ECBOT 5 Year T-Note Future December 2021
| Trading Metrics calculated at close of trading on 13-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2021 |
13-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
121-078 |
121-095 |
0-018 |
0.0% |
121-248 |
| High |
121-170 |
121-200 |
0-030 |
0.1% |
121-255 |
| Low |
121-025 |
121-085 |
0-060 |
0.2% |
121-025 |
| Close |
121-120 |
121-178 |
0-058 |
0.1% |
121-120 |
| Range |
0-145 |
0-115 |
-0-030 |
-20.7% |
0-230 |
| ATR |
0-139 |
0-137 |
-0-002 |
-1.2% |
0-000 |
| Volume |
11,548 |
6,043 |
-5,505 |
-47.7% |
52,591 |
|
| Daily Pivots for day following 13-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-179 |
122-133 |
121-241 |
|
| R3 |
122-064 |
122-018 |
121-209 |
|
| R2 |
121-269 |
121-269 |
121-199 |
|
| R1 |
121-223 |
121-223 |
121-188 |
121-246 |
| PP |
121-154 |
121-154 |
121-154 |
121-166 |
| S1 |
121-108 |
121-108 |
121-167 |
121-131 |
| S2 |
121-039 |
121-039 |
121-156 |
|
| S3 |
120-244 |
120-313 |
121-146 |
|
| S4 |
120-129 |
120-198 |
121-114 |
|
|
| Weekly Pivots for week ending 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-183 |
123-062 |
121-246 |
|
| R3 |
122-273 |
122-152 |
121-183 |
|
| R2 |
122-043 |
122-043 |
121-162 |
|
| R1 |
121-242 |
121-242 |
121-141 |
121-188 |
| PP |
121-133 |
121-133 |
121-133 |
121-106 |
| S1 |
121-012 |
121-012 |
121-099 |
120-278 |
| S2 |
120-223 |
120-223 |
121-078 |
|
| S3 |
119-313 |
120-102 |
121-057 |
|
| S4 |
119-083 |
119-192 |
120-314 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-208 |
121-025 |
0-182 |
0.5% |
0-114 |
0.3% |
84% |
False |
False |
9,137 |
| 10 |
122-120 |
121-025 |
1-095 |
1.1% |
0-138 |
0.4% |
37% |
False |
False |
32,076 |
| 20 |
122-120 |
120-272 |
1-168 |
1.3% |
0-138 |
0.4% |
46% |
False |
False |
714,942 |
| 40 |
122-165 |
120-272 |
1-212 |
1.4% |
0-131 |
0.3% |
42% |
False |
False |
896,201 |
| 60 |
123-188 |
120-272 |
2-235 |
2.2% |
0-118 |
0.3% |
26% |
False |
False |
915,853 |
| 80 |
123-300 |
120-272 |
3-028 |
2.5% |
0-105 |
0.3% |
23% |
False |
False |
902,837 |
| 100 |
124-168 |
120-272 |
3-215 |
3.0% |
0-100 |
0.3% |
19% |
False |
False |
723,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-049 |
|
2.618 |
122-181 |
|
1.618 |
122-066 |
|
1.000 |
121-315 |
|
0.618 |
121-271 |
|
HIGH |
121-200 |
|
0.618 |
121-156 |
|
0.500 |
121-142 |
|
0.382 |
121-129 |
|
LOW |
121-085 |
|
0.618 |
121-014 |
|
1.000 |
120-290 |
|
1.618 |
120-219 |
|
2.618 |
120-104 |
|
4.250 |
119-236 |
|
|
| Fisher Pivots for day following 13-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
121-166 |
121-156 |
| PP |
121-154 |
121-134 |
| S1 |
121-142 |
121-112 |
|