ECBOT 5 Year T-Note Future March 2022


Trading Metrics calculated at close of trading on 30-Dec-2021
Day Change Summary
Previous Current
29-Dec-2021 30-Dec-2021 Change Change % Previous Week
Open 120-300 120-252 -0-048 -0.1% 121-085
High 121-012 120-310 -0-022 -0.1% 121-182
Low 120-230 120-248 0-018 0.0% 120-295
Close 120-258 120-290 0-032 0.1% 120-308
Range 0-102 0-062 -0-040 -39.0% 0-208
ATR 0-113 0-110 -0-004 -3.2% 0-000
Volume 536,379 417,055 -119,324 -22.2% 2,284,951
Daily Pivots for day following 30-Dec-2021
Classic Woodie Camarilla DeMark
R4 121-150 121-122 121-004
R3 121-088 121-060 120-307
R2 121-025 121-025 120-301
R1 120-318 120-318 120-296 121-011
PP 120-282 120-282 120-282 120-289
S1 120-255 120-255 120-284 120-269
S2 120-220 120-220 120-279
S3 120-158 120-192 120-273
S4 120-095 120-130 120-256
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
5 121-028 120-230 0-118 0.3% 0-060 0.2% 51% False False 408,650
10 121-182 120-230 0-272 0.7% 0-087 0.2% 22% False False 583,146
20 121-182 120-172 1-010 0.9% 0-108 0.3% 36% False False 721,024
40 121-300 120-072 1-228 1.4% 0-129 0.3% 40% False False 669,607
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-256
2.618 121-154
1.618 121-091
1.000 121-052
0.618 121-029
HIGH 120-310
0.618 120-286
0.500 120-279
0.382 120-271
LOW 120-248
0.618 120-209
1.000 120-185
1.618 120-146
2.618 120-084
4.250 119-302
Fisher Pivots for day following 30-Dec-2021
Pivot 1 day 3 day
R1 120-286 120-287
PP 120-282 120-284
S1 120-279 120-281

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

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