ECBOT 5 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 23-Dec-2021
Day Change Summary
Previous Current
22-Dec-2021 23-Dec-2021 Change Change % Previous Week
Open 121-162 121-148 -0-015 0.0% 121-095
High 121-200 121-190 -0-010 0.0% 121-290
Low 121-145 121-142 -0-002 0.0% 121-035
Close 121-182 121-158 -0-025 -0.1% 121-240
Range 0-055 0-048 -0-008 -13.6% 0-255
ATR 0-123 0-118 -0-005 -4.4% 0-000
Volume 13 797 784 6,030.8% 27,840
Daily Pivots for day following 23-Dec-2021
Classic Woodie Camarilla DeMark
R4 121-306 121-279 121-184
R3 121-258 121-232 121-171
R2 121-211 121-211 121-166
R1 121-184 121-184 121-162 121-198
PP 121-163 121-163 121-163 121-170
S1 121-137 121-137 121-153 121-150
S2 121-116 121-116 121-149
S3 121-068 121-089 121-144
S4 121-021 121-042 121-131
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
5 122-012 121-142 0-190 0.5% 0-076 0.2% 8% False True 1,023
10 122-012 121-025 0-308 0.8% 0-098 0.3% 43% False False 4,146
20 122-120 120-292 1-148 1.2% 0-130 0.3% 40% False False 123,711
40 122-165 120-272 1-212 1.4% 0-128 0.3% 38% False False 678,437
60 123-042 120-272 2-090 1.9% 0-117 0.3% 28% False False 779,035
80 123-300 120-272 3-028 2.5% 0-108 0.3% 21% False False 796,861
100 124-168 120-272 3-215 3.0% 0-102 0.3% 17% False False 723,678
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-016
Narrowest range in 75 trading days
Fibonacci Retracements and Extensions
4.250 122-072
2.618 121-314
1.618 121-267
1.000 121-238
0.618 121-219
HIGH 121-190
0.618 121-172
0.500 121-166
0.382 121-161
LOW 121-142
0.618 121-113
1.000 121-095
1.618 121-066
2.618 121-018
4.250 120-261
Fisher Pivots for day following 23-Dec-2021
Pivot 1 day 3 day
R1 121-166 121-212
PP 121-163 121-194
S1 121-160 121-176

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

View Archives - Comment on this page... - Back to Index of Symbols