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 |
|
|
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 |
|