ECBOT 5 Year T-Note Future March 2022


Trading Metrics calculated at close of trading on 28-Dec-2021
Day Change Summary
Previous Current
27-Dec-2021 28-Dec-2021 Change Change % Previous Week
Open 120-302 120-292 -0-010 0.0% 121-085
High 120-310 120-318 0-008 0.0% 121-182
Low 120-262 120-280 0-018 0.0% 120-295
Close 120-285 120-302 0-018 0.0% 120-308
Range 0-048 0-038 -0-010 -21.1% 0-208
ATR 0-120 0-114 -0-006 -4.9% 0-000
Volume 289,003 459,336 170,333 58.9% 2,284,951
Daily Pivots for day following 28-Dec-2021
Classic Woodie Camarilla DeMark
R4 121-092 121-075 121-003
R3 121-055 121-038 120-313
R2 121-018 121-018 120-309
R1 121-000 121-000 120-306 121-009
PP 120-300 120-300 120-300 120-304
S1 120-282 120-282 120-299 120-291
S2 120-262 120-262 120-296
S3 120-225 120-245 120-292
S4 120-188 120-208 120-282
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
5 121-122 120-262 0-180 0.5% 0-068 0.2% 22% False False 453,117
10 121-182 120-188 0-315 0.8% 0-092 0.2% 37% False False 666,296
20 121-275 120-172 1-102 1.1% 0-122 0.3% 31% False False 832,272
40 121-300 120-072 1-228 1.4% 0-130 0.3% 42% False False 645,798
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Narrowest range in 52 trading days
Fibonacci Retracements and Extensions
4.250 121-157
2.618 121-096
1.618 121-058
1.000 121-035
0.618 121-021
HIGH 120-318
0.618 120-303
0.500 120-299
0.382 120-294
LOW 120-280
0.618 120-257
1.000 120-242
1.618 120-219
2.618 120-182
4.250 120-121
Fisher Pivots for day following 28-Dec-2021
Pivot 1 day 3 day
R1 120-301 120-305
PP 120-300 120-304
S1 120-299 120-303

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

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