ECBOT 5 Year T-Note Future December 2021
| Trading Metrics calculated at close of trading on 09-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2021 |
09-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
121-112 |
121-112 |
0-000 |
0.0% |
121-218 |
| High |
121-170 |
121-148 |
-0-022 |
-0.1% |
122-120 |
| Low |
121-052 |
121-065 |
0-012 |
0.0% |
121-138 |
| Close |
121-102 |
121-102 |
0-000 |
0.0% |
121-310 |
| Range |
0-118 |
0-082 |
-0-035 |
-29.8% |
0-302 |
| ATR |
0-143 |
0-139 |
-0-004 |
-3.0% |
0-000 |
| Volume |
5,457 |
18,494 |
13,037 |
238.9% |
960,265 |
|
| Daily Pivots for day following 09-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-032 |
121-310 |
121-148 |
|
| R3 |
121-270 |
121-228 |
121-125 |
|
| R2 |
121-188 |
121-188 |
121-118 |
|
| R1 |
121-145 |
121-145 |
121-110 |
121-125 |
| PP |
121-105 |
121-105 |
121-105 |
121-095 |
| S1 |
121-062 |
121-062 |
121-095 |
121-042 |
| S2 |
121-022 |
121-022 |
121-087 |
|
| S3 |
120-260 |
120-300 |
121-080 |
|
| S4 |
120-178 |
120-218 |
121-057 |
|
|
| 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% |
0-113 |
0.3% |
19% |
False |
False |
11,883 |
| 10 |
122-120 |
120-292 |
1-148 |
1.2% |
0-162 |
0.4% |
28% |
False |
False |
243,276 |
| 20 |
122-120 |
120-272 |
1-168 |
1.3% |
0-134 |
0.3% |
31% |
False |
False |
772,709 |
| 40 |
122-165 |
120-272 |
1-212 |
1.4% |
0-130 |
0.3% |
28% |
False |
False |
949,276 |
| 60 |
123-205 |
120-272 |
2-252 |
2.3% |
0-116 |
0.3% |
17% |
False |
False |
944,025 |
| 80 |
123-300 |
120-272 |
3-028 |
2.5% |
0-104 |
0.3% |
15% |
False |
False |
903,202 |
| 100 |
124-168 |
120-272 |
3-215 |
3.0% |
0-099 |
0.3% |
13% |
False |
False |
723,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-178 |
|
2.618 |
122-043 |
|
1.618 |
121-281 |
|
1.000 |
121-230 |
|
0.618 |
121-198 |
|
HIGH |
121-148 |
|
0.618 |
121-116 |
|
0.500 |
121-106 |
|
0.382 |
121-097 |
|
LOW |
121-065 |
|
0.618 |
121-014 |
|
1.000 |
120-302 |
|
1.618 |
120-252 |
|
2.618 |
120-169 |
|
4.250 |
120-034 |
|
|
| Fisher Pivots for day following 09-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
121-106 |
121-130 |
| PP |
121-105 |
121-121 |
| S1 |
121-104 |
121-112 |
|