ECBOT 5 Year T-Note Future March 2022
| Trading Metrics calculated at close of trading on 30-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2022 |
30-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
114-240 |
115-012 |
0-092 |
0.3% |
116-120 |
| High |
114-270 |
115-038 |
0-088 |
0.2% |
116-120 |
| Low |
114-035 |
114-218 |
0-182 |
0.5% |
114-148 |
| Close |
114-270 |
114-315 |
0-045 |
0.1% |
114-152 |
| Range |
0-235 |
0-140 |
-0-095 |
-40.4% |
1-292 |
| ATR |
0-194 |
0-190 |
-0-004 |
-2.0% |
0-000 |
| Volume |
74 |
374 |
300 |
405.4% |
2,800 |
|
| Daily Pivots for day following 30-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-077 |
116-016 |
115-072 |
|
| R3 |
115-257 |
115-196 |
115-034 |
|
| R2 |
115-117 |
115-117 |
115-021 |
|
| R1 |
115-056 |
115-056 |
115-008 |
115-016 |
| PP |
114-297 |
114-297 |
114-297 |
114-277 |
| S1 |
114-236 |
114-236 |
114-302 |
114-196 |
| S2 |
114-157 |
114-157 |
114-289 |
|
| S3 |
114-017 |
114-096 |
114-276 |
|
| S4 |
113-197 |
113-276 |
114-238 |
|
|
| 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 |
115-205 |
114-018 |
1-188 |
1.4% |
0-176 |
0.5% |
59% |
False |
False |
442 |
| 10 |
116-222 |
114-018 |
2-205 |
2.3% |
0-163 |
0.4% |
35% |
False |
False |
908 |
| 20 |
119-122 |
114-018 |
5-105 |
4.6% |
0-178 |
0.5% |
17% |
False |
False |
2,429 |
| 40 |
119-198 |
114-018 |
5-180 |
4.8% |
0-179 |
0.5% |
17% |
False |
False |
687,321 |
| 60 |
120-175 |
114-018 |
6-158 |
5.6% |
0-162 |
0.4% |
14% |
False |
False |
836,158 |
| 80 |
121-182 |
114-018 |
7-165 |
6.5% |
0-146 |
0.4% |
12% |
False |
False |
797,962 |
| 100 |
121-300 |
114-018 |
7-282 |
6.9% |
0-147 |
0.4% |
12% |
False |
False |
783,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-312 |
|
2.618 |
116-084 |
|
1.618 |
115-264 |
|
1.000 |
115-178 |
|
0.618 |
115-124 |
|
HIGH |
115-038 |
|
0.618 |
114-304 |
|
0.500 |
114-288 |
|
0.382 |
114-271 |
|
LOW |
114-218 |
|
0.618 |
114-131 |
|
1.000 |
114-078 |
|
1.618 |
113-311 |
|
2.618 |
113-171 |
|
4.250 |
112-262 |
|
|
| Fisher Pivots for day following 30-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
114-306 |
114-272 |
| PP |
114-297 |
114-230 |
| S1 |
114-288 |
114-188 |
|