ECBOT 5 Year T-Note Future December 2021
| Trading Metrics calculated at close of trading on 08-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2021 |
08-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
121-200 |
121-112 |
-0-088 |
-0.2% |
121-218 |
| High |
121-208 |
121-170 |
-0-038 |
-0.1% |
122-120 |
| Low |
121-095 |
121-052 |
-0-042 |
-0.1% |
121-138 |
| Close |
121-105 |
121-102 |
-0-002 |
0.0% |
121-310 |
| Range |
0-112 |
0-118 |
0-005 |
4.4% |
0-302 |
| ATR |
0-145 |
0-143 |
-0-002 |
-1.3% |
0-000 |
| Volume |
4,146 |
5,457 |
1,311 |
31.6% |
960,265 |
|
| Daily Pivots for day following 08-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-141 |
122-079 |
121-167 |
|
| R3 |
122-023 |
121-282 |
121-135 |
|
| R2 |
121-226 |
121-226 |
121-124 |
|
| R1 |
121-164 |
121-164 |
121-113 |
121-136 |
| PP |
121-108 |
121-108 |
121-108 |
121-094 |
| S1 |
121-047 |
121-047 |
121-092 |
121-019 |
| S2 |
120-311 |
120-311 |
121-081 |
|
| S3 |
120-193 |
120-249 |
121-070 |
|
| S4 |
120-076 |
120-132 |
121-038 |
|
|
| 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 |
121-052 |
0-262 |
0.7% |
0-126 |
0.3% |
19% |
False |
True |
12,370 |
| 10 |
122-120 |
120-272 |
1-168 |
1.3% |
0-166 |
0.4% |
31% |
False |
False |
446,803 |
| 20 |
122-120 |
120-272 |
1-168 |
1.3% |
0-143 |
0.4% |
31% |
False |
False |
845,418 |
| 40 |
122-165 |
120-272 |
1-212 |
1.4% |
0-131 |
0.3% |
28% |
False |
False |
980,578 |
| 60 |
123-232 |
120-272 |
2-280 |
2.4% |
0-116 |
0.3% |
16% |
False |
False |
957,578 |
| 80 |
123-300 |
120-272 |
3-028 |
2.5% |
0-104 |
0.3% |
15% |
False |
False |
903,190 |
| 100 |
124-168 |
120-272 |
3-215 |
3.0% |
0-100 |
0.3% |
13% |
False |
False |
723,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-029 |
|
2.618 |
122-158 |
|
1.618 |
122-040 |
|
1.000 |
121-288 |
|
0.618 |
121-243 |
|
HIGH |
121-170 |
|
0.618 |
121-125 |
|
0.500 |
121-111 |
|
0.382 |
121-097 |
|
LOW |
121-052 |
|
0.618 |
120-300 |
|
1.000 |
120-255 |
|
1.618 |
120-182 |
|
2.618 |
120-065 |
|
4.250 |
119-193 |
|
|
| Fisher Pivots for day following 08-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
121-111 |
121-154 |
| PP |
121-108 |
121-137 |
| S1 |
121-105 |
121-120 |
|