ECBOT 5 Year T-Note Future December 2021
| Trading Metrics calculated at close of trading on 03-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2021 |
03-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
121-282 |
121-185 |
-0-098 |
-0.2% |
121-218 |
| High |
121-292 |
121-315 |
0-022 |
0.1% |
122-120 |
| Low |
121-148 |
121-138 |
-0-010 |
0.0% |
121-138 |
| Close |
121-175 |
121-310 |
0-135 |
0.3% |
121-310 |
| Range |
0-145 |
0-178 |
0-032 |
22.4% |
0-302 |
| ATR |
0-146 |
0-149 |
0-002 |
1.5% |
0-000 |
| Volume |
20,926 |
18,376 |
-2,550 |
-12.2% |
960,265 |
|
| Daily Pivots for day following 03-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-147 |
123-086 |
122-088 |
|
| R3 |
122-289 |
122-228 |
122-039 |
|
| R2 |
122-112 |
122-112 |
122-023 |
|
| R1 |
122-051 |
122-051 |
122-006 |
122-081 |
| PP |
121-254 |
121-254 |
121-254 |
121-269 |
| S1 |
121-193 |
121-193 |
121-294 |
121-224 |
| S2 |
121-077 |
121-077 |
121-277 |
|
| S3 |
120-219 |
121-016 |
121-261 |
|
| S4 |
120-042 |
120-158 |
121-212 |
|
|
| Weekly Pivots for week ending 03-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-243 |
124-099 |
122-156 |
|
| R3 |
123-261 |
123-117 |
122-073 |
|
| R2 |
122-278 |
122-278 |
122-045 |
|
| R1 |
122-134 |
122-134 |
122-018 |
122-206 |
| PP |
121-296 |
121-296 |
121-296 |
122-012 |
| S1 |
121-152 |
121-152 |
121-282 |
121-224 |
| S2 |
120-313 |
120-313 |
121-255 |
|
| S3 |
120-011 |
120-169 |
121-227 |
|
| S4 |
119-028 |
119-187 |
121-144 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-120 |
121-138 |
0-302 |
0.8% |
0-178 |
0.5% |
57% |
False |
True |
192,053 |
| 10 |
122-120 |
120-272 |
1-168 |
1.2% |
0-177 |
0.5% |
73% |
False |
False |
1,117,406 |
| 20 |
122-165 |
120-272 |
1-212 |
1.4% |
0-147 |
0.4% |
67% |
False |
False |
982,729 |
| 40 |
122-240 |
120-272 |
1-288 |
1.6% |
0-130 |
0.3% |
59% |
False |
False |
1,037,183 |
| 60 |
123-252 |
120-272 |
2-300 |
2.4% |
0-114 |
0.3% |
38% |
False |
False |
993,402 |
| 80 |
123-300 |
120-272 |
3-028 |
2.5% |
0-103 |
0.3% |
36% |
False |
False |
903,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-109 |
|
2.618 |
123-140 |
|
1.618 |
122-282 |
|
1.000 |
122-172 |
|
0.618 |
122-105 |
|
HIGH |
121-315 |
|
0.618 |
121-247 |
|
0.500 |
121-226 |
|
0.382 |
121-205 |
|
LOW |
121-138 |
|
0.618 |
121-028 |
|
1.000 |
120-280 |
|
1.618 |
120-170 |
|
2.618 |
119-313 |
|
4.250 |
119-023 |
|
|
| Fisher Pivots for day following 03-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
121-282 |
121-282 |
| PP |
121-254 |
121-254 |
| S1 |
121-226 |
121-226 |
|