ECBOT 5 Year T-Note Future December 2021
| Trading Metrics calculated at close of trading on 07-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2021 |
07-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
121-248 |
121-200 |
-0-048 |
-0.1% |
121-218 |
| High |
121-255 |
121-208 |
-0-048 |
-0.1% |
122-120 |
| Low |
121-180 |
121-095 |
-0-085 |
-0.2% |
121-138 |
| Close |
121-182 |
121-105 |
-0-078 |
-0.2% |
121-310 |
| Range |
0-075 |
0-112 |
0-038 |
50.0% |
0-302 |
| ATR |
0-147 |
0-145 |
-0-002 |
-1.7% |
0-000 |
| Volume |
12,946 |
4,146 |
-8,800 |
-68.0% |
960,265 |
|
| Daily Pivots for day following 07-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-153 |
122-082 |
121-167 |
|
| R3 |
122-041 |
121-289 |
121-136 |
|
| R2 |
121-248 |
121-248 |
121-126 |
|
| R1 |
121-177 |
121-177 |
121-115 |
121-156 |
| PP |
121-136 |
121-136 |
121-136 |
121-126 |
| S1 |
121-064 |
121-064 |
121-095 |
121-044 |
| S2 |
121-023 |
121-023 |
121-084 |
|
| S3 |
120-231 |
120-272 |
121-074 |
|
| S4 |
120-118 |
120-159 |
121-043 |
|
|
| 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 |
121-315 |
121-095 |
0-220 |
0.6% |
0-134 |
0.3% |
5% |
False |
True |
17,155 |
| 10 |
122-120 |
120-272 |
1-168 |
1.3% |
0-163 |
0.4% |
31% |
False |
False |
764,096 |
| 20 |
122-132 |
120-272 |
1-180 |
1.3% |
0-142 |
0.4% |
31% |
False |
False |
890,619 |
| 40 |
122-165 |
120-272 |
1-212 |
1.4% |
0-130 |
0.3% |
29% |
False |
False |
1,006,275 |
| 60 |
123-252 |
120-272 |
2-300 |
2.4% |
0-115 |
0.3% |
16% |
False |
False |
973,470 |
| 80 |
123-300 |
120-272 |
3-028 |
2.5% |
0-103 |
0.3% |
15% |
False |
False |
903,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-046 |
|
2.618 |
122-182 |
|
1.618 |
122-070 |
|
1.000 |
122-000 |
|
0.618 |
121-277 |
|
HIGH |
121-208 |
|
0.618 |
121-165 |
|
0.500 |
121-151 |
|
0.382 |
121-138 |
|
LOW |
121-095 |
|
0.618 |
121-025 |
|
1.000 |
120-302 |
|
1.618 |
120-233 |
|
2.618 |
120-120 |
|
4.250 |
119-257 |
|
|
| Fisher Pivots for day following 07-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
121-151 |
121-205 |
| PP |
121-136 |
121-172 |
| S1 |
121-120 |
121-138 |
|