ECBOT 5 Year T-Note Future March 2022


Trading Metrics calculated at close of trading on 21-Dec-2021
Day Change Summary
Previous Current
20-Dec-2021 21-Dec-2021 Change Change % Previous Week
Open 121-085 121-098 0-012 0.0% 120-262
High 121-182 121-122 -0-060 -0.2% 121-135
Low 121-082 120-308 -0-095 -0.2% 120-188
Close 121-108 120-315 -0-112 -0.3% 121-075
Range 0-100 0-135 0-035 35.0% 0-268
ATR 0-136 0-136 0-000 -0.1% 0-000
Volume 767,701 619,216 -148,485 -19.3% 4,207,181
Daily Pivots for day following 21-Dec-2021
Classic Woodie Camarilla DeMark
R4 122-120 122-032 121-069
R3 121-305 121-218 121-032
R2 121-170 121-170 121-020
R1 121-082 121-082 121-007 121-059
PP 121-035 121-035 121-035 121-023
S1 120-268 120-268 120-303 120-244
S2 120-220 120-220 120-290
S3 120-085 120-132 120-278
S4 119-270 119-318 120-241
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% 0-128 0.3% 40% False False 867,451
10 121-182 120-172 1-010 0.9% 0-122 0.3% 43% False False 822,829
20 121-275 120-072 1-202 1.3% 0-150 0.4% 46% False False 1,110,063
40 121-300 120-072 1-228 1.4% 0-137 0.4% 44% False False 604,649
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 0-032
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123-056
2.618 122-156
1.618 122-021
1.000 121-258
0.618 121-206
HIGH 121-122
0.618 121-071
0.500 121-055
0.382 121-039
LOW 120-308
0.618 120-224
1.000 120-172
1.618 120-089
2.618 119-274
4.250 119-054
Fisher Pivots for day following 21-Dec-2021
Pivot 1 day 3 day
R1 121-055 121-085
PP 121-035 121-055
S1 121-015 121-025

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

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