ECBOT 5 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 25-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2022 |
25-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
115-135 |
114-312 |
-0-142 |
-0.4% |
116-120 |
| High |
115-205 |
114-312 |
-0-212 |
-0.6% |
116-120 |
| Low |
115-078 |
114-148 |
-0-250 |
-0.7% |
114-148 |
| Close |
115-135 |
114-152 |
-0-302 |
-0.8% |
114-152 |
| Range |
0-128 |
0-165 |
0-038 |
29.4% |
1-292 |
| ATR |
0-180 |
0-189 |
0-009 |
5.1% |
0-000 |
| Volume |
2 |
1,120 |
1,118 |
55,900.0% |
2,800 |
|
| Daily Pivots for day following 25-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-059 |
115-271 |
114-243 |
|
| R3 |
115-214 |
115-106 |
114-198 |
|
| R2 |
115-049 |
115-049 |
114-183 |
|
| R1 |
114-261 |
114-261 |
114-168 |
114-232 |
| PP |
114-204 |
114-204 |
114-204 |
114-190 |
| S1 |
114-096 |
114-096 |
114-137 |
114-068 |
| S2 |
114-039 |
114-039 |
114-122 |
|
| S3 |
113-194 |
113-251 |
114-107 |
|
| S4 |
113-029 |
113-086 |
114-062 |
|
|
| Weekly Pivots for week ending 25-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-271 |
119-184 |
115-169 |
|
| R3 |
118-298 |
117-212 |
115-001 |
|
| R2 |
117-006 |
117-006 |
114-265 |
|
| R1 |
115-239 |
115-239 |
114-209 |
115-136 |
| PP |
115-033 |
115-033 |
115-033 |
114-302 |
| S1 |
113-267 |
113-267 |
114-096 |
113-164 |
| S2 |
113-061 |
113-061 |
114-040 |
|
| S3 |
111-088 |
111-294 |
113-304 |
|
| S4 |
109-116 |
110-002 |
113-136 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-120 |
114-148 |
1-292 |
1.7% |
0-170 |
0.5% |
1% |
False |
True |
560 |
| 10 |
117-150 |
114-148 |
3-002 |
2.6% |
0-166 |
0.5% |
1% |
False |
True |
1,434 |
| 20 |
119-198 |
114-148 |
5-050 |
4.5% |
0-196 |
0.5% |
0% |
False |
True |
12,230 |
| 40 |
119-198 |
114-148 |
5-050 |
4.5% |
0-174 |
0.5% |
0% |
False |
True |
774,394 |
| 60 |
121-010 |
114-148 |
6-182 |
5.7% |
0-156 |
0.4% |
0% |
False |
True |
865,674 |
| 80 |
121-182 |
114-148 |
7-035 |
6.2% |
0-146 |
0.4% |
0% |
False |
True |
838,488 |
| 100 |
121-300 |
114-148 |
7-152 |
6.5% |
0-146 |
0.4% |
0% |
False |
True |
783,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-054 |
|
2.618 |
116-104 |
|
1.618 |
115-259 |
|
1.000 |
115-158 |
|
0.618 |
115-094 |
|
HIGH |
114-312 |
|
0.618 |
114-249 |
|
0.500 |
114-230 |
|
0.382 |
114-211 |
|
LOW |
114-148 |
|
0.618 |
114-046 |
|
1.000 |
113-302 |
|
1.618 |
113-201 |
|
2.618 |
113-036 |
|
4.250 |
112-086 |
|
|
| Fisher Pivots for day following 25-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
114-230 |
115-025 |
| PP |
114-204 |
114-281 |
| S1 |
114-178 |
114-217 |
|