ECBOT 5 Year T-Note Future March 2022


Trading Metrics calculated at close of trading on 27-Dec-2021
Day Change Summary
Previous Current
23-Dec-2021 27-Dec-2021 Change Change % Previous Week
Open 121-018 120-302 -0-035 -0.1% 121-085
High 121-028 120-310 -0-038 -0.1% 121-182
Low 120-298 120-262 -0-035 -0.1% 120-295
Close 120-308 120-285 -0-022 -0.1% 120-308
Range 0-050 0-048 -0-002 -5.0% 0-208
ATR 0-126 0-120 -0-006 -4.4% 0-000
Volume 341,480 289,003 -52,477 -15.4% 2,284,951
Daily Pivots for day following 27-Dec-2021
Classic Woodie Camarilla DeMark
R4 121-108 121-084 120-311
R3 121-061 121-037 120-298
R2 121-013 121-013 120-294
R1 120-309 120-309 120-289 120-298
PP 120-286 120-286 120-286 120-280
S1 120-262 120-262 120-281 120-250
S2 120-238 120-238 120-276
S3 120-191 120-214 120-272
S4 120-143 120-167 120-259
Weekly Pivots for week ending 24-Dec-2021
Classic Woodie Camarilla DeMark
R4 123-031 122-217 121-102
R3 122-143 122-009 121-045
R2 121-256 121-256 121-026
R1 121-122 121-122 121-007 121-085
PP 121-048 121-048 121-048 121-030
S1 120-234 120-234 120-288 120-198
S2 120-161 120-161 120-269
S3 119-273 120-027 120-250
S4 119-066 119-139 120-193
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-182 120-262 0-240 0.6% 0-080 0.2% 9% False True 514,790
10 121-182 120-188 0-315 0.8% 0-101 0.3% 31% False False 678,113
20 121-275 120-172 1-102 1.1% 0-129 0.3% 27% False False 874,256
40 121-300 120-072 1-228 1.4% 0-133 0.3% 39% False False 634,321
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Narrowest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 121-192
2.618 121-114
1.618 121-067
1.000 121-038
0.618 121-019
HIGH 120-310
0.618 120-292
0.500 120-286
0.382 120-281
LOW 120-262
0.618 120-233
1.000 120-215
1.618 120-186
2.618 120-138
4.250 120-061
Fisher Pivots for day following 27-Dec-2021
Pivot 1 day 3 day
R1 120-286 120-314
PP 120-286 120-304
S1 120-285 120-295

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

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