ECBOT 5 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 29-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2022 |
29-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
114-200 |
114-240 |
0-040 |
0.1% |
116-120 |
| High |
114-228 |
114-270 |
0-042 |
0.1% |
116-120 |
| Low |
114-018 |
114-035 |
0-018 |
0.0% |
114-148 |
| Close |
114-152 |
114-270 |
0-118 |
0.3% |
114-152 |
| Range |
0-210 |
0-235 |
0-025 |
11.9% |
1-292 |
| ATR |
0-190 |
0-194 |
0-003 |
1.7% |
0-000 |
| Volume |
644 |
74 |
-570 |
-88.5% |
2,800 |
|
| Daily Pivots for day following 29-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-257 |
116-178 |
115-079 |
|
| R3 |
116-022 |
115-263 |
115-015 |
|
| R2 |
115-107 |
115-107 |
114-313 |
|
| R1 |
115-028 |
115-028 |
114-292 |
115-068 |
| PP |
114-192 |
114-192 |
114-192 |
114-211 |
| S1 |
114-113 |
114-113 |
114-248 |
114-152 |
| S2 |
113-277 |
113-277 |
114-227 |
|
| S3 |
113-042 |
113-198 |
114-205 |
|
| S4 |
112-127 |
112-283 |
114-141 |
|
|
| 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% |
0-182 |
0.5% |
48% |
False |
False |
394 |
| 10 |
116-260 |
114-018 |
2-242 |
2.4% |
0-172 |
0.5% |
29% |
False |
False |
1,118 |
| 20 |
119-185 |
114-018 |
5-168 |
4.8% |
0-190 |
0.5% |
14% |
False |
False |
3,678 |
| 40 |
119-198 |
114-018 |
5-180 |
4.8% |
0-179 |
0.5% |
14% |
False |
False |
711,989 |
| 60 |
120-285 |
114-018 |
6-268 |
6.0% |
0-162 |
0.4% |
12% |
False |
False |
851,285 |
| 80 |
121-182 |
114-018 |
7-165 |
6.5% |
0-147 |
0.4% |
10% |
False |
False |
812,482 |
| 100 |
121-300 |
114-018 |
7-282 |
6.9% |
0-148 |
0.4% |
10% |
False |
False |
783,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-309 |
|
2.618 |
116-245 |
|
1.618 |
116-010 |
|
1.000 |
115-185 |
|
0.618 |
115-095 |
|
HIGH |
114-270 |
|
0.618 |
114-180 |
|
0.500 |
114-152 |
|
0.382 |
114-125 |
|
LOW |
114-035 |
|
0.618 |
113-210 |
|
1.000 |
113-120 |
|
1.618 |
112-295 |
|
2.618 |
112-060 |
|
4.250 |
110-316 |
|
|
| Fisher Pivots for day following 29-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
114-231 |
114-235 |
| PP |
114-192 |
114-200 |
| S1 |
114-152 |
114-165 |
|