ECBOT 5 Year T-Note Future March 2022


Trading Metrics calculated at close of trading on 17-Dec-2021
Day Change Summary
Previous Current
16-Dec-2021 17-Dec-2021 Change Change % Previous Week
Open 120-278 121-095 0-138 0.4% 120-262
High 121-098 121-135 0-038 0.1% 121-135
Low 120-240 121-048 0-128 0.3% 120-188
Close 121-085 121-075 -0-010 0.0% 121-075
Range 0-178 0-088 -0-090 -50.7% 0-268
ATR 0-143 0-139 -0-004 -2.8% 0-000
Volume 1,056,888 787,853 -269,035 -25.5% 4,207,181
Daily Pivots for day following 17-Dec-2021
Classic Woodie Camarilla DeMark
R4 122-028 121-299 121-123
R3 121-261 121-212 121-099
R2 121-173 121-173 121-091
R1 121-124 121-124 121-083 121-105
PP 121-086 121-086 121-086 121-076
S1 121-037 121-037 121-067 121-018
S2 120-318 120-318 121-059
S3 120-231 120-269 121-051
S4 120-143 120-182 121-027
Weekly Pivots for week ending 17-Dec-2021
Classic Woodie Camarilla DeMark
R4 123-188 123-079 121-222
R3 122-241 122-132 121-149
R2 121-293 121-293 121-124
R1 121-184 121-184 121-100 121-239
PP 121-026 121-026 121-026 121-053
S1 120-237 120-237 121-050 120-291
S2 120-078 120-078 121-026
S3 119-131 119-289 121-001
S4 118-183 119-022 120-248
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-135 120-188 0-268 0.7% 0-122 0.3% 78% True False 841,436
10 121-135 120-172 0-282 0.7% 0-121 0.3% 79% True False 832,580
20 121-275 120-072 1-202 1.3% 0-154 0.4% 62% False False 1,123,909
40 121-300 120-072 1-228 1.4% 0-135 0.3% 59% False False 569,977
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 0-031
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-187
2.618 122-044
1.618 121-277
1.000 121-222
0.618 121-189
HIGH 121-135
0.618 121-102
0.500 121-091
0.382 121-081
LOW 121-048
0.618 120-313
1.000 120-280
1.618 120-226
2.618 120-138
4.250 119-316
Fisher Pivots for day following 17-Dec-2021
Pivot 1 day 3 day
R1 121-091 121-050
PP 121-086 121-026
S1 121-080 121-001

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

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