ECBOT 5 Year T-Note Future March 2022


Trading Metrics calculated at close of trading on 14-Dec-2021
Day Change Summary
Previous Current
13-Dec-2021 14-Dec-2021 Change Change % Previous Week
Open 120-262 121-028 0-085 0.2% 121-118
High 121-045 121-032 -0-012 0.0% 121-122
Low 120-235 120-275 0-040 0.1% 120-172
Close 121-018 120-298 -0-040 -0.1% 120-272
Range 0-130 0-078 -0-052 -40.4% 0-270
ATR 0-145 0-140 -0-005 -3.3% 0-000
Volume 577,506 679,335 101,829 17.6% 4,118,624
Daily Pivots for day following 14-Dec-2021
Classic Woodie Camarilla DeMark
R4 121-221 121-177 121-020
R3 121-143 121-099 120-319
R2 121-066 121-066 120-312
R1 121-022 121-022 120-305 121-005
PP 120-308 120-308 120-308 120-300
S1 120-264 120-264 120-290 120-248
S2 120-231 120-231 120-283
S3 120-153 120-187 120-276
S4 120-076 120-109 120-255
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% 0-117 0.3% 65% False False 778,207
10 121-165 120-172 0-312 0.8% 0-134 0.3% 40% False False 861,864
20 121-275 120-072 1-202 1.4% 0-146 0.4% 43% False False 989,224
40 121-300 120-072 1-228 1.4% 0-130 0.3% 41% False False 496,218
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 0-030
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 122-042
2.618 121-235
1.618 121-158
1.000 121-110
0.618 121-080
HIGH 121-032
0.618 121-003
0.500 120-314
0.382 120-305
LOW 120-275
0.618 120-227
1.000 120-198
1.618 120-150
2.618 120-072
4.250 119-266
Fisher Pivots for day following 14-Dec-2021
Pivot 1 day 3 day
R1 120-314 120-288
PP 120-308 120-278
S1 120-303 120-269

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

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