ECBOT 5 Year T-Note Future March 2022


Trading Metrics calculated at close of trading on 15-Dec-2021
Day Change Summary
Previous Current
14-Dec-2021 15-Dec-2021 Change Change % Previous Week
Open 121-028 120-292 -0-055 -0.1% 121-118
High 121-032 121-005 -0-028 -0.1% 121-122
Low 120-275 120-188 -0-088 -0.2% 120-172
Close 120-298 120-260 -0-038 -0.1% 120-272
Range 0-078 0-138 0-060 77.4% 0-270
ATR 0-140 0-140 0-000 -0.1% 0-000
Volume 679,335 1,105,599 426,264 62.7% 4,118,624
Daily Pivots for day following 15-Dec-2021
Classic Woodie Camarilla DeMark
R4 122-030 121-282 121-016
R3 121-212 121-145 120-298
R2 121-075 121-075 120-285
R1 121-008 121-008 120-273 120-292
PP 120-258 120-258 120-258 120-240
S1 120-190 120-190 120-247 120-155
S2 120-120 120-120 120-235
S3 119-302 120-052 120-222
S4 119-165 119-235 120-184
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% 0-120 0.3% 45% False False 811,783
10 121-165 120-172 0-312 0.8% 0-129 0.3% 28% False False 858,902
20 121-275 120-072 1-202 1.4% 0-149 0.4% 36% False False 1,041,063
40 121-300 120-072 1-228 1.4% 0-133 0.3% 34% False False 523,858
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 0-028
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-269
2.618 122-045
1.618 121-227
1.000 121-142
0.618 121-090
HIGH 121-005
0.618 120-272
0.500 120-256
0.382 120-240
LOW 120-188
0.618 120-103
1.000 120-050
1.618 119-285
2.618 119-148
4.250 118-243
Fisher Pivots for day following 15-Dec-2021
Pivot 1 day 3 day
R1 120-259 120-276
PP 120-258 120-271
S1 120-256 120-265

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

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