ECBOT 5 Year T-Note Future March 2022


Trading Metrics calculated at close of trading on 03-Dec-2021
Day Change Summary
Previous Current
02-Dec-2021 03-Dec-2021 Change Change % Previous Week
Open 121-130 121-012 -0-118 -0.3% 121-032
High 121-138 121-165 0-028 0.1% 121-275
Low 120-302 120-295 -0-008 0.0% 120-290
Close 121-012 121-155 0-142 0.4% 121-155
Range 0-155 0-190 0-035 22.6% 0-305
ATR 0-152 0-155 0-003 1.8% 0-000
Volume 946,022 1,161,935 215,913 22.8% 6,585,361
Daily Pivots for day following 03-Dec-2021
Classic Woodie Camarilla DeMark
R4 123-028 122-282 121-260
R3 122-158 122-092 121-207
R2 121-288 121-288 121-190
R1 121-222 121-222 121-172 121-255
PP 121-098 121-098 121-098 121-115
S1 121-032 121-032 121-138 121-065
S2 120-228 120-228 121-120
S3 120-038 120-162 121-103
S4 119-168 119-292 121-050
Weekly Pivots for week ending 03-Dec-2021
Classic Woodie Camarilla DeMark
R4 124-088 123-267 122-003
R3 123-103 122-282 121-239
R2 122-118 122-118 121-211
R1 121-297 121-297 121-183 122-048
PP 121-133 121-133 121-133 121-169
S1 120-312 120-312 121-127 121-062
S2 120-148 120-148 121-099
S3 119-163 120-007 121-071
S4 118-178 119-022 120-307
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-275 120-290 0-305 0.8% 0-192 0.5% 61% False False 1,317,072
10 121-275 120-072 1-202 1.3% 0-188 0.5% 77% False False 1,415,238
20 121-300 120-072 1-228 1.4% 0-151 0.4% 74% False False 723,419
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-042
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-012
2.618 123-022
1.618 122-152
1.000 122-035
0.618 121-282
HIGH 121-165
0.618 121-092
0.500 121-070
0.382 121-048
LOW 120-295
0.618 120-178
1.000 120-105
1.618 119-308
2.618 119-118
4.250 118-128
Fisher Pivots for day following 03-Dec-2021
Pivot 1 day 3 day
R1 121-127 121-126
PP 121-098 121-097
S1 121-070 121-068

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

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