ECBOT 5 Year T-Note Future December 2021
| Trading Metrics calculated at close of trading on 21-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2021 |
21-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
121-315 |
121-280 |
-0-035 |
-0.1% |
121-095 |
| High |
122-012 |
121-282 |
-0-050 |
-0.1% |
121-290 |
| Low |
121-268 |
121-158 |
-0-110 |
-0.3% |
121-035 |
| Close |
121-268 |
121-162 |
-0-105 |
-0.3% |
121-240 |
| Range |
0-065 |
0-125 |
0-060 |
92.3% |
0-255 |
| ATR |
0-129 |
0-128 |
0-000 |
-0.2% |
0-000 |
| Volume |
534 |
737 |
203 |
38.0% |
27,840 |
|
| Daily Pivots for day following 21-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-256 |
122-174 |
121-231 |
|
| R3 |
122-131 |
122-049 |
121-197 |
|
| R2 |
122-006 |
122-006 |
121-185 |
|
| R1 |
121-244 |
121-244 |
121-174 |
121-222 |
| PP |
121-201 |
121-201 |
121-201 |
121-190 |
| S1 |
121-119 |
121-119 |
121-151 |
121-098 |
| S2 |
121-076 |
121-076 |
121-140 |
|
| S3 |
120-271 |
120-314 |
121-128 |
|
| S4 |
120-146 |
120-189 |
121-094 |
|
|
| 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% |
0-108 |
0.3% |
43% |
False |
False |
2,612 |
| 10 |
122-012 |
121-025 |
0-308 |
0.8% |
0-108 |
0.3% |
45% |
False |
False |
6,461 |
| 20 |
122-120 |
120-272 |
1-168 |
1.3% |
0-136 |
0.3% |
43% |
False |
False |
385,278 |
| 40 |
122-165 |
120-272 |
1-212 |
1.4% |
0-131 |
0.3% |
39% |
False |
False |
735,029 |
| 60 |
123-042 |
120-272 |
2-090 |
1.9% |
0-118 |
0.3% |
29% |
False |
False |
817,437 |
| 80 |
123-300 |
120-272 |
3-028 |
2.5% |
0-108 |
0.3% |
21% |
False |
False |
818,876 |
| 100 |
124-168 |
120-272 |
3-215 |
3.0% |
0-102 |
0.3% |
18% |
False |
False |
723,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-174 |
|
2.618 |
122-290 |
|
1.618 |
122-165 |
|
1.000 |
122-088 |
|
0.618 |
122-040 |
|
HIGH |
121-282 |
|
0.618 |
121-235 |
|
0.500 |
121-220 |
|
0.382 |
121-205 |
|
LOW |
121-158 |
|
0.618 |
121-080 |
|
1.000 |
121-032 |
|
1.618 |
120-275 |
|
2.618 |
120-150 |
|
4.250 |
119-266 |
|
|
| Fisher Pivots for day following 21-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
121-220 |
121-245 |
| PP |
121-201 |
121-218 |
| S1 |
121-182 |
121-190 |
|