ECBOT 5 Year T-Note Future March 2022


Trading Metrics calculated at close of trading on 31-Mar-2022
Day Change Summary
Previous Current
30-Mar-2022 31-Mar-2022 Change Change % Previous Week
Open 115-012 115-038 0-025 0.1% 116-120
High 115-038 115-065 0-028 0.1% 116-120
Low 114-218 115-002 0-105 0.3% 114-148
Close 114-315 115-042 0-048 0.1% 114-152
Range 0-140 0-062 -0-078 -55.4% 1-292
ATR 0-190 0-181 -0-009 -4.5% 0-000
Volume 374 36 -338 -90.4% 2,800
Daily Pivots for day following 31-Mar-2022
Classic Woodie Camarilla DeMark
R4 115-224 115-196 115-077
R3 115-162 115-133 115-060
R2 115-099 115-099 115-054
R1 115-071 115-071 115-048 115-085
PP 115-037 115-037 115-037 115-044
S1 115-008 115-008 115-037 115-022
S2 114-294 114-294 115-031
S3 114-232 114-266 115-025
S4 114-169 114-203 115-008
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
5 115-065 114-018 1-048 1.0% 0-162 0.4% 94% True False 449
10 116-222 114-018 2-205 2.3% 0-160 0.4% 41% False False 478
20 119-122 114-018 5-105 4.6% 0-174 0.5% 20% False False 2,012
40 119-198 114-018 5-180 4.8% 0-179 0.5% 19% False False 667,900
60 120-172 114-018 6-155 5.6% 0-161 0.4% 17% False False 820,337
80 121-182 114-018 7-165 6.5% 0-146 0.4% 14% False False 788,979
100 121-278 114-018 7-260 6.8% 0-146 0.4% 14% False False 783,020
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Narrowest range in 62 trading days
Fibonacci Retracements and Extensions
4.250 116-011
2.618 115-229
1.618 115-166
1.000 115-128
0.618 115-104
HIGH 115-065
0.618 115-041
0.500 115-034
0.382 115-026
LOW 115-002
0.618 114-284
1.000 114-260
1.618 114-221
2.618 114-159
4.250 114-057
Fisher Pivots for day following 31-Mar-2022
Pivot 1 day 3 day
R1 115-040 114-312
PP 115-037 114-261
S1 115-034 114-210

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

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