ECBOT 5 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 17-Dec-2021
Day Change Summary
Previous Current
16-Dec-2021 17-Dec-2021 Change Change % Previous Week
Open 121-115 121-255 0-140 0.4% 121-095
High 121-250 121-290 0-040 0.1% 121-290
Low 121-115 121-205 0-090 0.2% 121-035
Close 121-242 121-240 -0-002 0.0% 121-240
Range 0-135 0-085 -0-050 -37.0% 0-255
ATR 0-135 0-131 -0-004 -2.6% 0-000
Volume 4,304 3,036 -1,268 -29.5% 27,840
Daily Pivots for day following 17-Dec-2021
Classic Woodie Camarilla DeMark
R4 122-180 122-135 121-287
R3 122-095 122-050 121-263
R2 122-010 122-010 121-256
R1 121-285 121-285 121-248 121-265
PP 121-245 121-245 121-245 121-235
S1 121-200 121-200 121-232 121-180
S2 121-160 121-160 121-224
S3 121-075 121-115 121-217
S4 120-310 121-030 121-193
Weekly Pivots for week ending 17-Dec-2021
Classic Woodie Camarilla DeMark
R4 123-313 123-212 122-060
R3 123-058 122-277 121-310
R2 122-123 122-123 121-287
R1 122-022 122-022 121-263 122-072
PP 121-188 121-188 121-188 121-214
S1 121-087 121-087 121-217 121-138
S2 120-253 120-253 121-193
S3 119-318 120-152 121-170
S4 119-063 119-217 121-100
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-290 121-035 0-255 0.7% 0-109 0.3% 80% True False 5,568
10 121-290 121-025 0-265 0.7% 0-108 0.3% 81% True False 8,043
20 122-120 120-272 1-168 1.3% 0-142 0.4% 59% False False 562,725
40 122-165 120-272 1-212 1.4% 0-131 0.3% 54% False False 786,583
60 123-042 120-272 2-090 1.9% 0-118 0.3% 39% False False 849,534
80 123-300 120-272 3-028 2.5% 0-107 0.3% 29% False False 856,232
100 124-168 120-272 3-215 3.0% 0-102 0.3% 24% False False 723,916
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 0-022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123-011
2.618 122-193
1.618 122-108
1.000 122-055
0.618 122-023
HIGH 121-290
0.618 121-258
0.500 121-248
0.382 121-237
LOW 121-205
0.618 121-152
1.000 121-120
1.618 121-067
2.618 120-302
4.250 120-164
Fisher Pivots for day following 17-Dec-2021
Pivot 1 day 3 day
R1 121-248 121-214
PP 121-245 121-188
S1 121-242 121-162

These figures are updated between 7pm and 10pm EST after a trading day.

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