ECBOT 5 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 24-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2022 |
24-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
115-070 |
115-135 |
0-065 |
0.2% |
117-132 |
| High |
115-222 |
115-205 |
-0-018 |
0.0% |
117-150 |
| Low |
115-052 |
115-078 |
0-025 |
0.1% |
116-032 |
| Close |
115-182 |
115-135 |
-0-048 |
-0.1% |
116-158 |
| Range |
0-170 |
0-128 |
-0-042 |
-25.0% |
1-118 |
| ATR |
0-184 |
0-180 |
-0-004 |
-2.2% |
0-000 |
| Volume |
130 |
2 |
-128 |
-98.5% |
11,541 |
|
| Daily Pivots for day following 24-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-202 |
116-136 |
115-205 |
|
| R3 |
116-074 |
116-008 |
115-170 |
|
| R2 |
115-267 |
115-267 |
115-158 |
|
| R1 |
115-201 |
115-201 |
115-147 |
115-199 |
| PP |
115-139 |
115-139 |
115-139 |
115-138 |
| S1 |
115-073 |
115-073 |
115-123 |
115-071 |
| S2 |
115-012 |
115-012 |
115-112 |
|
| S3 |
114-204 |
114-266 |
115-100 |
|
| S4 |
114-077 |
114-138 |
115-065 |
|
|
| 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% |
0-157 |
0.4% |
17% |
False |
False |
506 |
| 10 |
117-245 |
115-052 |
2-192 |
2.3% |
0-163 |
0.4% |
10% |
False |
False |
1,499 |
| 20 |
119-198 |
115-052 |
4-145 |
3.9% |
0-194 |
0.5% |
6% |
False |
False |
41,932 |
| 40 |
119-198 |
115-052 |
4-145 |
3.9% |
0-172 |
0.5% |
6% |
False |
False |
810,255 |
| 60 |
121-012 |
115-052 |
5-280 |
5.1% |
0-155 |
0.4% |
4% |
False |
False |
874,595 |
| 80 |
121-275 |
115-052 |
6-222 |
5.8% |
0-147 |
0.4% |
4% |
False |
False |
864,014 |
| 100 |
121-300 |
115-052 |
6-248 |
5.9% |
0-145 |
0.4% |
4% |
False |
False |
783,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-107 |
|
2.618 |
116-219 |
|
1.618 |
116-091 |
|
1.000 |
116-012 |
|
0.618 |
115-284 |
|
HIGH |
115-205 |
|
0.618 |
115-156 |
|
0.500 |
115-141 |
|
0.382 |
115-126 |
|
LOW |
115-078 |
|
0.618 |
114-319 |
|
1.000 |
114-270 |
|
1.618 |
114-191 |
|
2.618 |
114-064 |
|
4.250 |
113-176 |
|
|
| Fisher Pivots for day following 24-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
115-141 |
115-138 |
| PP |
115-139 |
115-137 |
| S1 |
115-137 |
115-136 |
|