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
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 False
Stretch 0-023
Narrowest range in 48 trading days
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

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

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