ECBOT 5 Year T-Note Future March 2022


Trading Metrics calculated at close of trading on 16-Dec-2021
Day Change Summary
Previous Current
15-Dec-2021 16-Dec-2021 Change Change % Previous Week
Open 120-292 120-278 -0-015 0.0% 121-118
High 121-005 121-098 0-092 0.2% 121-122
Low 120-188 120-240 0-052 0.1% 120-172
Close 120-260 121-085 0-145 0.4% 120-272
Range 0-138 0-178 0-040 29.1% 0-270
ATR 0-140 0-143 0-003 1.9% 0-000
Volume 1,105,599 1,056,888 -48,711 -4.4% 4,118,624
Daily Pivots for day following 16-Dec-2021
Classic Woodie Camarilla DeMark
R4 122-247 122-183 121-183
R3 122-069 122-006 121-134
R2 121-212 121-212 121-118
R1 121-148 121-148 121-101 121-180
PP 121-034 121-034 121-034 121-050
S1 120-291 120-291 121-069 121-002
S2 120-177 120-177 121-052
S3 119-319 120-113 121-036
S4 119-142 119-256 120-307
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
5 121-098 120-172 0-245 0.6% 0-136 0.4% 95% True False 875,161
10 121-165 120-172 0-312 0.8% 0-132 0.3% 74% False False 869,988
20 121-275 120-072 1-202 1.3% 0-154 0.4% 64% False False 1,090,786
40 121-300 120-072 1-228 1.4% 0-135 0.3% 61% False False 550,281
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-031
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 123-212
2.618 122-242
1.618 122-065
1.000 121-275
0.618 121-207
HIGH 121-098
0.618 121-030
0.500 121-009
0.382 120-308
LOW 120-240
0.618 120-130
1.000 120-062
1.618 119-273
2.618 119-095
4.250 118-126
Fisher Pivots for day following 16-Dec-2021
Pivot 1 day 3 day
R1 121-060 121-051
PP 121-034 121-017
S1 121-009 120-302

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

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