ECBOT 5 Year T-Note Future December 2021
Trading Metrics calculated at close of trading on 20-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2021 |
20-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
121-255 |
121-315 |
0-060 |
0.2% |
121-095 |
High |
121-290 |
122-012 |
0-042 |
0.1% |
121-290 |
Low |
121-205 |
121-268 |
0-062 |
0.2% |
121-035 |
Close |
121-240 |
121-268 |
0-028 |
0.1% |
121-240 |
Range |
0-085 |
0-065 |
-0-020 |
-23.5% |
0-255 |
ATR |
0-131 |
0-129 |
-0-003 |
-2.1% |
0-000 |
Volume |
3,036 |
534 |
-2,502 |
-82.4% |
27,840 |
|
Daily Pivots for day following 20-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-164 |
122-121 |
121-303 |
|
R3 |
122-099 |
122-056 |
121-285 |
|
R2 |
122-034 |
122-034 |
121-279 |
|
R1 |
121-311 |
121-311 |
121-273 |
121-300 |
PP |
121-289 |
121-289 |
121-289 |
121-284 |
S1 |
121-246 |
121-246 |
121-262 |
121-235 |
S2 |
121-224 |
121-224 |
121-256 |
|
S3 |
121-159 |
121-181 |
121-250 |
|
S4 |
121-094 |
121-116 |
121-232 |
|
|
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 |
122-012 |
121-035 |
0-298 |
0.8% |
0-099 |
0.3% |
78% |
True |
False |
4,466 |
10 |
122-012 |
121-025 |
0-308 |
0.8% |
0-107 |
0.3% |
79% |
True |
False |
6,801 |
20 |
122-120 |
120-272 |
1-168 |
1.3% |
0-138 |
0.4% |
65% |
False |
False |
491,762 |
40 |
122-165 |
120-272 |
1-212 |
1.4% |
0-130 |
0.3% |
59% |
False |
False |
752,580 |
60 |
123-042 |
120-272 |
2-090 |
1.9% |
0-118 |
0.3% |
43% |
False |
False |
834,939 |
80 |
123-300 |
120-272 |
3-028 |
2.5% |
0-108 |
0.3% |
32% |
False |
False |
832,520 |
100 |
124-168 |
120-272 |
3-215 |
3.0% |
0-102 |
0.3% |
27% |
False |
False |
723,680 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-289 |
2.618 |
122-183 |
1.618 |
122-118 |
1.000 |
122-078 |
0.618 |
122-053 |
HIGH |
122-012 |
0.618 |
121-308 |
0.500 |
121-300 |
0.382 |
121-292 |
LOW |
121-268 |
0.618 |
121-227 |
1.000 |
121-202 |
1.618 |
121-162 |
2.618 |
121-097 |
4.250 |
120-311 |
|
|
Fisher Pivots for day following 20-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
121-300 |
121-253 |
PP |
121-289 |
121-238 |
S1 |
121-278 |
121-224 |
|