ECBOT 5 Year T-Note Future March 2022


Trading Metrics calculated at close of trading on 28-Mar-2022
Day Change Summary
Previous Current
25-Mar-2022 28-Mar-2022 Change Change % Previous Week
Open 114-312 114-200 -0-112 -0.3% 116-120
High 114-312 114-228 -0-085 -0.2% 116-120
Low 114-148 114-018 -0-130 -0.4% 114-148
Close 114-152 114-152 0-000 0.0% 114-152
Range 0-165 0-210 0-045 27.3% 1-292
ATR 0-189 0-190 0-002 0.8% 0-000
Volume 1,120 644 -476 -42.5% 2,800
Daily Pivots for day following 28-Mar-2022
Classic Woodie Camarilla DeMark
R4 116-122 116-028 114-268
R3 115-232 115-138 114-210
R2 115-022 115-022 114-191
R1 114-248 114-248 114-172 114-190
PP 114-132 114-132 114-132 114-104
S1 114-038 114-038 114-133 113-300
S2 113-242 113-242 114-114
S3 113-032 113-148 114-095
S4 112-142 112-258 114-037
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
5 115-222 114-018 1-205 1.4% 0-158 0.4% 26% False True 546
10 117-040 114-018 3-022 2.7% 0-164 0.4% 14% False True 1,340
20 119-198 114-018 5-180 4.9% 0-198 0.5% 8% False True 6,585
40 119-198 114-018 5-180 4.9% 0-175 0.5% 8% False True 745,916
60 121-010 114-018 6-312 6.1% 0-159 0.4% 6% False True 858,734
80 121-182 114-018 7-165 6.6% 0-146 0.4% 6% False True 824,306
100 121-300 114-018 7-282 6.9% 0-147 0.4% 5% False True 783,083
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 117-160
2.618 116-137
1.618 115-247
1.000 115-118
0.618 115-037
HIGH 114-228
0.618 114-147
0.500 114-122
0.382 114-098
LOW 114-018
0.618 113-208
1.000 113-128
1.618 112-318
2.618 112-108
4.250 111-085
Fisher Pivots for day following 28-Mar-2022
Pivot 1 day 3 day
R1 114-142 114-271
PP 114-132 114-232
S1 114-122 114-192

These figures are updated between 7pm and 10pm EST after a trading day.

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