ECBOT 5 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 23-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2022 |
23-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
115-115 |
115-070 |
-0-045 |
-0.1% |
117-132 |
| High |
115-205 |
115-222 |
0-018 |
0.0% |
117-150 |
| Low |
115-088 |
115-052 |
-0-035 |
-0.1% |
116-032 |
| Close |
115-115 |
115-182 |
0-068 |
0.2% |
116-158 |
| Range |
0-118 |
0-170 |
0-052 |
44.7% |
1-118 |
| ATR |
0-185 |
0-184 |
-0-001 |
-0.6% |
0-000 |
| Volume |
837 |
130 |
-707 |
-84.5% |
11,541 |
|
| Daily Pivots for day following 23-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-022 |
116-272 |
115-276 |
|
| R3 |
116-172 |
116-102 |
115-229 |
|
| R2 |
116-002 |
116-002 |
115-214 |
|
| R1 |
115-252 |
115-252 |
115-198 |
115-288 |
| PP |
115-152 |
115-152 |
115-152 |
115-170 |
| S1 |
115-082 |
115-082 |
115-167 |
115-118 |
| S2 |
114-302 |
114-302 |
115-151 |
|
| S3 |
114-132 |
114-232 |
115-136 |
|
| S4 |
113-282 |
114-062 |
115-089 |
|
|
| Weekly Pivots for week ending 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-252 |
120-002 |
117-078 |
|
| R3 |
119-135 |
118-205 |
116-278 |
|
| R2 |
118-018 |
118-018 |
116-238 |
|
| R1 |
117-088 |
117-088 |
116-198 |
116-314 |
| PP |
116-220 |
116-220 |
116-220 |
116-173 |
| S1 |
115-290 |
115-290 |
116-117 |
115-196 |
| S2 |
115-102 |
115-102 |
116-077 |
|
| S3 |
113-305 |
114-172 |
116-037 |
|
| S4 |
112-188 |
113-055 |
115-237 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-222 |
115-052 |
1-170 |
1.3% |
0-151 |
0.4% |
27% |
False |
True |
1,374 |
| 10 |
117-318 |
115-052 |
2-265 |
2.4% |
0-167 |
0.5% |
14% |
False |
True |
1,835 |
| 20 |
119-198 |
115-052 |
4-145 |
3.9% |
0-199 |
0.5% |
9% |
False |
True |
190,946 |
| 40 |
119-198 |
115-052 |
4-145 |
3.9% |
0-175 |
0.5% |
9% |
False |
True |
841,927 |
| 60 |
121-012 |
115-052 |
5-280 |
5.1% |
0-154 |
0.4% |
7% |
False |
True |
882,250 |
| 80 |
121-275 |
115-052 |
6-222 |
5.8% |
0-148 |
0.4% |
6% |
False |
True |
880,252 |
| 100 |
121-300 |
115-052 |
6-248 |
5.9% |
0-146 |
0.4% |
6% |
False |
True |
783,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-305 |
|
2.618 |
117-028 |
|
1.618 |
116-178 |
|
1.000 |
116-072 |
|
0.618 |
116-008 |
|
HIGH |
115-222 |
|
0.618 |
115-158 |
|
0.500 |
115-138 |
|
0.382 |
115-117 |
|
LOW |
115-052 |
|
0.618 |
114-267 |
|
1.000 |
114-202 |
|
1.618 |
114-097 |
|
2.618 |
113-247 |
|
4.250 |
112-290 |
|
|
| Fisher Pivots for day following 23-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
115-168 |
115-246 |
| PP |
115-152 |
115-225 |
| S1 |
115-138 |
115-204 |
|