ECBOT 5 Year T-Note Future March 2022


Trading Metrics calculated at close of trading on 10-Dec-2021
Day Change Summary
Previous Current
09-Dec-2021 10-Dec-2021 Change Change % Previous Week
Open 120-230 120-232 0-002 0.0% 121-118
High 120-302 121-010 0-028 0.1% 121-122
Low 120-208 120-172 -0-035 -0.1% 120-172
Close 120-255 120-272 0-018 0.0% 120-272
Range 0-095 0-158 0-062 65.8% 0-270
ATR 0-145 0-146 0-001 0.6% 0-000
Volume 739,999 956,477 216,478 29.3% 4,118,624
Daily Pivots for day following 10-Dec-2021
Classic Woodie Camarilla DeMark
R4 122-091 122-019 121-039
R3 121-253 121-182 120-316
R2 121-096 121-096 120-301
R1 121-024 121-024 120-287 121-060
PP 120-258 120-258 120-258 120-276
S1 120-187 120-187 120-258 120-222
S2 120-101 120-101 120-244
S3 119-263 120-029 120-229
S4 119-106 119-192 120-186
Weekly Pivots for week ending 10-Dec-2021
Classic Woodie Camarilla DeMark
R4 123-146 122-319 121-101
R3 122-196 122-049 121-027
R2 121-246 121-246 121-002
R1 121-099 121-099 120-297 121-038
PP 120-296 120-296 120-296 120-265
S1 120-149 120-149 120-248 120-088
S2 120-026 120-026 120-223
S3 119-076 119-199 120-198
S4 118-126 118-249 120-124
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-122 120-172 0-270 0.7% 0-120 0.3% 37% False True 823,724
10 121-275 120-172 1-102 1.1% 0-156 0.4% 24% False True 1,070,398
20 121-275 120-072 1-202 1.4% 0-145 0.4% 38% False False 927,961
40 121-300 120-072 1-228 1.4% 0-128 0.3% 37% False False 464,798
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-045
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 123-039
2.618 122-102
1.618 121-265
1.000 121-168
0.618 121-107
HIGH 121-010
0.618 120-270
0.500 120-251
0.382 120-233
LOW 120-172
0.618 120-075
1.000 120-015
1.618 119-238
2.618 119-080
4.250 118-143
Fisher Pivots for day following 10-Dec-2021
Pivot 1 day 3 day
R1 120-265 120-265
PP 120-258 120-258
S1 120-251 120-251

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

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