ECBOT 5 Year T-Note Future December 2021
| Trading Metrics calculated at close of trading on 16-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2021 |
16-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
121-158 |
121-115 |
-0-042 |
-0.1% |
121-248 |
| High |
121-168 |
121-250 |
0-082 |
0.2% |
121-255 |
| Low |
121-035 |
121-115 |
0-080 |
0.2% |
121-025 |
| Close |
121-090 |
121-242 |
0-152 |
0.4% |
121-120 |
| Range |
0-132 |
0-135 |
0-002 |
1.9% |
0-230 |
| ATR |
0-133 |
0-135 |
0-002 |
1.5% |
0-000 |
| Volume |
4,449 |
4,304 |
-145 |
-3.3% |
52,591 |
|
| Daily Pivots for day following 16-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-288 |
122-240 |
121-317 |
|
| R3 |
122-152 |
122-105 |
121-280 |
|
| R2 |
122-018 |
122-018 |
121-267 |
|
| R1 |
121-290 |
121-290 |
121-255 |
121-314 |
| PP |
121-202 |
121-202 |
121-202 |
121-214 |
| S1 |
121-155 |
121-155 |
121-230 |
121-179 |
| S2 |
121-068 |
121-068 |
121-218 |
|
| S3 |
120-252 |
121-020 |
121-205 |
|
| S4 |
120-118 |
120-205 |
121-168 |
|
|
| 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 |
121-250 |
121-025 |
0-225 |
0.6% |
0-121 |
0.3% |
97% |
True |
False |
7,270 |
| 10 |
121-315 |
121-025 |
0-290 |
0.7% |
0-117 |
0.3% |
75% |
False |
False |
9,577 |
| 20 |
122-120 |
120-272 |
1-168 |
1.3% |
0-141 |
0.4% |
59% |
False |
False |
599,365 |
| 40 |
122-165 |
120-272 |
1-212 |
1.4% |
0-132 |
0.3% |
54% |
False |
False |
814,424 |
| 60 |
123-112 |
120-272 |
2-160 |
2.1% |
0-119 |
0.3% |
36% |
False |
False |
872,302 |
| 80 |
123-300 |
120-272 |
3-028 |
2.5% |
0-107 |
0.3% |
29% |
False |
False |
884,730 |
| 100 |
124-168 |
120-272 |
3-215 |
3.0% |
0-102 |
0.3% |
25% |
False |
False |
723,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-184 |
|
2.618 |
122-283 |
|
1.618 |
122-148 |
|
1.000 |
122-065 |
|
0.618 |
122-013 |
|
HIGH |
121-250 |
|
0.618 |
121-198 |
|
0.500 |
121-182 |
|
0.382 |
121-167 |
|
LOW |
121-115 |
|
0.618 |
121-032 |
|
1.000 |
120-300 |
|
1.618 |
120-217 |
|
2.618 |
120-082 |
|
4.250 |
119-181 |
|
|
| Fisher Pivots for day following 16-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
121-222 |
121-209 |
| PP |
121-202 |
121-176 |
| S1 |
121-182 |
121-142 |
|