ECBOT 5 Year T-Note Future March 2022


Trading Metrics calculated at close of trading on 13-Dec-2021
Day Change Summary
Previous Current
10-Dec-2021 13-Dec-2021 Change Change % Previous Week
Open 120-232 120-262 0-030 0.1% 121-118
High 121-010 121-045 0-035 0.1% 121-122
Low 120-172 120-235 0-062 0.2% 120-172
Close 120-272 121-018 0-065 0.2% 120-272
Range 0-158 0-130 -0-028 -17.5% 0-270
ATR 0-146 0-145 -0-001 -0.8% 0-000
Volume 956,477 577,506 -378,971 -39.6% 4,118,624
Daily Pivots for day following 13-Dec-2021
Classic Woodie Camarilla DeMark
R4 122-062 122-010 121-089
R3 121-252 121-200 121-053
R2 121-122 121-122 121-041
R1 121-070 121-070 121-029 121-096
PP 120-312 120-312 120-312 121-006
S1 120-260 120-260 121-006 120-286
S2 120-182 120-182 120-314
S3 120-052 120-130 120-302
S4 119-242 120-000 120-266
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
5 121-045 120-172 0-192 0.5% 0-124 0.3% 86% True False 795,480
10 121-275 120-172 1-102 1.1% 0-152 0.4% 39% False False 998,247
20 121-275 120-072 1-202 1.3% 0-147 0.4% 51% False False 956,477
40 121-300 120-072 1-228 1.4% 0-130 0.3% 48% False False 479,235
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-278
2.618 122-065
1.618 121-255
1.000 121-175
0.618 121-125
HIGH 121-045
0.618 120-315
0.500 120-300
0.382 120-285
LOW 120-235
0.618 120-155
1.000 120-105
1.618 120-025
2.618 119-215
4.250 119-002
Fisher Pivots for day following 13-Dec-2021
Pivot 1 day 3 day
R1 121-005 120-315
PP 120-312 120-292
S1 120-300 120-269

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

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