ECBOT 5 Year T-Note Future March 2022


Trading Metrics calculated at close of trading on 06-Dec-2021
Day Change Summary
Previous Current
03-Dec-2021 06-Dec-2021 Change Change % Previous Week
Open 121-012 121-118 0-105 0.3% 121-032
High 121-165 121-122 -0-042 -0.1% 121-275
Low 120-295 121-012 0-038 0.1% 120-290
Close 121-155 121-018 -0-138 -0.4% 121-155
Range 0-190 0-110 -0-080 -42.1% 0-305
ATR 0-155 0-154 -0-001 -0.6% 0-000
Volume 1,161,935 718,729 -443,206 -38.1% 6,585,361
Daily Pivots for day following 06-Dec-2021
Classic Woodie Camarilla DeMark
R4 122-061 121-309 121-078
R3 121-271 121-199 121-048
R2 121-161 121-161 121-038
R1 121-089 121-089 121-028 121-070
PP 121-051 121-051 121-051 121-041
S1 120-299 120-299 121-007 120-280
S2 120-261 120-261 120-317
S3 120-151 120-189 120-307
S4 120-041 120-079 120-277
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% 0-180 0.5% 16% False False 1,201,015
10 121-275 120-072 1-202 1.3% 0-182 0.5% 51% False False 1,442,274
20 121-278 120-072 1-205 1.4% 0-148 0.4% 50% False False 759,186
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-040
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 122-270
2.618 122-090
1.618 121-300
1.000 121-232
0.618 121-190
HIGH 121-122
0.618 121-080
0.500 121-068
0.382 121-055
LOW 121-012
0.618 120-265
1.000 120-222
1.618 120-155
2.618 120-045
4.250 119-185
Fisher Pivots for day following 06-Dec-2021
Pivot 1 day 3 day
R1 121-068 121-070
PP 121-051 121-052
S1 121-034 121-035

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

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