ECBOT 5 Year T-Note Future March 2022


Trading Metrics calculated at close of trading on 07-Dec-2021
Day Change Summary
Previous Current
06-Dec-2021 07-Dec-2021 Change Change % Previous Week
Open 121-118 121-028 -0-090 -0.2% 121-032
High 121-122 121-045 -0-078 -0.2% 121-275
Low 121-012 120-250 -0-082 -0.2% 120-290
Close 121-018 120-262 -0-075 -0.2% 121-155
Range 0-110 0-115 0-005 4.5% 0-305
ATR 0-154 0-151 -0-003 -1.8% 0-000
Volume 718,729 765,698 46,969 6.5% 6,585,361
Daily Pivots for day following 07-Dec-2021
Classic Woodie Camarilla DeMark
R4 121-318 121-245 121-006
R3 121-202 121-130 120-294
R2 121-088 121-088 120-284
R1 121-015 121-015 120-273 120-314
PP 120-292 120-292 120-292 120-282
S1 120-220 120-220 120-252 120-199
S2 120-178 120-178 120-241
S3 120-062 120-105 120-231
S4 119-268 119-310 120-199
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
5 121-165 120-250 0-235 0.6% 0-150 0.4% 5% False True 945,521
10 121-275 120-072 1-202 1.4% 0-177 0.5% 36% False False 1,397,297
20 121-275 120-072 1-202 1.4% 0-148 0.4% 36% False False 797,306
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-042
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-214
2.618 122-026
1.618 121-231
1.000 121-160
0.618 121-116
HIGH 121-045
0.618 121-001
0.500 120-308
0.382 120-294
LOW 120-250
0.618 120-179
1.000 120-135
1.618 120-064
2.618 119-269
4.250 119-081
Fisher Pivots for day following 07-Dec-2021
Pivot 1 day 3 day
R1 120-308 121-048
PP 120-292 121-012
S1 120-278 120-298

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

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