ECBOT 5 Year T-Note Future March 2022


Trading Metrics calculated at close of trading on 20-Dec-2021
Day Change Summary
Previous Current
17-Dec-2021 20-Dec-2021 Change Change % Previous Week
Open 121-095 121-085 -0-010 0.0% 120-262
High 121-135 121-182 0-048 0.1% 121-135
Low 121-048 121-082 0-035 0.1% 120-188
Close 121-075 121-108 0-032 0.1% 121-075
Range 0-088 0-100 0-012 14.3% 0-268
ATR 0-139 0-136 -0-002 -1.6% 0-000
Volume 787,853 767,701 -20,152 -2.6% 4,207,181
Daily Pivots for day following 20-Dec-2021
Classic Woodie Camarilla DeMark
R4 122-104 122-046 121-162
R3 122-004 121-266 121-135
R2 121-224 121-224 121-126
R1 121-166 121-166 121-117 121-195
PP 121-124 121-124 121-124 121-139
S1 121-066 121-066 121-098 121-095
S2 121-024 121-024 121-089
S3 120-244 120-286 121-080
S4 120-144 120-186 121-052
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
5 121-182 120-188 0-315 0.8% 0-116 0.3% 76% True False 879,475
10 121-182 120-172 1-010 0.8% 0-120 0.3% 77% True False 837,477
20 121-275 120-072 1-202 1.3% 0-151 0.4% 68% False False 1,139,876
40 121-300 120-072 1-228 1.4% 0-136 0.3% 65% False False 589,169
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 0-031
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-288
2.618 122-124
1.618 122-024
1.000 121-282
0.618 121-244
HIGH 121-182
0.618 121-144
0.500 121-132
0.382 121-121
LOW 121-082
0.618 121-021
1.000 120-302
1.618 120-241
2.618 120-141
4.250 119-298
Fisher Pivots for day following 20-Dec-2021
Pivot 1 day 3 day
R1 121-132 121-089
PP 121-124 121-070
S1 121-116 121-051

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

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