |
116-171 |
| PP |
116-152 |
116-152 |
116-152 |
116-142 |
| S1 |
116-093 |
116-093 |
116-124 |
116-074 |
| S2 |
116-054 |
116-054 |
116-115 |
|
| S3 |
115-277 |
115-316 |
116-106 |
|
| S4 |
115-179 |
115-218 |
116-079 |
|
|
| 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 |
117-245 |
116-032 |
1-212 |
1.4% |
0-168 |
0.5% |
19% |
False |
False |
2,493 |
| 10 |
119-122 |
116-032 |
3-090 |
2.8% |
0-188 |
0.5% |
10% |
False |
False |
3,547 |
| 20 |
119-198 |
116-032 |
3-165 |
3.0% |
0-193 |
0.5% |
9% |
False |
False |
670,217 |
| 40 |
119-268 |
116-032 |
3-235 |
3.2% |
0-171 |
0.5% |
8% |
False |
False |
957,478 |
| 60 |
121-122 |
116-032 |
5-090 |
4.5% |
0-148 |
0.4% |
6% |
False |
False |
912,313 |
| 80 |
121-275 |
116-032 |
5-242 |
4.9% |
0-149 |
0.4% |
5% |
False |
False |
969,203 |
| 100 |
121-300 |
116-032 |
5-268 |
5.0% |
0-143 |
0.4% |
5% |
False |
False |
783,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-304 |
|
2.618 |
117-145 |
|
1.618 |
117-048 |
|
1.000 |
116-308 |
|
0.618 |
116-270 |
|
HIGH |
116-210 |
|
0.618 |
116-173 |
|
0.500 |
116-161 |
|
0.382 |
116-150 |
|
LOW |
116-112 |
|
0.618 |
116-052 |
|
1.000 |
116-015 |
|
1.618 |
115-275 |
|
2.618 |
115-177 |
|
4.250 |
115-018 |
|
|
| Fisher Pivots for day following 17-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
116-161 |
116-196 |
| PP |
116-152 |
116-175 |
| S1 |
116-142 |
116-154 |
|