ECBOT 5 Year T-Note Future March 2022


Trading Metrics calculated at close of trading on 23-Dec-2021
Day Change Summary
Previous Current
22-Dec-2021 23-Dec-2021 Change Change % Previous Week
Open 121-018 121-018 0-000 0.0% 120-262
High 121-045 121-028 -0-018 0.0% 121-135
Low 120-295 120-298 0-002 0.0% 120-188
Close 121-015 120-308 -0-028 -0.1% 121-075
Range 0-070 0-050 -0-020 -28.6% 0-268
ATR 0-132 0-126 -0-006 -4.4% 0-000
Volume 556,554 341,480 -215,074 -38.6% 4,207,181
Daily Pivots for day following 23-Dec-2021
Classic Woodie Camarilla DeMark
R4 121-148 121-118 121-015
R3 121-098 121-068 121-001
R2 121-048 121-048 120-317
R1 121-018 121-018 120-312 121-008
PP 120-318 120-318 120-318 120-312
S1 120-288 120-288 120-303 120-278
S2 120-268 120-268 120-298
S3 120-218 120-238 120-294
S4 120-168 120-188 120-280
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
5 121-182 120-295 0-208 0.5% 0-088 0.2% 6% False False 614,560
10 121-182 120-172 1-010 0.9% 0-112 0.3% 41% False False 744,860
20 121-275 120-098 1-178 1.3% 0-144 0.4% 42% False False 940,328
40 121-300 120-072 1-228 1.4% 0-135 0.3% 43% False False 627,100
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-027
Narrowest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 121-240
2.618 121-158
1.618 121-108
1.000 121-078
0.618 121-058
HIGH 121-028
0.618 121-008
0.500 121-002
0.382 120-317
LOW 120-298
0.618 120-267
1.000 120-248
1.618 120-217
2.618 120-167
4.250 120-085
Fisher Pivots for day following 23-Dec-2021
Pivot 1 day 3 day
R1 121-002 121-049
PP 120-318 121-028
S1 120-312 121-008

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

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